# EDGAR Filing Document

**Accession Number:** 0000872649
**File Stem:** 0001752724-23-046337
**Filing Date:** 2023-2
**Character Count:** 231139
**Document Hash:** 0123e4e789098e896dda6cc80bfb0a1d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046337.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046337

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LOOMIS SAYLES FUNDS II
- **CENTRAL INDEX KEY:** 0000872649
- **IRS NUMBER:** 043113285
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06241
- **FILM NUMBER:** 23682169

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

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

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $117913302.00

**Total Liabilities:** $460217.40

**Net Assets:** $117453084.60

**Cash Not Reported:** $83655.84

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -15.13000000 | **1-Year:** -708.89000000 | **5-Year:** -1854.35000000 | **10-Year:** -1092.98000000 | **30-Year:** -192.31000000

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

- **3-Month:** -164.08000000 | **1-Year:** -6965.13000000 | **5-Year:** -24927.21000000 | **10-Year:** -9524.66000000 | **30-Year:** -1218.81000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000175112 | 2.57%                | 2.27%                | -0.61%               |
| Class ID C000069253 | 2.57%                | 2.27%                | -0.62%               |
| Class ID C000018233 | 2.17%                | 2.46%                | -0.99%               |
| Class ID C000018231 | 2.54%                | 2.25%                | -0.64%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-487159.01              | $2659226.10                                |
| Month 2  | $-619000.88              | $2733076.51                                |
| Month 3  | $-1131054.36             | $-374305.30                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| IHS HOLDING LTD                             | IHS Holding Ltd                                                                                                          | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $165100.00    | 0.14%             | 2026-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                      | Nationstar Mortgage Holdings Inc                                                                                         | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $107400.00    | 0.09%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                   | PG&E Corp                                                                                                                | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127797.96    | 0.11%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                       | Palmer Square CLO 2021-3 Ltd                                                                                             | CUSIP: 69688JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $225122.50    | 0.19%             | 2035-01-15      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                    | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc                                         | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $387000.00    | 0.33%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                          | Baytex Energy Corp                                                                                                       | CUSIP: 07317QAH8<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $396813.30    | 0.34%             | 2027-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Hercules LLC                                | Hercules LLC                                                                                                             | CUSIP: 427056AU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $313618.80    | 0.27%             | 2029-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                    | Western Midstream Operating LP                                                                                           | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    170000 | PA      | $155259.30    | 0.13%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                    | Viking Ocean Cruises Ship VII Ltd                                                                                        | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    375000 | PA      | $301875.00    | 0.26%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                               | LFS Topco LLC                                                                                                            | CUSIP: 50203TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $92661.45     | 0.08%             | 2026-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                        | Neptune Bidco US Inc                                                                                                     | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    220000 | PA      | $207350.00    | 0.18%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                      | Chesapeake Energy Corp                                                                                                   | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116832.00    | 0.10%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                          | Everi Holdings Inc                                                                                                       | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51537.99     | 0.04%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                         | Global Payments Inc                                                                                                      | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    320000 | PA      | $310400.84    | 0.26%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                     | Asbury Automotive Group Inc                                                                                              | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    160000 | PA      | $140864.00    | 0.12%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NMG HLDCO/NEIMAN MARCUS                     | NMG Holding Co Inc / Neiman Marcus Group LLC                                                                             | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $107785.76    | 0.09%             | 2026-04-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                    | Allison Transmission Inc                                                                                                 | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27820.17     | 0.02%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                         | Allegiant Travel Co                                                                                                      | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    180000 | PA      | $171209.12    | 0.15%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                    | Cheniere Energy Partners LP                                                                                              | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $187299.20    | 0.16%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                    | Moog Inc                                                                                                                 | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55500.00     | 0.05%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TAP ROCK RESOURCES LLC                      | Tap Rock Resources LLC                                                                                                   | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116262.50    | 0.10%             | 2026-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                     | Standard Industries Inc/NJ                                                                                               | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    105000 | PA      | $85567.08     | 0.07%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                        | EnLink Midstream LLC                                                                                                     | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192991.50    | 0.16%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Embarq Corp                                 | Embarq Corp                                                                                                              | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $13950.00     | 0.01%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                       | SS&C Technologies Inc                                                                                                    | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98321.59     | 0.08%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                    | PetSmart Inc / PetSmart Finance Corp                                                                                     | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $234798.13    | 0.20%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                    | Volcan Cia Minera SAA                                                                                                    | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     40000 | PA      | $34461.84     | 0.03%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                     | DCP Midstream Operating LP                                                                                               | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173372.50    | 0.15%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                             | IHS Holding Ltd                                                                                                          | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $322624.00    | 0.27%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                      | Chesapeake Energy Corp                                                                                                   | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    580000 | PA      | $559685.51    | 0.48%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                    | NCR Corp                                                                                                                 | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    370000 | PA      | $315437.69    | 0.27%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| China Evergrande Group                      | China Evergrande Group                                                                                                   | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $14442.00     | 0.01%             | 2025-06-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                             | RingCentral Inc                                                                                                          | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    145000 | PA      | $113825.00    | 0.10%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                              | Ziff Davis Inc                                                                                                           | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59232.60     | 0.05%             | 2030-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                                                              | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1065000 | PA      | $849917.93    | 0.72%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                                                             | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $302598.45    | 0.26%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                 | Deluxe Corp                                                                                                              | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    130000 | PA      | $106925.00    | 0.09%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                                                             | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $652449.00    | 0.56%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp                     | Precision Drilling Corp                                                                                                  | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9675.00      | 0.01%             | 2026-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                       | Uber Technologies Inc                                                                                                    | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    310000 | PA      | $261822.90    | 0.22%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                        | Range Resources Corp                                                                                                     | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87587.83     | 0.07%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                                                             | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $626513.10    | 0.53%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                       | Molina Healthcare Inc                                                                                                    | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58130.75     | 0.05%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co BV                            | Ziggo Bond Co BV                                                                                                         | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    565000 | PA      | $525687.30    | 0.45%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                           | Post Holdings Inc                                                                                                        | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120885.00    | 0.10%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                      | Penn Entertainment Inc                                                                                                   | CUSIP: 707569AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $88440.00     | 0.08%             | 2026-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                         | Coinbase Global Inc                                                                                                      | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $28896.71     | 0.02%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CORPORACION GEO SA DE CV                    | Corp GEO SAB de CV                                                                                                       | CUSIP: 21986VAC9<br>LEI: 54930004KSSRAZ2P6765 | Long             | DBT              | CORP              | MX        |   1200000 | PA      | $12.00        | 0.00%             | 2022-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PRESTIGE BRANDS INC                         | Prestige Brands Inc                                                                                                      | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     85000 | PA      | $70096.96     | 0.06%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                           | Iliad Holding SASU                                                                                                       | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    210000 | PA      | $194765.31    | 0.17%             | 2026-10-15      | 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        |    200000 | PA      | $42866.00     | 0.04%             | 2024-08-03      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                    | Kaisa Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $27222.00     | 0.02%             | 2024-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                    | Occidental Petroleum Corp                                                                                                | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232510.50    | 0.20%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                            | Boyd Gaming Corp                                                                                                         | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    280000 | PA      | $260786.40    | 0.22%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                             | AdaptHealth LLC                                                                                                          | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $85129.00     | 0.07%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE C0-ISSUER INC                    | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                      | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    995000 | PA      | $743125.70    | 0.63%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                  | FIXED INC CLEARING CORP.REPO                                                                                             | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   3745078 | PA      | $3745078.31   | 3.19%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                     | ASP Unifrax Holdings Inc                                                                                                 | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120700.01    | 0.10%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                         | SoftBank Group Corp                                                                                                      | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |   1630000 | PA      | $1338295.20   | 1.14%             | 2028-07-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                    | EQT Corp                                                                                                                 | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165387.75    | 0.14%             | 2025-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                    | EQT Corp                                                                                                                 | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    285000 | PA      | $263102.09    | 0.22%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                         | Altice Financing SA                                                                                                      | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    410000 | PA      | $330050.00    | 0.28%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                             | iHeartMedia Inc                                                                                                          | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9786 | NS      | $59988.18     | 0.05%             |  |  |  | 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        |    100000 | PA      | $88409.51     | 0.08%             | 2047-06-10      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                    | Marriott Ownership Resorts Inc                                                                                           | CUSIP: 57164PAF3<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    605000 | PA      | $526822.98    | 0.45%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                                                                         | CUSIP: 000000000<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $140997.50    | 0.12%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                     | Energean Israel Finance Ltd                                                                                              | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    165000 | PA      | $152278.50    | 0.13%             | 2026-03-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TELADOC HEALTH INC                          | Teladoc Health Inc                                                                                                       | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |    990000 | PA      | $760512.85    | 0.65%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                    | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp                                                       | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $105513.72    | 0.09%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                               | TransDigm Inc                                                                                                            | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    215000 | PA      | $187533.75    | 0.16%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                    | NCR Corp                                                                                                                 | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37634.54     | 0.03%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                    | Northern Oil and Gas Inc                                                                                                 | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    425000 | PA      | $408082.45    | 0.35%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                        | Bank of America Corp                                                                                                     | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    355000 | PA      | $353663.74    | 0.30%             | 2024-03-05      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                    | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $71880.25     | 0.06%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                    | Outfront Media Capital LLC / Outfront Media Capital Corp                                                                 | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $99027.11     | 0.08%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                       | Nabors Industries Inc                                                                                                    | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122480.00    | 0.10%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                | Navient Corp                                                                                                             | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    655000 | PA      | $538683.38    | 0.46%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Battalion Oil Corp                          | Battalion Oil Corp                                                                                                       | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |      3650 | NS      | $35441.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sands China Ltd                             | Sands China Ltd                                                                                                          | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $187260.60    | 0.16%             | 2028-08-08      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                     | Energean Israel Finance Ltd                                                                                              | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     85000 | PA      | $76075.00     | 0.06%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                               | HTA Group Ltd/Mauritius                                                                                                  | CUSIP: 40435WAB6<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    495000 | PA      | $455400.00    | 0.39%             | 2025-12-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                                                             | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    410000 | PA      | $291172.00    | 0.25%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                | Navient Corp                                                                                                             | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91191.23     | 0.08%             | 2025-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                    | Permian Resources Operating LLC                                                                                          | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108357.38    | 0.09%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                   | PG&E Corp                                                                                                                | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22750.00     | 0.02%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                                                             | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $501491.08    | 0.43%             | 2032-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                              | Sabre GLBL Inc                                                                                                           | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82378.00     | 0.07%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                        | Michaels Cos Inc/The                                                                                                     | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     85000 | PA      | $56794.30     | 0.05%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KENBOURNE INVEST SA                         | Kenbourne Invest SA                                                                                                      | CUSIP: 48855KAA8<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |    305000 | PA      | $289255.90    | 0.25%             | 2024-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                             | Gen Digital Inc                                                                                                          | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    290000 | PA      | $284200.00    | 0.24%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                | Calpine Corp                                                                                                             | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $945830.37    | 0.81%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                    | EQM Midstream Partners LP                                                                                                | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191150.00    | 0.16%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                              | Open Text Corp                                                                                                           | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    455000 | PA      | $365905.54    | 0.31%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                             | MEG Energy Corp                                                                                                          | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $56581.50     | 0.05%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                    | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                       | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $202001.25    | 0.17%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                     | US Acute Care Solutions LLC                                                                                              | CUSIP: 90367UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $70993.89     | 0.06%             | 2026-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                         | NCL Corp Ltd                                                                                                             | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    950000 | PA      | $746196.50    | 0.64%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                     | Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC                                                               | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              |  | US        |    210000 | PA      | $168000.00    | 0.14%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                    | EQM Midstream Partners LP                                                                                                | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    160000 | PA      | $143065.28    | 0.12%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                | CSMC 2014-USA OA LLC                                                                                                     | CUSIP: 12649AAQ2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1020000 | PA      | $592685.28    | 0.50%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                    | BroadStreet Partners Inc                                                                                                 | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    125000 | PA      | $106385.17    | 0.09%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                      | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    165000 | PA      | $153816.30    | 0.13%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                    | iHeartCommunications Inc                                                                                                 | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    430000 | PA      | $365683.83    | 0.31%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                      | Credit Suisse Group AG                                                                                                   | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $213522.93    | 0.18%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                               | DISH DBS Corp                                                                                                            | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $27934.38     | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                          | Seagate HDD Cayman                                                                                                       | CUSIP: 81180WAR2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     60000 | PA      | $55932.85     | 0.05%             | 2027-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx High Yield Corporate Bond ETF | iShares iBoxx High Yield Corporate Bond ETF                                                                              | CUSIP: 464288513<br>LEI: 549300WY6QQ9HGWLNX87 | Long             | EC               | RF                | US        |     18931 | NS      | $1393889.53   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUR SEALY INTL INC                       | Tempur Sealy International Inc                                                                                           | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    135000 | PA      | $105978.38    | 0.09%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                               | ModivCare Inc                                                                                                            | CUSIP: 743815AE2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37573.06     | 0.03%             | 2025-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                    | EQM Midstream Partners LP                                                                                                | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77081.60     | 0.07%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                             | Cemex SAB de CV                                                                                                          | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   1060000 | PA      | $894676.99    | 0.76%             | 2031-07-11      | Fixed         | 3.88%                 | 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        |     45000 | PA      | $33862.62     | 0.03%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| BLOOMIN' BRANDS INC/OSI                     | Bloomin' Brands Inc / OSI Restaurant Partners LLC                                                                        | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $84110.00     | 0.07%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                     | Realogy Group LLC / Realogy Co-Issuer Corp                                                                               | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $249608.70    | 0.21%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                  | Viasat Inc                                                                                                               | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    110000 | PA      | $82524.51     | 0.07%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                      | China Aoyuan Group Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $16354.00     | 0.01%             | 2026-03-24      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                    | Cia de Minas Buenaventura SAA                                                                                            | CUSIP: 204448AA2<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $171514.41    | 0.15%             | 2026-07-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                     | Zhenro Properties Group Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $9856.00      | 0.01%             | 2026-08-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                       | Dun & Bradstreet Corp/The                                                                                                | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64182.23     | 0.05%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                      | Sunoco LP / Sunoco Finance Corp                                                                                          | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $118084.50    | 0.10%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust              | Starwood Retail Property Trust 2014-STAR                                                                                 | CUSIP: 85571XAQ0<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $102199.22    | 0.09%             | 2027-11-15      | Floating      | 7.82%                 | No            |                  3 | On Loan: No      |
| CVR ENERGY INC                              | CVR Energy Inc                                                                                                           | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    370000 | PA      | $340400.00    | 0.29%             | 2025-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                    | NCR Corp                                                                                                                 | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62200.11     | 0.05%             | 2027-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                    | Occidental Petroleum Corp                                                                                                | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     85000 | PA      | $90819.95     | 0.08%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                    | Cheplapharm Arzneimittel GmbH                                                                                            | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $168528.00    | 0.14%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                       | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                 | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $653101.80    | 0.56%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                | Yuzhou Group Holdings Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $36944.00     | 0.03%             | 2027-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                  | DaVita Inc                                                                                                               | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $298540.00    | 0.25%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Transocean Poseidon Ltd                     | Transocean Poseidon Ltd                                                                                                  | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    656250 | PA      | $638610.00    | 0.54%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                      | Nationstar Mortgage Holdings Inc                                                                                         | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $260462.50    | 0.22%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                     | Studio City Finance Ltd                                                                                                  | CUSIP: 86389QAF9<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    230000 | PA      | $178599.51    | 0.15%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                       | Uber Technologies Inc                                                                                                    | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1359157.80   | 1.16%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                                                                 | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     85000 | PA      | $70084.20     | 0.06%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                                                                       | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $197786.27    | 0.17%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                      | Goodyear Tire & Rubber Co/The                                                                                            | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45878.23     | 0.04%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                        | Cornerstone Building Brands Inc                                                                                          | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    205000 | PA      | $144369.20    | 0.12%             | 2029-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                      | VICI Properties LP / VICI Note Co Inc                                                                                    | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              |  | US        |    105000 | PA      | $103977.30    | 0.09%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                     | Studio City Finance Ltd                                                                                                  | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $147972.00    | 0.13%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                      | Group 1 Automotive Inc                                                                                                   | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29625.06     | 0.03%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                      | Real Hero Merger Sub 2 Inc                                                                                               | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $44557.50     | 0.04%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                    | Service Properties Trust                                                                                                 | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     70000 | PA      | $66704.79     | 0.06%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                      | Telecom Italia Capital SA                                                                                                | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    435000 | PA      | $355869.15    | 0.30%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                         | Travel + Leisure Co                                                                                                      | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    895000 | PA      | $729272.97    | 0.62%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                         | LBM Acquisition LLC                                                                                                      | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    235000 | PA      | $149542.63    | 0.13%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                               | Coherent Corp                                                                                                            | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    205000 | PA      | $176798.15    | 0.15%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                     | Empire Communities Corp                                                                                                  | CUSIP: 29163VAC7<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $90416.20     | 0.08%             | 2025-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.             | Long: S27070937 CDS USD R F  5.00000 3270709373_FEE CCPCDX / Short: S27070937 CDS USD P V 03MEVENT 3270709373_PRO CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   1158300 | OU      | $33725.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WEATHERFORD INTL LTD                        | Weatherford International Ltd                                                                                            | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      8000 | PA      | $8160.35      | 0.01%             | 2024-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                      | CFLD Cayman Investment Ltd                                                                                               | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $22928.00     | 0.02%             | 2024-04-08      | Fixed         | 8.60%                 | Yes           |                  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        |    100000 | PA      | $72050.19     | 0.06%             | 2030-10-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                     | Frontier Communications Holdings LLC                                                                                     | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $137261.19    | 0.12%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                               | TransDigm Inc                                                                                                            | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    270000 | PA      | $266271.30    | 0.23%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                    | California Resources Corp                                                                                                | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110519.60    | 0.09%             | 2026-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                    | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                      | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $338579.14    | 0.29%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                       | Tenet Healthcare Corp                                                                                                    | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85055.40     | 0.07%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                           | Chord Energy Corp                                                                                                        | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63305.45     | 0.05%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                    | OHA Credit Funding 3 LTD                                                                                                 | CUSIP: 67112TAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    310000 | PA      | $280517.76    | 0.24%             | 2035-07-02      | Floating      | 10.49%                | 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        |   1355000 | PA      | $1168572.33   | 0.99%             | 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        |     50000 | PA      | $43525.23     | 0.04%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                | US Foods Inc                                                                                                             | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    205000 | PA      | $182023.60    | 0.15%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATI INC                                     | ATI Inc                                                                                                                  | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106047.60    | 0.09%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital                                          | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29403.03     | 0.03%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                 | Netflix Inc                                                                                                              | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36025.06     | 0.03%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                    | Diamond Sports Group LLC / Diamond Sports Finance Co                                                                     | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $36425.00     | 0.03%             | 2026-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                    | Builders FirstSource Inc                                                                                                 | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72965.50     | 0.06%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                    | iHeartCommunications Inc                                                                                                 | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    245000 | PA      | $225400.00    | 0.19%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOLARIS MIDSTREAM HOLDIN                    | Solaris Midstream Holdings LLC                                                                                           | CUSIP: 83419MAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54704.65     | 0.05%             | 2026-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                                                                         | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $1613691.46   | 1.37%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                    | Hess Midstream Operations LP                                                                                             | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $243521.25    | 0.21%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                            | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                         | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $290069.88    | 0.25%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CG-CCRE Commercial Mortgage Trust           | CG-CCRE Commercial Mortgage Trust 2014-FL2                                                                               | CUSIP: 12528PAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216502 | PA      | $138517.84    | 0.12%             | 2031-11-15      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDING INC                        | Presidio Holdings Inc                                                                                                    | CUSIP: 74101XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $100312.30    | 0.09%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                       | Provident Funding Associates LP / PFG Finance Corp                                                                       | CUSIP: 74387UAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $239250.00    | 0.20%             | 2025-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                    | Service Properties Trust                                                                                                 | CUSIP: 44106MBA9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    395000 | PA      | $310845.23    | 0.26%             | 2026-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                    | 1011778 BC ULC / New Red Finance Inc                                                                                     | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    770000 | PA      | $688800.02    | 0.59%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Transocean Pontus Ltd                       | Transocean Pontus Ltd                                                                                                    | CUSIP: 89382PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    134400 | PA      | $131680.19    | 0.11%             | 2025-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                        | Rackspace Technology Global Inc                                                                                          | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |     90000 | PA      | $39555.90     | 0.03%             | 2028-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                    | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                     | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $141426.45    | 0.12%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENDURANCE INTERNATIONAL                     | Endurance International Group Holdings Inc                                                                               | CUSIP: 29279XAA8<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |    495000 | PA      | $322185.60    | 0.27%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                         | Intesa Sanpaolo SpA                                                                                                      | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $384399.92    | 0.33%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| 2020 CASH EXCH TRUST                        | 2020 Cash Mandatory Exchangeable Trust                                                                                   | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       506 | NS      | $578874.12    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                    | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                      | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $36118.00     | 0.03%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COLGATE ENERGY P                            | Colgate Energy Partners III LLC                                                                                          | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |    135000 | PA      | $115946.18    | 0.10%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                    | Scientific Games International Inc                                                                                       | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    415000 | PA      | $398400.00    | 0.34%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                   | Block Inc                                                                                                                | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    185000 | PA      | $165279.00    | 0.14%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                               | UniCredit SpA                                                                                                            | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    800000 | PA      | $649958.47    | 0.55%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                         | NuStar Logistics LP                                                                                                      | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    145000 | PA      | $139393.32    | 0.12%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                               | DISH DBS Corp                                                                                                            | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $596726.75    | 0.51%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust            | WFRBS Commercial Mortgage Trust 2011-C3                                                                                  | CUSIP: 92935VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99910 | PA      | $39823.99     | 0.03%             | 2044-03-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                    | CHS/Community Health Systems Inc                                                                                         | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86489.43     | 0.07%             | 2026-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                    | Occidental Petroleum Corp                                                                                                | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81600.00     | 0.07%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                              | ANGI Group LLC                                                                                                           | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $70498.08     | 0.06%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LIGADO NETWORKS LLC                         | Ligado Networks LLC                                                                                                      | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329385 | PA      | $105765.52    | 0.09%             | 2023-11-01      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                               | Carnival Corp                                                                                                            | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    650000 | PA      | $464126.00    | 0.40%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                               | DISH DBS Corp                                                                                                            | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $790262.20    | 0.67%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                           | DISH Network Corp                                                                                                        | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     40000 | PA      | $25604.40     | 0.02%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                       | Uber Technologies Inc                                                                                                    | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    760000 | PA      | $729599.90    | 0.62%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COBRA ACQUISITIONCO LLC                     | Cobra AcquisitionCo LLC                                                                                                  | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $268450.00    | 0.23%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust            | WFRBS Commercial Mortgage Trust 2012-C7                                                                                  | CUSIP: 92936TAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120641 | PA      | $2714.42      | 0.00%             | 2045-06-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                    | Sunac China Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $42602.00     | 0.04%             | 2026-01-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELEMENT COMM AVIATION                       | ELEMENT COMM AVIATION                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100 | PA      | $6825.00      | 0.01%             | N/A             | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| United States Treasury                      | United States Treasury Note/Bond                                                                                         | CUSIP: 912828ZY9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1575000 | PA      | $1536732.41   | 1.31%             | 2023-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| General Motors Co                           | General Motors Co                                                                                                        | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97075.49     | 0.08%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                     | Frontier Communications Holdings LLC                                                                                     | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $399285.10    | 0.34%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Coty Inc                                    | Coty Inc                                                                                                                 | CUSIP: 222070AB0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19200.00     | 0.02%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                     | DCP Midstream Operating LP                                                                                               | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24813.90     | 0.02%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                     | BioMarin Pharmaceutical Inc                                                                                              | CUSIP: 09061GAH4<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    255000 | PA      | $270631.50    | 0.23%             | 2024-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                       | Bausch Health Cos Inc                                                                                                    | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    565000 | PA      | $271007.90    | 0.23%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                                                                         | CUSIP: 000000000<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    555000 | PA      | $306711.90    | 0.26%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                       | Melco Resorts Finance Ltd                                                                                                | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    400000 | PA      | $319836.00    | 0.27%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                       | Micron Technology Inc                                                                                                    | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    445000 | PA      | $452020.71    | 0.38%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                      | United States Treasury Note/Bond                                                                                         | CUSIP: 91282CBN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    920000 | PA      | $913862.94    | 0.78%             | 2023-02-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                             | Madison IAQ LLC                                                                                                          | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $82247.86     | 0.07%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                         | TreeHouse Foods Inc                                                                                                      | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102000.00    | 0.09%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                       | Encompass Health Corp                                                                                                    | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    155000 | PA      | $140802.00    | 0.12%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                            | Arches Buyer Inc                                                                                                         | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28087.50     | 0.02%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                         | NCL Corp Ltd                                                                                                             | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    275000 | PA      | $188358.50    | 0.16%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                       | Teva Pharmaceutical Finance Co LLC                                                                                       | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    325000 | PA      | $285696.67    | 0.24%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD                      | Calumet Specialty Products Partners LP / Calumet Finance Corp                                                            | CUSIP: 131477AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57325.86     | 0.05%             | 2025-04-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                    | Sinclair Television Group Inc                                                                                            | CUSIP: 829259AW0<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    185000 | PA      | $150888.24    | 0.13%             | 2027-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                       | Caesars Entertainment Inc                                                                                                | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213768.61    | 0.18%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                    | Telesat Canada / Telesat LLC                                                                                             | CUSIP: 87952VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    125000 | PA      | $57502.85     | 0.05%             | 2026-12-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                                                              | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    325000 | PA      | $262712.98    | 0.22%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                         | AssuredPartners Inc                                                                                                      | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    160000 | PA      | $131685.51    | 0.11%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                        | Times China Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $32422.00     | 0.03%             | 2026-03-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                       | Bath & Body Works Inc                                                                                                    | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111438.00    | 0.09%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                                                             | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $58086.03     | 0.05%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                    | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                      | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28618.76     | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                       | Genesis Energy LP / Genesis Energy Finance Corp                                                                          | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $276144.00    | 0.24%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust              | Starwood Retail Property Trust 2014-STAR                                                                                 | CUSIP: 85571XAS6<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $39916.41     | 0.03%             | 2027-11-15      | Floating      | 8.72%                 | No            |                  3 | On Loan: No      |
| ENERGIZER HOLDINGS INC                      | Energizer Holdings Inc                                                                                                   | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212013.04    | 0.18%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STRATHCONA RESOURCES                        | Strathcona Resources Ltd/Alberta                                                                                         | CUSIP: 86304TAA6<br>LEI: 549300YNIUISTSZMLF56 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $182466.26    | 0.16%             | 2026-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LIVONGO HEALTH                              | Livongo Health Inc                                                                                                       | CUSIP: 539183AA1<br>LEI: 54930061HKCVF1H2O156 | Long             | DBT              | CORP              | US        |    230000 | PA      | $201337.40    | 0.17%             | 2025-06-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Nyack Park CLO, Ltd.                        | NYACK Park CLO Ltd                                                                                                       | CUSIP: 67080QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $217497.00    | 0.19%             | 2034-10-20      | Floating      | 10.34%                | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                       | Continental Resources Inc/OK                                                                                             | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    470000 | PA      | $348123.46    | 0.30%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| USI Inc/NY                                  | USI Inc/NY                                                                                                               | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $264919.72    | 0.23%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                    | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc                                         | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $183634.44    | 0.16%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                    | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                             | CUSIP: 03690EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $197391.91    | 0.17%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                                                                         | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    405000 | PA      | $226273.50    | 0.19%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                       | Lantheus Holdings Inc                                                                                                    | CUSIP: 516544AA1<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140966.00    | 0.12%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                               | Wolfspeed Inc                                                                                                            | CUSIP: 977852AA0<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38902.50     | 0.03%             | 2028-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                           | General Motors Co                                                                                                        | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55974.05     | 0.05%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust            | WFRBS Commercial Mortgage Trust 2012-C10                                                                                 | CUSIP: 92890NAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $71578.62     | 0.06%             | 2045-12-15      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                           | Post Holdings Inc                                                                                                        | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172548.00    | 0.15%             | 2030-04-15      | Fixed         | 4.62%                 | 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        |    260000 | PA      | $210600.00    | 0.18%             | 2047-05-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                         | Buckeye Partners LP                                                                                                      | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    185000 | PA      | $162614.22    | 0.14%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                    | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                             | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $77710.40     | 0.07%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                     | Gulfport Energy Corp                                                                                                     | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121875.00    | 0.10%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                | SM Energy Co                                                                                                             | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160190.25    | 0.14%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                     | Crescent Energy Finance LLC                                                                                              | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141351.00    | 0.12%             | 2026-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                              | GoTo Group Inc                                                                                                           | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |     95000 | PA      | $51093.08     | 0.04%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                              | PDC Energy Inc                                                                                                           | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |    470000 | PA      | $448647.90    | 0.38%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                     | Realogy Group LLC / Realogy Co-Issuer Corp                                                                               | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $40123.05     | 0.03%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KFC HLD/PIZZA HUT/TACO                      | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC                                                           | CUSIP: 48250NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $408000.00    | 0.35%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                    | Live Nation Entertainment Inc                                                                                            | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93728.53     | 0.08%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                     | Asbury Automotive Group Inc                                                                                              | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    225000 | PA      | $189594.00    | 0.16%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen Inc                                | JELD-WEN Inc                                                                                                             | CUSIP: 475795AC4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    120000 | PA      | $100476.00    | 0.09%             | 2025-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                     | SBA Communications Corp                                                                                                  | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |    275000 | PA      | $248466.21    | 0.21%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                     | Stagwell Global LLC                                                                                                      | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $98926.80     | 0.08%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                       | Foundation Building Materials Inc                                                                                        | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |    290000 | PA      | $217124.08    | 0.18%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                                                                 | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180802.57    | 0.15%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                     | DCP Midstream Operating LP                                                                                               | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228509.60    | 0.19%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                     | Teva Pharmaceutical Finance Netherlands III BV                                                                           | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1930000 | PA      | $1180050.75   | 1.00%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                       | CMG Media Corp                                                                                                           | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $127959.00    | 0.11%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                        | Sonic Automotive Inc                                                                                                     | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    240000 | PA      | $192169.89    | 0.16%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                     | Fantasia Holdings Group Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    220000 | PA      | $15950.00     | 0.01%             | 2023-06-01      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                                                                 | CUSIP: 345397ZX4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    635000 | PA      | $609645.66    | 0.52%             | 2024-11-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                        | LifePoint Health Inc                                                                                                     | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    470000 | PA      | $265597.00    | 0.23%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GARDEN SPINCO CORP                          | Garden Spinco Corp                                                                                                       | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $217300.00    | 0.19%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                     | Teva Pharmaceutical Finance Netherlands III BV                                                                           | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    690000 | PA      | $603405.00    | 0.51%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                           | DISH Network Corp                                                                                                        | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   3185000 | PA      | $1995402.50   | 1.70%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                              | Open Text Corp                                                                                                           | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $280000.00    | 0.24%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTN                            | AHP Health Partners Inc                                                                                                  | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    110000 | PA      | $85937.50     | 0.07%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLOCK COMMUNICATIONS INC                    | Block Communications Inc                                                                                                 | CUSIP: 093645AJ8<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69800.00     | 0.06%             | 2028-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                        | Sonic Automotive Inc                                                                                                     | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    245000 | PA      | $192615.23    | 0.16%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                    | EQM Midstream Partners LP                                                                                                | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39564.87     | 0.03%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CG-CCRE Commercial Mortgage Trust           | CG-CCRE Commercial Mortgage Trust 2014-FL2                                                                               | CUSIP: 12528PAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96223 | PA      | $80577.16     | 0.07%             | 2031-11-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                      | Telecom Italia Capital SA                                                                                                | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    120000 | PA      | $97428.00     | 0.08%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                    | Jaguar Land Rover Automotive PLC                                                                                         | CUSIP: 000000000<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $228134.73    | 0.19%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                    | Virgin Media Secured Finance PLC                                                                                         | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    445000 | PA      | $398622.10    | 0.34%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                      | Credit Suisse Group AG                                                                                                   | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $255966.80    | 0.22%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| BILIBILI INC                                | Bilibili Inc                                                                                                             | CUSIP: 090040AF3<br>LEI: 5493008V60M52L3PIS45 | Long             | DBT              | CORP              | KY        |    175000 | PA      | $128625.00    | 0.11%             | 2026-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                           | Iron Mountain Inc                                                                                                        | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    440000 | PA      | $383768.00    | 0.33%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                           | Iron Mountain Inc                                                                                                        | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    185000 | PA      | $152058.90    | 0.13%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                                                              | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     30000 | PA      | $30126.90     | 0.03%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                            | Altice France SA/France                                                                                                  | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    640000 | PA      | $481223.05    | 0.41%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                      | CFLD Cayman Investment Ltd                                                                                               | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $22728.00     | 0.02%             | 2023-01-13      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                       | Bausch Health Cos Inc                                                                                                    | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $127581.55    | 0.11%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                       | Bath & Body Works Inc                                                                                                    | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48889.50     | 0.04%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                    | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                          | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1355000 | PA      | $1238410.16   | 1.05%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                    | EnLink Midstream Partners LP                                                                                             | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    170000 | PA      | $140210.33    | 0.12%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RP ESCROW ISSUER LLC                        | RP Escrow Issuer LLC                                                                                                     | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $57273.79     | 0.05%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                    | Performance Food Group Inc                                                                                               | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121326.80    | 0.10%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                    | Western Midstream Operating LP                                                                                           | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    160000 | PA      | $131556.30    | 0.11%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                         | Clarivate Science Holdings Corp                                                                                          | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $182825.25    | 0.16%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                         | Resideo Funding Inc                                                                                                      | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    120000 | PA      | $97026.00     | 0.08%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                          | Unity Software Inc                                                                                                       | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |    125000 | PA      | $93562.50     | 0.08%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                        | Matador Resources Co                                                                                                     | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    285000 | PA      | $274015.83    | 0.23%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                          | Ford Motor Co                                                                                                            | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    710000 | PA      | $532458.61    | 0.45%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                    | Occidental Petroleum Corp                                                                                                | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48456.26     | 0.04%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                          | CommScope Technologies LLC                                                                                               | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $957674.23    | 0.82%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                    | Builders FirstSource Inc                                                                                                 | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    265000 | PA      | $234810.94    | 0.20%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                | Ecopetrol SA                                                                                                             | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     95000 | PA      | $72564.79     | 0.06%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                       | Playtika Holding Corp                                                                                                    | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51021.75     | 0.04%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                         | Buckeye Partners LP                                                                                                      | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     80000 | PA      | $58416.48     | 0.05%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                       | Tenet Healthcare Corp                                                                                                    | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    135000 | PA      | $125582.39    | 0.11%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                      | MIWD Holdco II LLC / MIWD Finance Corp                                                                                   | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $103499.51    | 0.09%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                               | TransDigm Inc                                                                                                            | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    495000 | PA      | $502321.05    | 0.43%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                      | Goodyear Tire & Rubber Co/The                                                                                            | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    275000 | PA      | $251550.75    | 0.21%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LIGADO NETWORKS LLC                         | Ligado Networks LLC                                                                                                      | CUSIP: 53225HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109130 | PA      | $10396.82     | 0.01%             | 2024-05-01      | Fixed         | 17.50%                | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                    | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed                                           | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $85475.53     | 0.07%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust       | Wells Fargo Commercial Mortgage Trust 2016-C36                                                                           | CUSIP: 95000MBV2<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $45663.08     | 0.04%             | 2059-11-15      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC                    | Ken Garff Automotive LLC                                                                                                 | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $41826.40     | 0.04%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AIG CLO Ltd                                 | AIG CLO 2021-2 LLC                                                                                                       | CUSIP: 00142DAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    295000 | PA      | $263977.21    | 0.22%             | 2034-07-20      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                    | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $85716.24     | 0.07%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                    | Radiate Holdco LLC / Radiate Finance Inc                                                                                 | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $125704.50    | 0.11%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                    | Outfront Media Capital LLC / Outfront Media Capital Corp                                                                 | CUSIP: 69007TAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34674.37     | 0.03%             | 2025-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                    | Telenet Finance Luxembourg Notes Sarl                                                                                    | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $360056.00    | 0.31%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                     | Consolidated Energy Finance SA                                                                                           | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $127451.52    | 0.11%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                       | GFL Environmental Inc                                                                                                    | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $269325.00    | 0.23%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                       | Uber Technologies Inc                                                                                                    | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115080.50    | 0.10%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                  | Elastic NV                                                                                                               | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    320000 | PA      | $258464.00    | 0.22%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                    | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                    | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    155000 | PA      | $120848.45    | 0.10%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                     | ATI Inc                                                                                                                  | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    205000 | PA      | $196038.49    | 0.17%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp                             | Murphy Oil Corp                                                                                                          | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    130000 | PA      | $101400.00    | 0.09%             | 2042-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                                                              | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    125000 | PA      | $91875.00     | 0.08%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                      | Southwestern Energy Co                                                                                                   | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115882.50    | 0.10%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                      | VICI Properties LP / VICI Note Co Inc                                                                                    | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |    135000 | PA      | $125944.70    | 0.11%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                         | Medline Borrower LP                                                                                                      | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    210000 | PA      | $166796.70    | 0.14%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENDO DAC/FIN LLC/FINCO                      | Endo Dac / Endo Finance LLC / Endo Finco Inc                                                                             | CUSIP: 29273DAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    240000 | PA      | $12600.00     | 0.01%             | 2028-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                    | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                      | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $606803.97    | 0.52%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                       | Bausch Health Cos Inc                                                                                                    | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1245000 | PA      | $791872.08    | 0.67%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                    | First Quantum Minerals Ltd                                                                                               | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1245000 | PA      | $1168087.95   | 0.99%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                       | Tenet Healthcare Corp                                                                                                    | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    490000 | PA      | $470649.90    | 0.40%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                             | Sands China Ltd                                                                                                          | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    605000 | PA      | $531661.90    | 0.45%             | 2030-06-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                     | SBA Communications Corp                                                                                                  | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    630000 | PA      | $523838.70    | 0.45%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                       | Palmer Square CLO 2021-4 Ltd                                                                                             | CUSIP: 69702GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $234137.28    | 0.20%             | 2034-10-15      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| COTY INC                                    | Coty Inc                                                                                                                 | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137499.44    | 0.12%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy Inc                                                                                                           | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30042.00     | 0.03%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                        | Commercial Metals Co                                                                                                     | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $154849.90    | 0.13%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD                    | Speedway Motorsports LLC / Speedway Funding II Inc                                                                       | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $159725.03    | 0.14%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 44, Ltd.        | Octagon Investment Partners 44 Ltd                                                                                       | CUSIP: 675713AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $212730.25    | 0.18%             | 2034-10-15      | Floating      | 10.83%                | No            |                  2 | On Loan: No      |
| Transocean Proteus Ltd                      | Transocean Proteus Ltd                                                                                                   | CUSIP: 893829AA9<br>LEI: 5493000CTMQ2LH21VM89 | Long             | DBT              | CORP              | KY        |     38000 | PA      | $37432.79     | 0.03%             | 2024-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENDO LUX FIN CO I SARL                      | Endo Luxembourg Finance Co I Sarl / Endo US Inc                                                                          | CUSIP: 29280BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     30000 | PA      | $22758.86     | 0.02%             | 2029-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                    | Graham Packaging Co Inc                                                                                                  | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62576.06     | 0.05%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                    | Occidental Petroleum Corp                                                                                                | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    780000 | PA      | $880623.51    | 0.75%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                              | Bombardier Inc                                                                                                           | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $824682.19    | 0.70%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust       | Wells Fargo Commercial Mortgage Trust 2014-LC16                                                                          | CUSIP: 94988XBA3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $89542.52     | 0.08%             | 2050-08-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                    | Marriott Ownership Resorts Inc                                                                                           | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82962.63     | 0.07%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                    | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                       | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $248138.49    | 0.21%             | 2025-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                    | Summit Materials LLC / Summit Materials Finance Corp                                                                     | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $41896.13     | 0.04%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                  | Carvana Co                                                                                                               | CUSIP: 146869AF9<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    255000 | PA      | $101026.61    | 0.09%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                         | NCL Corp Ltd                                                                                                             | CUSIP: 000000000<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $7854.70      | 0.01%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                    | Western Midstream Operating LP                                                                                           | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45875.00     | 0.04%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                              | Wynn Macau Ltd                                                                                                           | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    450000 | PA      | $364090.50    | 0.31%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                      | Spirit AeroSystems Inc                                                                                                   | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187750.40    | 0.16%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                    | Installed Building Products Inc                                                                                          | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116888.93    | 0.10%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                    | iHeartCommunications Inc                                                                                                 | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    395000 | PA      | $321664.30    | 0.27%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                       | Grifols Escrow Issuer SA                                                                                                 | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $172694.00    | 0.15%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                                                                 | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    820000 | PA      | $748561.60    | 0.64%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                    | Kaisa Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $27042.00     | 0.02%             | 2026-06-01      | Fixed         | 11.65%                | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                                                                                      | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    340000 | PA      | $257328.32    | 0.22%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EASY TACTIC LTD                             | Easy Tactic Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 549300WYFMC41MKE6E16 | Long             | DBT              | CORP              | VG        |    206049 | PA      | $42746.93     | 0.04%             | 2027-07-11      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                    | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                                     | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $276025.00    | 0.24%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                    | Nexstar Media Inc                                                                                                        | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96322.54     | 0.08%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                      | VICI Properties LP / VICI Note Co Inc                                                                                    | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |    140000 | PA      | $131750.84    | 0.11%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                     | Precision Drilling Corp                                                                                                  | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $83790.61     | 0.07%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                               | Wolfspeed Inc                                                                                                            | CUSIP: 977852AC6<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45025.00     | 0.04%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                  | DaVita Inc                                                                                                               | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    180000 | PA      | $144796.80    | 0.12%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                         | Travel + Leisure Co                                                                                                      | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16585.41     | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                             | NCL Finance Ltd                                                                                                          | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     70000 | PA      | $51675.49     | 0.04%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                       | Continental Resources Inc/OK                                                                                             | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    155000 | PA      | $144283.35    | 0.12%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                      | Spirit AeroSystems Inc                                                                                                   | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    615000 | PA      | $496552.86    | 0.42%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                       | Freedom Mortgage Corp                                                                                                    | CUSIP: 35640YAF4<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    295000 | PA      | $246067.05    | 0.21%             | 2026-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                    | Hess Midstream Operations LP                                                                                             | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $128238.15    | 0.11%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp                          | CNX Resources Corp                                                                                                       | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253087.50    | 0.22%             | 2027-03-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                      | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                    | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $185774.00    | 0.16%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                                                             | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $285022.40    | 0.24%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                    | Sensata Technologies Inc                                                                                                 | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74037.60     | 0.06%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                            | AmWINS Group Inc                                                                                                         | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    240000 | PA      | $203555.22    | 0.17%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                      | Shimao Group Holdings Ltd                                                                                                | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $37336.00     | 0.03%             | 2024-02-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                                                             | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $146642.75    | 0.12%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                        | Aramark Services Inc                                                                                                     | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60640.78     | 0.05%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                       | Level 3 Financing Inc                                                                                                    | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    275000 | PA      | $201366.28    | 0.17%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WHEEL PROS INC                              | Wheel Pros Inc                                                                                                           | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $31877.55     | 0.03%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                | Navient Corp                                                                                                             | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    300000 | PA      | $244800.10    | 0.21%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLARIVATE PLC                               | Clarivate PLC                                                                                                            | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EP               | CORP              | JE        |      6664 | NS      | $252432.32    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                    | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                              | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $163146.00    | 0.14%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                    | Suburban Propane Partners LP/Suburban Energy Finance Corp                                                                | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $106247.81    | 0.09%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                       | Southwest Airlines Co                                                                                                    | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    535000 | PA      | $642535.00    | 0.55%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                     | BioMarin Pharmaceutical Inc                                                                                              | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    825000 | PA      | $886512.68    | 0.75%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP                    | United States Steel Corp                                                                                                 | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |     76000 | PA      | $73769.13     | 0.06%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                    | TK Elevator US Newco Inc                                                                                                 | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177508.00    | 0.15%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                             | Sands China Ltd                                                                                                          | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $163390.42    | 0.14%             | 2029-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                            | Cinemark USA Inc                                                                                                         | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    125000 | PA      | $92823.75     | 0.08%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                         | Buckeye Partners LP                                                                                                      | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     55000 | PA      | $40979.32     | 0.03%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                    | EQM Midstream Partners LP                                                                                                | CUSIP: 26885BAE0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37478.75     | 0.03%             | 2048-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                    | Occidental Petroleum Corp                                                                                                | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262389.30    | 0.22%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                    | Perrigo Finance Unlimited Co                                                                                             | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $170403.46    | 0.15%             | 2030-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                    | First Quantum Minerals Ltd                                                                                               | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    845000 | PA      | $800233.25    | 0.68%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM                            | Callon Petroleum Co                                                                                                      | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    190000 | PA      | $181123.92    | 0.15%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                  | Carvana Co                                                                                                               | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    195000 | PA      | $75125.94     | 0.06%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                | ADT Security Corp/The                                                                                                    | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    640000 | PA      | $544291.90    | 0.46%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                 | Netflix Inc                                                                                                              | CUSIP: 64110LAL0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187331.00    | 0.16%             | 2025-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                | Centene Corp                                                                                                             | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    420000 | PA      | $354501.00    | 0.30%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                 | Chemours Co/The                                                                                                          | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50789.20     | 0.04%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                               | DISH DBS Corp                                                                                                            | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $106125.00    | 0.09%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                      | Match Group Holdings II LLC                                                                                              | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115000.00    | 0.10%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd                       | Mineral Resources Ltd                                                                                                    | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    285000 | PA      | $286976.11    | 0.24%             | 2027-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER                     | ModivCare Escrow Issuer Inc                                                                                              | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $63247.50     | 0.05%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                     | Park River Holdings Inc                                                                                                  | CUSIP: 70082LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $166476.29    | 0.14%             | 2029-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                    | OHA Credit Funding 2 LTD                                                                                                 | CUSIP: 67707FAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $228775.56    | 0.19%             | 2034-04-21      | Floating      | 10.64%                | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                    | Agile Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $97162.80     | 0.08%             | 2025-10-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                    | SeaWorld Parks & Entertainment Inc                                                                                       | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104483.86    | 0.09%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                       | Bath & Body Works Inc                                                                                                    | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87890.00     | 0.07%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                        | Cleveland-Cliffs Inc                                                                                                     | CUSIP: 185899AG6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265662.50    | 0.23%             | 2026-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                    | Scientific Games International Inc                                                                                       | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    575000 | PA      | $548498.25    | 0.47%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                    | EQT Corp                                                                                                                 | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29838.80     | 0.03%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                      | United States Treasury Note/Bond                                                                                         | CUSIP: 91282CBU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1390000 | PA      | $1375764.68   | 1.17%             | 2023-03-31      | Fixed         | 0.12%                 | 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        |    165000 | PA      | $113647.05    | 0.10%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                     | Darling Ingredients Inc                                                                                                  | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39100.00     | 0.03%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                     | Asbury Automotive Group Inc                                                                                              | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     83000 | PA      | $69417.18     | 0.06%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                     | Zhenro Properties Group Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $20028.00     | 0.02%             | 2026-01-07      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                    | EQT Corp                                                                                                                 | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39805.58     | 0.03%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| HOLLY NRG PRTNR/FIN CORP                    | Holly Energy Partners LP / Holly Energy Finance Corp                                                                     | CUSIP: 435765AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147373.79    | 0.13%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                      | Patrick Industries Inc                                                                                                   | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    125000 | PA      | $103750.00    | 0.09%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                       | Uber Technologies Inc                                                                                                    | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1048596.63   | 0.89%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                           | Iron Mountain Inc                                                                                                        | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    115000 | PA      | $105754.00    | 0.09%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                               | TransDigm Inc                                                                                                            | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37562.00     | 0.03%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZILLOW GROUP INC                            | Zillow Group Inc                                                                                                         | CUSIP: 98954MAG6<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30225.00     | 0.03%             | 2026-09-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd                              | VOC Escrow Ltd                                                                                                           | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    110000 | PA      | $94611.00     | 0.08%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                    | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                      | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $15848.76     | 0.01%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                            | Boyd Gaming Corp                                                                                                         | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    165000 | PA      | $143550.00    | 0.12%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                    | Performance Food Group Inc                                                                                               | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    230000 | PA      | $216927.95    | 0.18%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                    | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                   | CUSIP: 04364VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $208554.19    | 0.18%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                    | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $237731.42    | 0.20%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                      | Comstock Resources Inc                                                                                                   | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94762.50     | 0.08%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                      | Acrisure LLC / Acrisure Finance Inc                                                                                      | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $196135.20    | 0.17%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                    | CHS/Community Health Systems Inc                                                                                         | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    710000 | PA      | $535366.38    | 0.46%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                    | Occidental Petroleum Corp                                                                                                | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44160.00     | 0.04%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                    | Vistra Operations Co LLC                                                                                                 | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    460000 | PA      | $441167.88    | 0.38%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                              | Bombardier Inc                                                                                                           | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $92472.00     | 0.08%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                        | OneMain Finance Corp                                                                                                     | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    205000 | PA      | $169733.85    | 0.14%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                       | Level 3 Financing Inc                                                                                                    | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     95000 | PA      | $74831.50     | 0.06%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd                 | Mcdermott International Ltd                                                                                              | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |     10149 | NS      | $3247.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                        | Targa Resources Corp                                                                                                     | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    295000 | PA      | $289138.91    | 0.25%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                           | Battalion Clo XVI Ltd                                                                                                    | CUSIP: 07133NAD6<br>LEI: 549300QOOT46OWR6Z544 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $216512.25    | 0.18%             | 2032-12-19      | Floating      | 10.84%                | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDING INC                        | Presidio Holdings Inc                                                                                                    | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $101978.80    | 0.09%             | 2028-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                        | OneMain Finance Corp                                                                                                     | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $570528.00    | 0.49%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                | Broadcom Inc                                                                                                             | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    345000 | PA      | $304062.53    | 0.26%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                      | Match Group Holdings II LLC                                                                                              | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34508.88     | 0.03%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VICTORS MERGER CORP                         | Victors Merger Corp                                                                                                      | CUSIP: 92641PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $90750.00     | 0.08%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                    | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                       | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |     45000 | PA      | $37801.32     | 0.03%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                      | Brundage-Bone Concrete Pumping Holdings Inc                                                                              | CUSIP: 66981QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $200562.11    | 0.17%             | 2026-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                    | Occidental Petroleum Corp                                                                                                | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69737.50     | 0.06%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy Inc                                                                                                           | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    315000 | PA      | $239462.23    | 0.20%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                      | VICI Properties LP / VICI Note Co Inc                                                                                    | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    125000 | PA      | $119843.75    | 0.10%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                    | Occidental Petroleum Corp                                                                                                | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    470000 | PA      | $483625.30    | 0.41%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                    | Live Nation Entertainment Inc                                                                                            | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    370000 | PA      | $329420.25    | 0.28%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                    | Weatherford International Ltd                                                                                            | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    180000 | PA      | $172855.48    | 0.15%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL                     | Dana Financing Luxembourg Sarl                                                                                           | CUSIP: 235822AB9<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |     75000 | PA      | $73384.26     | 0.06%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                     | Alcoa Nederland Holding BV                                                                                               | CUSIP: 013822AE1<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $192732.15    | 0.16%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                    | Kaisa Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $54252.00     | 0.05%             | 2025-11-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                         | Coinbase Global Inc                                                                                                      | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    130000 | PA      | $68718.00     | 0.06%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd                 | Mcdermott International Ltd                                                                                              | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | N/A              | DE               |  | BM        |     22577 | NS      | $22.13        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                        | YPF SA                                                                                                                   | CUSIP: 984245AQ3<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    205000 | PA      | $145226.10    | 0.12%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CINC BELL TEL                               | Cincinnati Bell Telephone Co LLC                                                                                         | CUSIP: 171875AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $113413.30    | 0.10%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                             | Cemex SAB de CV                                                                                                          | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    285000 | PA      | $265872.78    | 0.23%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BEAUTY HEALTH CO/THE                        | Beauty Health Co/The                                                                                                     | CUSIP: 88331LAA6<br>LEI: 5493001Z2JZQT4C63C50 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22680.00     | 0.02%             | 2026-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                    | Papa John's International Inc                                                                                            | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |     90000 | PA      | $75150.00     | 0.06%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                          | CP Atlas Buyer Inc                                                                                                       | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37133.23     | 0.03%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                     | Global Aircraft Leasing Co Ltd                                                                                           | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    155437 | PA      | $132121.45    | 0.11%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                | Novelis Corp                                                                                                             | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    525000 | PA      | $465446.63    | 0.40%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                    | Western Midstream Operating LP                                                                                           | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    120000 | PA      | $98856.00     | 0.08%             | 2050-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                | SM Energy Co                                                                                                             | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105598.96    | 0.09%             | 2025-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                 | Netflix Inc                                                                                                              | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19400.00     | 0.02%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                    | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1034628.00   | 0.88%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP HOLDG                    | Cloud Software Group Holdings Inc                                                                                        | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $71593.90     | 0.06%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                    | Ferrellgas LP / Ferrellgas Finance Corp                                                                                  | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $104609.41    | 0.09%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd                 | Mcdermott International Ltd                                                                                              | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | N/A              | DE               |  | BM        |     20319 | NS      | $72.74        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                    | Diamond Sports Group LLC / Diamond Sports Finance Co                                                                     | CUSIP: 25277LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $1050.00      | 0.00%             | 2027-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                      | Credit Suisse Group AG                                                                                                   | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    475000 | PA      | $445953.35    | 0.38%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                                                                 | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    170000 | PA      | $153431.80    | 0.13%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                    | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                      | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $225820.80    | 0.19%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                      | VICI Properties LP / VICI Note Co Inc                                                                                    | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              |  | US        |    205000 | PA      | $188113.54    | 0.16%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                 | Oracle Corp                                                                                                              | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    280000 | PA      | $265652.19    | 0.23%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                    | EQM Midstream Partners LP                                                                                                | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    440000 | PA      | $430874.40    | 0.37%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                       | Encompass Health Corp                                                                                                    | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    260000 | PA      | $228316.93    | 0.19%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                        | Chart Industries Inc                                                                                                     | CUSIP: 000000000<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135714.15    | 0.12%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                    | DSLA Mortgage Loan Trust 2005-AR5                                                                                        | CUSIP: 23332UFF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105110 | PA      | $65709.84     | 0.06%             | 2045-09-19      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV                      | UPC Broadband Finco BV                                                                                                   | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    310000 | PA      | $257856.45    | 0.22%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                    | Hilton Domestic Operating Co Inc                                                                                         | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    595000 | PA      | $588934.30    | 0.50%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-23

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer