# EDGAR Filing Document

**Accession Number:** 0000917469
**File Stem:** 0001752724-23-046218
**Filing Date:** 2023-2
**Character Count:** 312627
**Document Hash:** 12187da1995185d331e1642bfc8a3ed2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046218.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046218

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LOOMIS SAYLES FUNDS I
- **CENTRAL INDEX KEY:** 0000917469
- **IRS NUMBER:** 043219179
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08282
- **FILM NUMBER:** 23682092

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**PORTFOLIO OF INVESTMENTS – as of December 31, 2022 (Unaudited)** 

**Loomis Sayles High Income Opportunities Fund** 

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** | **Description** | **Value (†)** |
| **Bonds and Notes – 91.9% of Net Assets** | **Bonds and Notes – 91.9% of Net Assets** |  |
| **Non-Convertible Bonds – 86.9%** | **Non-Convertible Bonds – 86.9%** |  |
|  | **ABS Car Loan – 0.5%** | **ABS Car Loan – 0.5%** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297000 | Hertz Vehicle Financing III LLC, Series 2022-1A,<br> 4.850%, 6/25/2026, 144A | $261257 |
| 325000 | Hertz Vehicle Financing III LLC, Series 2022-3A,<br> 6.310%, 3/25/2025, 144A | 309871 |
| 290000 | Hertz Vehicle Financing LLC, Class D, Series 2022-4A,<br> 6.560%, 9/25/2026, 144A | 267310 |
| 150000 | Prestige Auto Receivables Trust, Series 2019-1A, Class E,<br> 3.900%, 5/15/2026, 144A | 147246 |
|  |  | 985684 |
|  | **ABS Home Equity – 0.3%** | **ABS Home Equity – 0.3%** |
| 90153 | DSLA Mortgage Loan Trust, Series 2005-AR5, Class 2A1A,<br> 1-month LIBOR + 0.660%, 4.999%, 9/19/2045(a) | 56360 |
| 489391 | PRPM LLC, Series 2022-5, Class A1,<br> 6.900%, 9/27/2027, 144A(b) | 485685 |
|  |  | 542045 |
|  | **ABS Other – 0.1%** | **ABS Other – 0.1%** |
| 156484 | S-Jets Ltd., Series 2017-1, Class A,<br> 3.967%, 8/15/2042, 144A | 121277 |
|  | **Aerospace & Defense – 1.8%** | **Aerospace & Defense – 1.8%** |
| 310000 | Bombardier, Inc.,<br> 6.000%, 2/15/2028, 144A | 286663 |
| 1335000 | Bombardier, Inc.,<br> 7.125%, 6/15/2026, 144A | 1295236 |
| 70000 | Moog, Inc.,<br> 4.250%, 12/15/2027, 144A | 64750 |
| 925000 | Spirit AeroSystems, Inc.,<br> 4.600%, 6/15/2028 | 746848 |
| 10000 | TransDigm, Inc.,<br> 5.500%, 11/15/2027 | 9390 |
| 445000 | TransDigm, Inc.,<br> 6.250%, 3/15/2026, 144A | 438855 |
| 600000 | TransDigm, Inc.,<br> 8.000%, 12/15/2025, 144A | 608874 |
|  |  | 3450616 |
|  | **Airlines – 1.2%** | **Airlines – 1.2%** |
| 295000 | Allegiant Travel Co.,<br> 7.250%, 8/15/2027, 144A | 280593 |
| 2235000 | American Airlines, Inc./AAdvantage Loyalty IP Ltd.,<br> 5.750%, 4/20/2029, 144A | 2042691 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2323284 |
|  | **Automotive – 2.7%** | **Automotive – 2.7%** |
| 45000 | Allison Transmission, Inc.,<br> 4.750%, 10/01/2027, 144A | 41730 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal**<br> **Amount** | **Description** | **Value (†)** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |  |
|  | **Automotive – continued** | **Automotive – continued** | **Automotive – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170000 | Ford Motor Co.,<br> 3.250%, 2/12/2032 | $| 877432 |
| 1645000 | Ford Motor Credit Co. LLC,<br> 2.300%, 2/10/2025 |  | 1501688 |
| 200000 | Ford Motor Credit Co. LLC,<br> 4.542%, 8/01/2026 |  | 184281 |
| 400000 | Ford Motor Credit Co. LLC, GMTN,<br> 4.389%, 1/08/2026 |  | 372584 |
| 90000 | General Motors Co.,<br> 6.125%, 10/01/2025 |  | 91594 |
| 180000 | General Motors Co.,<br> 6.250%, 10/02/2043 |  | 166415 |
| 810000 | General Motors Financial Co., Inc., Series A, (fixed rate to 9/30/2027, variable rate thereafter),<br> 5.750%(c) |  | 681936 |
| 485000 | General Motors Financial Co., Inc., Series B, (fixed rate to 9/30/2028, variable rate thereafter),<br> 6.500%(c) |  | 422207 |
| 320000 | Goodyear Tire & Rubber Co. (The),<br> 7.000%, 3/15/2028 |  | 318499 |
| 200000 | Jaguar Land Rover Automotive PLC,<br> 5.500%, 7/15/2029, 144A |  | 141641 |
| 220000 | Jaguar Land Rover Automotive PLC,<br> 5.875%, 1/15/2028, 144A |  | 167299 |
| 140000 | Real Hero Merger Sub 2, Inc.,<br> 6.250%, 2/01/2029, 144A |  | 95970 |
| 190000 | Wheel Pros, Inc.,<br> 6.500%, 5/15/2029, 144A |  | 71256 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5134532 |
|  | **Banking – 2.8%** | **Banking – 2.8%** | **Banking – 2.8%** |
| 200000 | Banco Santander S.A,<br> 5.147%, 8/18/2025 |  | 197786 |
| 595000 | Bank of America Corp., (fixed rate to 3/05/2023, variable rate thereafter),<br> 3.550%, 3/05/2024 |  | 592760 |
| 255000 | Credit Suisse Group AG, (fixed rate to 11/15/2032, variable rate thereafter),<br> 9.016%, 11/15/2033, 144A |  | 261086 |
| 250000 | Credit Suisse Group AG, (fixed rate to 6/05/2025, variable rate thereafter),<br> 2.193%, 6/05/2026, 144A |  | 213523 |
| 785000 | Credit Suisse Group AG, (fixed rate to 7/15/2025, variable rate thereafter),<br> 6.373%, 7/15/2026, 144A |  | 736997 |
| 500000 | Credit Suisse Group AG, (fixed rate to 8/12/2032, variable rate thereafter),<br> 6.537%, 8/12/2033, 144A |  | 439240 |
| 410000 | Deutsche Bank AG, (fixed rate to 10/07/2031, variable rate thereafter),<br> 3.742%, 1/07/2033 |  | 291172 |
| 200000 | Deutsche Bank AG, (fixed rate to 10/14/2030, variable rate thereafter),<br> 3.729%, 1/14/2032 |  | 146643 |
| 1235000 | Deutsche Bank AG, (fixed rate to 12/01/2027, variable rate thereafter),<br> 4.875%, 12/01/2032 |  | 1032236 |
| 650000 | Intesa Sanpaolo SpA,<br> 5.710%, 1/15/2026, 144A |  | 624650 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal**<br> **Amount** | **Description** | **Value (†)** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |  |
|  | **Banking – continued** | **Banking – continued** | **Banking – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960000 | UniCredit SpA, (fixed rate to 6/30/2030, variable rate thereafter),<br> 5.459%, 6/30/2035, 144A | $| 779950 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5316043 |
|  | **Brokerage – 0.2%** | **Brokerage – 0.2%** | **Brokerage – 0.2%** |
| 180000 | Coinbase Global, Inc.,<br> 3.375%, 10/01/2028, 144A |  | 95148 |
| 140000 | Coinbase Global, Inc.,<br> 3.625%, 10/01/2031, 144A |  | 67425 |
| 290000 | Jefferies Finance LLC/JFIN Co-Issuer Corp.,<br> 5.000%, 8/15/2028, 144A |  | 236562 |
|  |  |  | 399135 |
|  | **Building Materials – 2.6%** | **Building Materials – 2.6%** | **Building Materials – 2.6%** |
| 300000 | Advanced Drainage Systems, Inc.,<br> 6.375%, 6/15/2030, 144A |  | 291498 |
| 265000 | Builders FirstSource, Inc.,<br> 4.250%, 2/01/2032, 144A |  | 214843 |
| 315000 | Builders FirstSource, Inc.,<br> 5.000%, 3/01/2030, 144A |  | 279115 |
| 1950000 | Cemex SAB de CV,<br> 3.875%, 7/11/2031, 144A |  | 1645868 |
| 320000 | Cemex SAB de CV, (fixed rate to 6/08/2026, variable rate thereafter),<br> 5.125%, 144A(c) |  | 295683 |
| 265000 | Cornerstone Building Brands, Inc.,<br> 6.125%, 1/15/2029, 144A |  | 186624 |
| 150000 | CP Atlas Buyer, Inc.,<br> 7.000%, 12/01/2028, 144A |  | 111400 |
| 485000 | Foundation Building Materials, Inc.,<br> 6.000%, 3/01/2029, 144A |  | 363121 |
| 195000 | JELD-WEN, Inc.,<br> 4.625%, 12/15/2025, 144A |  | 163273 |
| 395000 | LBM Acquisition LLC,<br> 6.250%, 1/15/2029, 144A |  | 251359 |
| 255000 | MIWD Holdco II LLC/MIWD Finance Corp.,<br> 5.500%, 2/01/2030, 144A |  | 203018 |
| 410000 | Park River Holdings, Inc.,<br> 5.625%, 2/01/2029, 144A |  | 273021 |
| 275000 | Patrick Industries, Inc.,<br> 4.750%, 5/01/2029, 144A |  | 228250 |
| 225000 | Standard Industries, Inc.,<br> 4.375%, 7/15/2030, 144A |  | 183358 |
| 100000 | Summit Materials LLC/Summit Materials Finance Corp.,<br> 5.250%, 1/15/2029, 144A |  | 93103 |
| 355000 | Victors Merger Corp.,<br> 6.375%, 5/15/2029, 144A |  | 195250 |
|  |  |  | 4978784 |
|  | **Cable Satellite – 8.1%** | **Cable Satellite – 8.1%** | **Cable Satellite – 8.1%** |
| 665000 | Altice Financing S.A.,<br> 5.000%, 1/15/2028, 144A |  | 535325 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **Cable Satellite – continued** | **Cable Satellite – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | Block Communications, Inc.,<br> 4.875%, 3/01/2028, 144A | $82888 |
| 435000 | CCO Holdings LLC/CCO Holdings Capital Corp.,<br> 4.250%, 2/01/2031, 144A | 349253 |
| 2370000 | CCO Holdings LLC/CCO Holdings Capital Corp.,<br> 4.750%, 3/01/2030, 144A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2043924 |
| 1190000 | CCO Holdings LLC/CCO Holdings Capital Corp.,<br> 5.000%, 2/01/2028, 144A | 1080508 |
| 1050000 | CCO Holdings LLC/CCO Holdings Capital Corp.,<br> 5.125%, 5/01/2027, 144A | 978673 |
| 95000 | CCO Holdings LLC/CCO Holdings Capital Corp.,<br> 5.500%, 5/01/2026, 144A | 91970 |
| 55000 | Charter Communications Operating LLC/Charter Communications Operating Capital,<br> 4.908%, 7/23/2025 | 53906 |
| 200000 | CSC Holdings LLC,<br> 3.375%, 2/15/2031, 144A | 130427 |
| 5490000 | CSC Holdings LLC,<br> 4.625%, 12/01/2030, 144A | 3033961 |
| 585000 | CSC Holdings LLC,<br> 5.000%, 11/15/2031, 144A | 326839 |
| 400000 | CSC Holdings LLC,<br> 5.750%, 1/15/2030, 144A | 225596 |
| 280000 | CSC Holdings LLC,<br> 6.500%, 2/01/2029, 144A | 228900 |
| 1250000 | DIRECTV Financing LLC/DIRECTV Financing Co-Obligor, Inc.,<br> 5.875%, 8/15/2027, 144A | 1118325 |
| 2040000 | DISH DBS Corp.,<br> 5.125%, 6/01/2029 | 1316024 |
| 185000 | DISH DBS Corp.,<br> 5.250%, 12/01/2026, 144A | 155832 |
| 150000 | DISH DBS Corp.,<br> 5.750%, 12/01/2028, 144A | 119719 |
| 175000 | DISH DBS Corp.,<br> 7.375%, 7/01/2028 | 123812 |
| 1355000 | DISH DBS Corp.,<br> 7.750%, 7/01/2026 | 1092658 |
| 529903 | Ligado Networks LLC,<br> 15.500% PIK, 11/01/2023, 144A(d) | 170152 |
| 209057 | Ligado Networks LLC,<br> 17.500% PIK, 5/01/2024, 144A(d) | 19917 |
| 480000 | Radiate Holdco LLC/Radiate Finance, Inc.,<br> 6.500%, 9/15/2028, 144A | 201127 |
| 600000 | Telenet Finance Luxembourg Notes S.a.r.l.,<br> 5.500%, 3/01/2028, 144A | 540084 |
| 275000 | Telesat Canada/Telesat LLC,<br> 5.625%, 12/06/2026, 144A | 126506 |
| 690000 | UPC Broadband Finco B.V.,<br> 4.875%, 7/15/2031, 144A | 573939 |
| 260000 | ViaSat, Inc.,<br> 6.500%, 7/15/2028, 144A | 195058 |
| 235000 | Virgin Media Secured Finance PLC,<br> 5.500%, 5/15/2029, 144A | 210508 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal**<br> **Amount** | **Description** | **Value (†)** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |  |
|  | **Cable Satellite – continued** | **Cable Satellite – continued** | **Cable Satellite – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305000 | Ziggo Bond Co. BV,<br> 6.000%, 1/15/2027, 144A | $| 283778 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;15409609 |
|  | **Chemicals – 0.8%** | **Chemicals – 0.8%** | **Chemicals – 0.8%** |
| 330000 | ASP Unifrax Holdings, Inc.,<br> 5.250%, 9/30/2028, 144A |  | 265540 |
| 175000 | Chemours Co. (The),<br> 5.375%, 5/15/2027 |  | 161602 |
| 150000 | Consolidated Energy Finance S.A.,<br> 5.625%, 10/15/2028, 144A |  | 127451 |
| 805000 | Hercules LLC,<br> 6.500%, 6/30/2029 |  | 765040 |
| 200000 | INEOS Quattro Finance 2 PLC,<br> 3.375%, 1/15/2026, 144A |  | 183750 |
|  |  |  | 1503383 |
|  | **Consumer Cyclical Services – 3.0%** | **Consumer Cyclical Services – 3.0%** | **Consumer Cyclical Services – 3.0%** |
| 1120000 | ADT Security Corp. (The),<br> 4.125%, 8/01/2029, 144A |  | 952511 |
| 260000 | ANGI Group LLC,<br> 3.875%, 8/15/2028, 144A |  | 192942 |
| 110000 | Arches Buyer, Inc.,<br> 6.125%, 12/01/2028, 144A |  | 88275 |
| 70000 | Match Group Holdings II LLC,<br> 3.625%, 10/01/2031, 144A |  | 53680 |
| 210000 | Match Group Holdings II LLC,<br> 5.000%, 12/15/2027, 144A |  | 193200 |
| 90000 | Realogy Group LLC/Realogy Co-Issuer Corp.,<br> 5.250%, 4/15/2030, 144A |  | 65656 |
| 545000 | Realogy Group LLC/Realogy Co-Issuer Corp.,<br> 5.750%, 1/15/2029, 144A |  | 412233 |
| 420000 | Uber Technologies, Inc.,<br> 4.500%, 8/15/2029, 144A |  | 365927 |
| 355000 | Uber Technologies, Inc.,<br> 6.250%, 1/15/2028, 144A |  | 340800 |
| 1080000 | Uber Technologies, Inc.,<br> 7.500%, 9/15/2027, 144A |  | 1080756 |
| 1845000 | Uber Technologies, Inc.,<br> 8.000%, 11/01/2026, 144A |  | 1851350 |
|  |  |  | 5597330 |
|  | **Consumer Products – 0.7%** | **Consumer Products – 0.7%** | **Consumer Products – 0.7%** |
| 240000 | Coty, Inc.,<br> 5.000%, 4/15/2026, 144A |  | 227585 |
| 50000 | Coty, Inc.,<br> 6.500%, 4/15/2026, 144A |  | 48000 |
| 540000 | Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International U.S. LLC,<br> 4.750%, 1/15/2029, 144A |  | 488700 |
| 435000 | Energizer Holdings, Inc.,<br> 4.375%, 3/31/2029, 144A |  | 368903 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal**<br> **Amount** | **Description** | **Value (†)** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |  |
|  | **Consumer Products – continued** | **Consumer Products – continued** | **Consumer Products – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | Prestige Brands, Inc.,<br> 3.750%, 4/01/2031, 144A | $| 115454 |
|  |  |  | 1248642 |
|  | **Diversified Manufacturing – 0.3%** | **Diversified Manufacturing – 0.3%** | **Diversified Manufacturing – 0.3%** |
| 215000 | Chart Industries, Inc.,<br> 7.500%, 1/01/2030, 144A |  | 216137 |
| 285000 | Madison IAQ LLC,<br> 5.875%, 6/30/2029, 144A |  | 195339 |
| 265000 | Resideo Funding, Inc.,<br> 4.000%, 9/01/2029, 144A |  | 214266 |
|  |  |  | 625742 |
|  | **Electric – 1.4%** | **Electric – 1.4%** | **Electric – 1.4%** |
| 1365000 | Calpine Corp.,<br> 5.125%, 3/15/2028, 144A |  | 1217980 |
| 190000 | NRG Energy, Inc.,<br> 3.875%, 2/15/2032, 144A |  | 142699 |
| 105000 | NRG Energy, Inc.,<br> 5.250%, 6/15/2029, 144A |  | 92688 |
| 135000 | NRG Energy, Inc.,<br> 5.750%, 1/15/2028 |  | 126720 |
| 320000 | PG&E Corp.,<br> 5.000%, 7/01/2028 |  | 292110 |
| 70000 | PG&E Corp.,<br> 5.250%, 7/01/2030 |  | 63700 |
| 750000 | Vistra Operations Co. LLC,<br> 3.550%, 7/15/2024, 144A |  | 719295 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655192 |
|  | **Environmental – 0.2%** | **Environmental – 0.2%** | **Environmental – 0.2%** |
| 530000 | GFL Environmental, Inc.,<br> 4.000%, 8/01/2028, 144A |  | 453150 |
|  | **Finance Companies – 3.9%** | **Finance Companies – 3.9%** | **Finance Companies – 3.9%** |
| 155000 | Aircastle Ltd., Series A (fixed rate to 6/15/2026, variable rate thereafter),<br> 5.250%, 144A(c) |  | 119350 |
| 800000 | Cobra AcquisitionCo LLC,<br> 6.375%, 11/01/2029, 144A |  | 472000 |
| 490000 | Freedom Mortgage Corp.,<br> 7.625%, 5/01/2026, 144A |  | 408721 |
| 331600 | Global Aircraft Leasing Co. Ltd.,<br> 7.250% PIK or 6.500% Cash, 9/15/2024, 144A(e) |  | 281860 |
| 255000 | LFS Topco LLC,<br> 5.875%, 10/15/2026, 144A |  | 205467 |
| 1015000 | Navient Corp.,<br> 4.875%, 3/15/2028 |  | 834753 |
| 620000 | Navient Corp.,<br> 5.000%, 3/15/2027 |  | 542756 |
| 300000 | OneMain Finance Corp.,<br> 3.500%, 1/15/2027 |  | 248391 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal**<br> **Amount** | **Description** | **Value (†)** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |  |
|  | **Finance Companies – continued** | **Finance Companies – continued** | **Finance Companies – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990000 | OneMain Finance Corp.,<br> 7.125%, 3/15/2026 | $| 941371 |
| 410000 | Provident Funding Associates LP/PFG Finance Corp.,<br> 6.375%, 6/15/2025, 144A |  | 356700 |
| 910000 | Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc.,<br> 2.875%, 10/15/2026, 144A |  | 780018 |
| 360000 | Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc.,<br> 3.625%, 3/01/2029, 144A |  | 285278 |
| 925000 | Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc.,<br> 3.875%, 3/01/2031, 144A |  | 706030 |
| 1645000 | Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc.,<br> 4.000%, 10/15/2033, 144A |  | 1228585 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7411280 |
|  | **Financial Other – 1.8%** | **Financial Other – 1.8%** | **Financial Other – 1.8%** |
| 400000 | Agile Group Holdings Ltd.,<br> 6.050%, 10/13/2025 |  | 185072 |
| 200000 | Central China Real Estate Ltd.,<br> 7.250%, 8/13/2024 |  | 55962 |
| 205000 | Central China Real Estate Ltd.,<br> 7.650%, 8/27/2023 |  | 73312 |
| 400000 | CFLD Cayman Investment Ltd.,<br> 6.900%, 1/13/2023(f)(g) |  | 45456 |
| 200000 | CFLD Cayman Investment Ltd.,<br> 8.600%, 4/08/2024(f)(g) |  | 22928 |
| 205000 | CFLD Cayman Investment Ltd.,<br> 8.750%, 9/28/2022(f)(g) |  | 24374 |
| 405000 | China Aoyuan Group Ltd.,<br> 6.200%, 3/24/2026(f) |  | 33117 |
| 200000 | China Evergrande Group,<br> 8.750%, 6/28/2025(f) |  | 14442 |
| 200000 | China Evergrande Group,<br> 9.500%, 4/11/2022(f) |  | 14294 |
| 416428 | Easy Tactic Ltd.,<br> 7.500% PIK or 6.500% Cash, 7/11/2027(e) |  | 86392 |
| 200000 | Fantasia Holdings Group Co. Ltd.,<br> 11.875%, 6/01/2023(f) |  | 14500 |
| 1435000 | Icahn Enterprises LP/Icahn Enterprises Finance Corp.,<br> 5.250%, 5/15/2027 |  | 1313886 |
| 400000 | Kaisa Group Holdings Ltd.,<br> 9.375%, 6/30/2024(f) |  | 54444 |
| 400000 | Kaisa Group Holdings Ltd.,<br> 11.250%, 4/16/2025(f) |  | 54152 |
| 400000 | Kaisa Group Holdings Ltd.,<br> 11.650%, 6/01/2026(f) |  | 54084 |
| 610000 | Kaisa Group Holdings Ltd.,<br> 11.700%, 11/11/2025(f) |  | 82734 |
| 210000 | KWG Group Holdings Ltd.,<br> 6.300%, 2/13/2026 |  | 81955 |
| 685000 | Nationstar Mortgage Holdings, Inc.,<br> 6.000%, 1/15/2027, 144A |  | 613075 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal**<br> **Amount** | **Description** | **Value (†)** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |  |
|  | **Financial Other – continued** | **Financial Other – continued** | **Financial Other – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | Shimao Group Holdings Ltd.,<br> 3.450%, 1/11/2031(f) | $| 36695 |
| 200000 | Shimao Group Holdings Ltd.,<br> 4.750%, 7/03/2022(f) |  | 37058 |
| 200000 | Shimao Group Holdings Ltd.,<br> 6.125%, 2/21/2024(f) |  | 37336 |
| 605000 | Sunac China Holdings Ltd.,<br> 6.500%, 1/26/2026(f) |  | 128871 |
| 200000 | Sunac China Holdings Ltd.,<br> 6.650%, 8/03/2024(f) |  | 42866 |
| 205000 | Times China Holdings Ltd.,<br> 5.750%, 1/14/2027 |  | 33315 |
| 630000 | Times China Holdings Ltd.,<br> 6.200%, 3/22/2026 |  | 102129 |
| 800000 | Yuzhou Group Holdings Co. Ltd.,<br> 6.350%, 1/13/2027(f) |  | 73888 |
| 200000 | Yuzhou Group Holdings Co. Ltd.,<br> 7.700%, 2/20/2025(f) |  | 18528 |
| 820000 | Zhenro Properties Group Ltd.,<br> 6.630%, 1/07/2026(f) |  | 41057 |
| 210000 | Zhenro Properties Group Ltd.,<br> 6.700%, 8/04/2026(f) |  | 10349 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3386271 |
|  | **Food & Beverage – 1.5%** | **Food & Beverage – 1.5%** | **Food & Beverage – 1.5%** |
| 80000 | Aramark Services, Inc.,<br> 5.000%, 2/01/2028, 144A |  | 74635 |
| 335000 | Central American Bottling Corp./CBC Bottling Holdco SL/Beliv Holdco SL,<br> 5.250%, 4/27/2029, 144A |  | 312294 |
| 65000 | Darling Ingredients, Inc.,<br> 6.000%, 6/15/2030, 144A |  | 63537 |
| 275000 | HLF Financing S.a.r.l. LLC/Herbalife International, Inc.,<br> 4.875%, 6/01/2029, 144A |  | 189412 |
| 310000 | MARB BondCo. PLC,<br> 3.950%, 1/29/2031, 144A |  | 237951 |
| 325000 | Performance Food Group, Inc.,<br> 4.250%, 8/01/2029, 144A |  | 281651 |
| 340000 | Performance Food Group, Inc.,<br> 5.500%, 10/15/2027, 144A |  | 320676 |
| 555000 | Post Holdings, Inc.,<br> 4.625%, 4/15/2030, 144A |  | 478821 |
| 15000 | Post Holdings, Inc.,<br> 5.750%, 3/01/2027, 144A |  | 14506 |
| 260000 | Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed,<br> 4.625%, 3/01/2029, 144A |  | 211654 |
| 325000 | TreeHouse Foods, Inc.,<br> 4.000%, 9/01/2028 |  | 276250 |
| 425000 | US Foods, Inc.,<br> 4.750%, 2/15/2029, 144A |  | 377366 |
|  |  |  | 2838753 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **Gaming – 3.7%** | **Gaming – 3.7%** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370000 | Boyd Gaming Corp.,<br> 4.750%, 12/01/2027 | $344611 |
| 350000 | Boyd Gaming Corp.,<br> 4.750%, 6/15/2031, 144A | 304500 |
| 610000 | Melco Resorts Finance Ltd.,<br> 5.375%, 12/04/2029, 144A | 487750 |
| 200000 | Melco Resorts Finance Ltd.,<br> 5.750%, 7/21/2028, 144A | 166544 |
| 205000 | Sands China Ltd.,<br> 3.350%, 3/08/2029 | 167475 |
| 1070000 | Sands China Ltd.,<br> 4.875%, 6/18/2030 | 940294 |
| 525000 | Sands China Ltd.,<br> 5.900%, 8/08/2028 | 491559 |
| 865000 | Scientific Games International, Inc.,<br> 7.000%, 5/15/2028, 144A | 825132 |
| 775000 | Scientific Games International, Inc.,<br> 7.250%, 11/15/2029, 144A | 744000 |
| 540000 | Studio City Finance Ltd.,<br> 6.500%, 1/15/2028, 144A | 419320 |
| 560000 | VICI Properties LP,<br> 4.375%, 5/15/2025 | 543104 |
| 170000 | VICI Properties LP/VICI Note Co., Inc.,<br> 4.250%, 12/01/2026, 144A | 158597 |
| 195000 | VICI Properties LP/VICI Note Co., Inc.,<br> 4.500%, 9/01/2026, 144A | 183510 |
| 165000 | VICI Properties LP/VICI Note Co., Inc.,<br> 4.625%, 6/15/2025, 144A | 158194 |
| 145000 | VICI Properties LP/VICI Note Co., Inc.,<br> 5.625%, 5/01/2024, 144A | 143588 |
| 290000 | Wynn Macau Ltd.,<br> 5.125%, 12/15/2029, 144A | 234636 |
| 415000 | Wynn Macau Ltd.,<br> 5.625%, 8/26/2028, 144A | 354447 |
| 420000 | Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.,<br> 5.125%, 10/01/2029, 144A | 359995 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7027256 |
|  | **Government Owned - No Guarantee – 0.5%** | **Government Owned - No Guarantee – 0.5%** |
| 205000 | EcoPetrol S.A.,<br> 4.625%, 11/02/2031 | 156587 |
| 365000 | Petroleos Mexicanos,<br> 5.950%, 1/28/2031 | 276250 |
| 285000 | Petroleos Mexicanos,<br> 6.625%, 6/15/2035 | 206741 |
| 465000 | YPF S.A.,<br> 6.950%, 7/21/2027, 144A | 329415 |
|  |  | 968993 |
|  | **Health Insurance – 0.4%** | **Health Insurance – 0.4%** |
| 675000 | Centene Corp.,<br> 2.450%, 7/15/2028 | 569734 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal**<br> **Amount** | **Description** | **Value (†)** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |  |
|  | **Health Insurance – continued** | **Health Insurance – continued** | **Health Insurance – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | Molina Healthcare, Inc.,<br> 3.875%, 5/15/2032, 144A | $| 95500 |
|  |  |  | 665234 |
|  | **Healthcare – 2.1%** | **Healthcare – 2.1%** | **Healthcare – 2.1%** |
| 220000 | AdaptHealth LLC,<br> 5.125%, 3/01/2030, 144A |  | 187284 |
| 255000 | AHP Health Partners, Inc.,<br> 5.750%, 7/15/2029, 144A |  | 199219 |
| 1360000 | CHS/Community Health Systems, Inc.,<br> 5.250%, 5/15/2030, 144A |  | 1025491 |
| 610000 | DaVita, Inc.,<br> 3.750%, 2/15/2031, 144A |  | 455273 |
| 340000 | Garden Spinco Corp.,<br> 8.625%, 7/20/2030, 144A |  | 360400 |
| 675000 | LifePoint Health, Inc.,<br> 5.375%, 1/15/2029, 144A |  | 381443 |
| 460000 | Medline Borrower LP,<br> 5.250%, 10/01/2029, 144A |  | 365364 |
| 130000 | ModivCare Escrow Issuer, Inc.,<br> 5.000%, 10/01/2029, 144A |  | 109629 |
| 185000 | RP Escrow Issuer LLC,<br> 5.250%, 12/15/2025, 144A |  | 141275 |
| 225000 | Tenet Healthcare Corp.,<br> 5.125%, 11/01/2027, 144A |  | 209304 |
| 215000 | Tenet Healthcare Corp.,<br> 6.125%, 10/01/2028, 144A |  | 192494 |
| 215000 | Tenet Healthcare Corp.,<br> 6.250%, 2/01/2027, 144A |  | 206510 |
| 190000 | U.S. Acute Care Solutions LLC,<br> 6.375%, 3/01/2026, 144A |  | 168610 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4002296 |
|  | **Home Construction – 0.1%** | **Home Construction – 0.1%** | **Home Construction – 0.1%** |
| 255000 | Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC,<br> 4.875%, 2/15/2030, 144A |  | 198817 |
| 200000 | Corporacion GEO SAB de CV,<br> 8.875%, 3/27/2022, 144A(f)(h) |  |  |
|  |  |  | 198817 |
|  | **Independent Energy – 6.9%** | **Independent Energy – 6.9%** | **Independent Energy – 6.9%** |
| 645000 | Ascent Resources Utica Holdings LLC/ARU Finance Corp.,<br> 7.000%, 11/01/2026, 144A |  | 625663 |
| 625000 | Baytex Energy Corp.,<br> 8.750%, 4/01/2027, 144A |  | 635919 |
| 210000 | California Resources Corp.,<br> 7.125%, 2/01/2026, 144A |  | 201818 |
| 315000 | Callon Petroleum Co.,<br> 8.000%, 8/01/2028, 144A |  | 300284 |
| 840000 | Chesapeake Energy Corp.,<br> 5.500%, 2/01/2026, 144A |  | 810579 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **Independent Energy – continued** | **Independent Energy – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275000 | Chesapeake Energy Corp.,<br> 6.750%, 4/15/2029, 144A | $267740 |
| 135000 | Chord Energy Corp.,<br> 6.375%, 6/01/2026, 144A | 131481 |
| 415000 | CNX Resources Corp.,<br> 7.250%, 3/14/2027, 144A | 411887 |
| 220000 | Colgate Energy Partners III LLC,<br> 5.875%, 7/01/2029, 144A | 188949 |
| 255000 | Comstock Resources, Inc.,<br> 6.750%, 3/01/2029, 144A | 230137 |
| 770000 | Continental Resources, Inc.,<br> 2.875%, 4/01/2032, 144A | 570330 |
| 255000 | Continental Resources, Inc.,<br> 5.750%, 1/15/2031, 144A | 237369 |
| 320000 | Crescent Energy Finance LLC,<br> 7.250%, 5/01/2026, 144A | 301549 |
| 100000 | Energean Israel Finance Ltd.,<br> 4.875%, 3/30/2026, 144A | 92290 |
| 200000 | Energean Israel Finance Ltd.,<br> 5.375%, 3/30/2028, 144A | 179000 |
| 510000 | EQT Corp.,<br> 3.900%, 10/01/2027 | 470814 |
| 60000 | EQT Corp.,<br> 5.678%, 10/01/2025 | 59708 |
| 40000 | EQT Corp.,<br> 5.700%, 4/01/2028 | 39785 |
| 300000 | EQT Corp.,<br> 6.125%, 2/01/2025 | 300705 |
| 200000 | Gulfport Energy Corp.,<br> 8.000%, 5/17/2026, 144A | 195000 |
| 505000 | Matador Resources Co.,<br> 5.875%, 9/15/2026 | 485537 |
| 115000 | MEG Energy Corp.,<br> 5.875%, 2/01/2029, 144A | 108448 |
| 300000 | Murphy Oil Corp.,<br> 6.125%, 12/01/2042 | 234000 |
| 690000 | Northern Oil & Gas, Inc.,<br> 8.125%, 3/01/2028, 144A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662534 |
| 95000 | Occidental Petroleum Corp.,<br> 5.550%, 3/15/2026 | 94644 |
| 395000 | Occidental Petroleum Corp.,<br> 6.125%, 1/01/2031 | 398630 |
| 905000 | Occidental Petroleum Corp.,<br> 6.600%, 3/15/2046 | 931236 |
| 330000 | Occidental Petroleum Corp.,<br> 6.625%, 9/01/2030 | 341015 |
| 110000 | Occidental Petroleum Corp.,<br> 7.500%, 5/01/2031 | 117532 |
| 50000 | Occidental Petroleum Corp.,<br> 7.875%, 9/15/2031 | 55200 |
| 110000 | Occidental Petroleum Corp.,<br> 8.500%, 7/15/2027 | 118449 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal**<br> **Amount** | **Description** | **Value (†)** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |  |
|  | **Independent Energy – continued** | **Independent Energy – continued** | **Independent Energy – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655000 | Occidental Petroleum Corp.,<br> 8.875%, 7/15/2030 | $| 739498 |
| 830000 | PDC Energy, Inc.,<br> 5.750%, 5/15/2026 |  | 792293 |
| 260000 | Permian Resources Operating LLC,<br> 6.875%, 4/01/2027, 144A |  | 244982 |
| 180000 | Range Resources Corp.,<br> 8.250%, 1/15/2029 |  | 185480 |
| 240000 | SM Energy Co.,<br> 5.625%, 6/01/2025 |  | 230398 |
| 230000 | SM Energy Co.,<br> 6.750%, 9/15/2026 |  | 223296 |
| 195000 | Southwestern Energy Co.,<br> 5.375%, 2/01/2029 |  | 180777 |
| 490000 | Strathcona Resources Ltd.,<br> 6.875%, 8/01/2026, 144A |  | 357634 |
| 265000 | Tap Rock Resources LLC,<br> 7.000%, 10/01/2026, 144A |  | 246476 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;12999066 |
|  | **Industrial Other – 0.2%** | **Industrial Other – 0.2%** | **Industrial Other – 0.2%** |
| 315000 | Brundage-Bone Concrete Pumping Holdings, Inc.,<br> 6.000%, 2/01/2026, 144A |  | 287168 |
| 150000 | Installed Building Products, Inc.,<br> 5.750%, 2/01/2028, 144A |  | 134872 |
|  |  |  | 422040 |
|  | **Leisure – 3.3%** | **Leisure – 3.3%** | **Leisure – 3.3%** |
| 1015000 | Carnival Corp.,<br> 5.750%, 3/01/2027, 144A |  | 724751 |
| 265000 | Cinemark USA, Inc.,<br> 5.250%, 7/15/2028, 144A |  | 196786 |
| 265000 | Live Nation Entertainment, Inc.,<br> 3.750%, 1/15/2028, 144A |  | 225801 |
| 535000 | Live Nation Entertainment, Inc.,<br> 4.750%, 10/15/2027, 144A |  | 476324 |
| 20000 | NCL Corp. Ltd.,<br> 5.875%, 3/15/2026 |  | 15709 |
| 1605000 | NCL Corp. Ltd.,<br> 5.875%, 3/15/2026, 144A |  | 1260679 |
| 165000 | NCL Finance Ltd.,<br> 6.125%, 3/15/2028, 144A |  | 121807 |
| 310000 | Royal Caribbean Cruises Ltd.,<br> 3.700%, 3/15/2028 |  | 227850 |
| 780000 | Royal Caribbean Cruises Ltd.,<br> 4.250%, 7/01/2026, 144A |  | 630511 |
| 1495000 | Royal Caribbean Cruises Ltd.,<br> 5.500%, 4/01/2028, 144A |  | 1193077 |
| 265000 | SeaWorld Parks & Entertainment, Inc.,<br> 5.250%, 8/15/2029, 144A |  | 230735 |
| 335000 | Speedway Motorsports LLC/Speedway Funding II, Inc.,<br> 4.875%, 11/01/2027, 144A |  | 297266 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal**<br> **Amount** | **Description** | **Value (†)** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |  |
|  | **Leisure – continued** | **Leisure – continued** | **Leisure – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | Viking Ocean Cruises Ship VII Ltd.,<br> 5.625%, 2/15/2029, 144A | $| 442750 |
| 295000 | VOC Escrow Ltd.,<br> 5.000%, 2/15/2028, 144A |  | 253730 |
|  |  |  | 6297776 |
|  | **Lodging – 1.7%** | **Lodging – 1.7%** | **Lodging – 1.7%** |
| 380000 | Hilton Grand Vacations Borrower Escrow LLC/Hilton Grand Vacations Borrower Escrow,<br> 4.875%, 7/01/2031, 144A |  | 310138 |
| 725000 | Hilton Grand Vacations Borrower Escrow LLC/Hilton Grand Vacations Borrower Escrow,<br> 5.000%, 6/01/2029, 144A |  | 623500 |
| 205000 | Marriott Ownership Resorts, Inc.,<br> 4.500%, 6/15/2029, 144A |  | 170073 |
| 720000 | Marriott Ownership Resorts, Inc.,<br> 4.750%, 1/15/2028 |  | 626963 |
| 1015000 | Travel & Leisure Co.,<br> 4.500%, 12/01/2029, 144A |  | 827053 |
| 345000 | Travel & Leisure Co.,<br> 4.625%, 3/01/2030, 144A |  | 286098 |
| 5000 | Travel & Leisure Co.,<br> 6.000%, 4/01/2027 |  | 4745 |
| 365000 | Travel & Leisure Co.,<br> 6.625%, 7/31/2026, 144A |  | 357066 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3205636 |
|  | **Media Entertainment – 2.1%** | **Media Entertainment – 2.1%** | **Media Entertainment – 2.1%** |
| 230000 | Clear Channel International BV,<br> 6.625%, 8/01/2025, 144A |  | 219467 |
| 200000 | CMG Media Corp.,<br> 8.875%, 12/15/2027, 144A |  | 150540 |
| 270000 | Deluxe Corp.,<br> 8.000%, 6/01/2029, 144A |  | 222075 |
| 555000 | Diamond Sports Group LLC/Diamond Sports Finance Co.,<br> 5.375%, 8/15/2026, 144A |  | 65213 |
| 310000 | Diamond Sports Group LLC/Diamond Sports Finance Co.,<br> 6.625%, 8/15/2027, 144A |  | 2325 |
| 840000 | iHeartCommunications, Inc.,<br> 4.750%, 1/15/2028, 144A |  | 684046 |
| 400000 | iHeartCommunications, Inc.,<br> 6.375%, 5/01/2026 |  | 368000 |
| 690000 | iHeartCommunications, Inc.,<br> 8.375%, 5/01/2027 |  | 586795 |
| 45000 | Netflix, Inc.,<br> 4.875%, 6/15/2030, 144A |  | 41967 |
| 95000 | Netflix, Inc.,<br> 5.375%, 11/15/2029, 144A |  | 92150 |
| 305000 | Netflix, Inc.,<br> 5.875%, 2/15/2025 |  | 308843 |
| 55000 | Netflix, Inc.,<br> 6.375%, 5/15/2029 |  | 56611 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal**<br> **Amount** | **Description** | **Value (†)** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |  |
|  | **Media Entertainment – continued** | **Media Entertainment – continued** | **Media Entertainment – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | Nexstar Media, Inc.,<br> 5.625%, 7/15/2027, 144A | $| 105496 |
| 150000 | Playtika Holding Corp.,<br> 4.250%, 3/15/2029, 144A |  | 117742 |
| 400000 | Sinclair Television Group, Inc.,<br> 5.125%, 2/15/2027, 144A |  | 326245 |
| 265000 | Stagwell Global LLC,<br> 5.625%, 8/15/2029, 144A |  | 218463 |
| 280000 | Warnermedia Holdings, Inc.,<br> 3.755%, 3/15/2027, 144A |  | 252711 |
| 145000 | Warnermedia Holdings, Inc.,<br> 4.279%, 3/15/2032, 144A |  | 119555 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3938244 |
|  | **Metals & Mining – 3.3%** | **Metals & Mining – 3.3%** | **Metals & Mining – 3.3%** |
| 405000 | Alcoa Nederland Holding BV,<br> 5.500%, 12/15/2027, 144A |  | 390283 |
| 270000 | ATI, Inc.,<br> 4.875%, 10/01/2029 |  | 238607 |
| 325000 | ATI, Inc.,<br> 5.875%, 12/01/2027 |  | 310793 |
| 305000 | Cia de Minas Buenaventura SAA,<br> 5.500%, 7/23/2026, 144A |  | 261559 |
| 565000 | Cleveland-Cliffs, Inc.,<br> 6.750%, 3/15/2026, 144A |  | 566412 |
| 350000 | Commercial Metals Co.,<br> 4.125%, 1/15/2030 |  | 309700 |
| 460000 | First Quantum Minerals Ltd.,<br> 6.500%, 3/01/2024, 144A |  | 450002 |
| 2605000 | First Quantum Minerals Ltd.,<br> 6.875%, 3/01/2026, 144A |  | 2466991 |
| 475000 | Mineral Resources Ltd.,<br> 8.125%, 5/01/2027, 144A |  | 478294 |
| 785000 | Novelis Corp.,<br> 4.750%, 1/30/2030, 144A |  | 695954 |
| 76000 | United States Steel Corp.,<br> 6.875%, 3/01/2029 |  | 73769 |
| 90000 | Volcan Cia Minera SAA,<br> 4.375%, 2/11/2026, 144A |  | 77539 |
|  |  |  | 6319903 |
|  | **Midstream – 4.7%** | **Midstream – 4.7%** | **Midstream – 4.7%** |
| 175000 | Antero Midstream Partners LP/Antero Midstream Finance Corp.,<br> 5.375%, 6/15/2029, 144A |  | 159992 |
| 285000 | Antero Midstream Partners LP/Antero Midstream Finance Corp.,<br> 7.875%, 5/15/2026, 144A |  | 288496 |
| 545000 | Blue Racer Midstream LLC/Blue Racer Finance Corp.,<br> 7.625%, 12/15/2025, 144A |  | 540942 |
| 360000 | Buckeye Partners LP,<br> 4.500%, 3/01/2028, 144A |  | 316438 |
| 185000 | Buckeye Partners LP,<br> 5.600%, 10/15/2044 |  | 135088 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **Midstream – continued** | **Midstream – continued** |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000 | Buckeye Partners LP,<br> 5.850%, 11/15/2043 | $96860 |
| 360000 | Cheniere Energy Partners LP,<br> 4.000%, 3/01/2031 | 306490 |
| 260000 | CQP Holdco LP/BIP-V Chinook Holdco LLC,<br> 5.500%, 6/15/2031, 144A | 227113 |
| 275000 | Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.,<br> 6.000%, 2/01/2029, 144A | 252315 |
| 50000 | DCP Midstream Operating LP,<br> 3.250%, 2/15/2032 | 41357 |
| 250000 | DCP Midstream Operating LP,<br> 5.375%, 7/15/2025 | 247675 |
| 540000 | DCP Midstream Operating LP,<br> 5.625%, 7/15/2027 | 536501 |
| 325000 | EnLink Midstream LLC,<br> 6.500%, 9/01/2030, 144A | 321653 |
| 15000 | EnLink Midstream Partners LP,<br> 5.050%, 4/01/2045 | 11367 |
| 320000 | EnLink Midstream Partners LP,<br> 5.600%, 4/01/2044 | 263925 |
| 100000 | EQM Midstream Partners LP,<br> 5.500%, 7/15/2028 | 89416 |
| 167000 | EQM Midstream Partners LP,<br> 6.000%, 7/01/2025, 144A | 161154 |
| 470000 | EQM Midstream Partners LP,<br> 6.500%, 7/01/2027, 144A | 449202 |
| 95000 | EQM Midstream Partners LP,<br> 6.500%, 7/15/2048 | 71210 |
| 575000 | EQM Midstream Partners LP,<br> 7.500%, 6/01/2027, 144A | 563074 |
| 135000 | EQM Midstream Partners LP,<br> 7.500%, 6/01/2030, 144A | 130075 |
| 275000 | Ferrellgas LP/Ferrellgas Finance Corp.,<br> 5.375%, 4/01/2026, 144A | 250153 |
| 490000 | Genesis Energy LP/Genesis Energy Finance Corp.,<br> 7.750%, 2/01/2028 | 451035 |
| 330000 | Hess Midstream Operations LP,<br> 4.250%, 2/15/2030, 144A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282124 |
| 245000 | Holly Energy Partners LP/Holly Energy Finance Corp.,<br> 6.375%, 4/15/2027, 144A | 240711 |
| 330000 | NuStar Logistics LP,<br> 5.750%, 10/01/2025 | 317240 |
| 265000 | Suburban Propane Partners LP/Suburban Energy Finance Corp.,<br> 5.000%, 6/01/2031, 144A | 225245 |
| 220000 | Sunoco LP/Sunoco Finance Corp.,<br> 4.500%, 5/15/2029 | 192434 |
| 495000 | Targa Resources Corp.,<br> 5.200%, 7/01/2027 | 485165 |
| 70000 | Targa Resources Partners LP/Targa Resources Partners Finance Corp.,<br> 4.875%, 2/01/2031 | 63207 |
| 50000 | Targa Resources Partners LP/Targa Resources Partners Finance Corp.,<br> 5.000%, 1/15/2028 | 47698 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **Midstream – continued** |  |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365000 | Targa Resources Partners LP/Targa Resources Partners Finance Corp.,<br> 5.500%, 3/01/2030 | $343436 |
| 80000 | Western Midstream Operating LP,<br> 4.500%, 3/01/2028 | 73400 |
| 275000 | Western Midstream Operating LP,<br> 4.750%, 8/15/2028 | 251155 |
| 270000 | Western Midstream Operating LP,<br> 5.300%, 3/01/2048 | 222001 |
| 190000 | Western Midstream Operating LP,<br> 5.500%, 2/01/2050 | 156522 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8811869 |
|  | **Non-Agency Commercial Mortgage-Backed Securities – 2.4%** |  |
| 96223 | CG-CCRE Commercial Mortgage Trust, Series 2014-FL2, Class COL1,<br> 1-month LIBOR + 3.500%, 7.818%, 11/15/2031, 144A(a) | 80577 |
| 336781 | CG-CCRE Commercial Mortgage Trust, Series 2014-FL2, Class COL2,<br> 1-month LIBOR + 4.500%, 8.818%, 11/15/2031, 144A(a) | 215472 |
| 590000 | Citigroup Commercial Mortgage Trust, Series 2014-GC21, Class D,<br> 4.941%, 5/10/2047, 144A(b) | 477900 |
| 405000 | Commercial Mortgage Trust, Series 2012-CR3, Class B,<br> 3.922%, 10/15/2045, 144A | 351619 |
| 795000 | Credit Suisse Mortgage Trust, Series 2014-USA, Class E,<br> 4.373%, 9/15/2037, 144A | 461946 |
| 110000 | GS Mortgage Securities Trust, Series 2011-GC5, Class C,<br> 5.154%, 8/10/2044, 144A(b) | 82775 |
| 935000 | GS Mortgage Securities Trust, Series 2011-GC5, Class D,<br> 5.154%, 8/10/2044, 144A(b) | 387186 |
| 100000 | GS Mortgage Securities Trust, Series 2013-GC13, Class C,<br> 4.078%, 7/10/2046, 144A(b) | 87808 |
| 170000 | GS Mortgage Securities Trust, Series 2014-GC22, Class D,<br> 4.686%, 6/10/2047, 144A(b) | 150296 |
| 465000 | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2011-C3, Class C,<br> 5.360%, 2/15/2046, 144A(b) | 433843 |
| 275000 | Morgan Stanley Capital I Trust, Series 2011-C2, Class E,<br> 5.211%, 6/15/2044, 144A(b) | 206061 |
| 295000 | MSBAM Commercial Mortgage Securities Trust, Series 2012-CKSV, Class C,<br> 4.282%, 10/15/2030, 144A(b) | 212548 |
| 106361 | Starwood Retail Property Trust, Series 2014-STAR, Class A,<br> 1-month LIBOR + 1.470%, 5.788%, 11/15/2027, 144A(a) | 73655 |
| 320000 | Starwood Retail Property Trust, Series 2014-STAR, Class D,<br> 1-month LIBOR + 3.500%, 7.818%, 11/15/2027, 144A(a)(h) | 86063 |
| 350000 | Starwood Retail Property Trust, Series 2014-STAR, Class E,<br> 1-month LIBOR + 4.400%, 8.718%, 11/15/2027, 144A(a)(h) | 33264 |
| 325000 | Wells Fargo Commercial Mortgage Trust, Series 2014-LC16, Class C,<br> 4.458%, 8/15/2050 | 200699 |
| 145000 | Wells Fargo Commercial Mortgage Trust, Series 2016-C36, Class C,<br> 4.134%, 11/15/2059(b) | 110353 |
| 484178 | WFRBS Commercial Mortgage Trust, Series 2011-C3, Class D,<br> 5.378%, 3/15/2044, 144A(b) | 192993 |
| 205000 | WFRBS Commercial Mortgage Trust, Series 2011-C4, Class E,<br> 4.844%, 6/15/2044, 144A(b) | 164861 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **Non-Agency Commercial Mortgage-Backed Securities – continued** |  |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530000 | WFRBS Commercial Mortgage Trust, Series 2012-C10, Class C,<br> 4.357%, 12/15/2045(b) | $474209 |
| 96513 | WFRBS Commercial Mortgage Trust, Series 2012-C7, Class E,<br> 4.651%, 6/15/2045, 144A(b) | 2172 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4486300 |
|  | **Oil Field Services – 1.1%** |  |
| 260000 | Nabors Industries, Inc.,<br> 7.375%, 5/15/2027, 144A | 254758 |
| 180000 | Precision Drilling Corp.,<br> 6.875%, 1/15/2029, 144A | 167581 |
| 30000 | Precision Drilling Corp.,<br> 7.125%, 1/15/2026, 144A | 29025 |
| 125000 | Solaris Midstream Holdings LLC,<br> 7.625%, 4/01/2026, 144A | 124329 |
| 434000 | Transocean Pontus Ltd.,<br> 6.125%, 8/01/2025, 144A | 425217 |
| 708750 | Transocean Poseidon Ltd.,<br> 6.875%, 2/01/2027, 144A | 689699 |
| 54000 | Transocean Proteus Ltd.,<br> 6.250%, 12/01/2024, 144A | 53194 |
| 395000 | Weatherford International Ltd.,<br> 8.625%, 4/30/2030, 144A | 379322 |
| 15000 | Weatherford International Ltd.,<br> 11.000%, 12/01/2024, 144A | 15301 |
|  |  | 2138426 |
|  | **Packaging – 0.2%** |  |
| 259274 | ARD Finance S.A.,<br> 7.250% PIK or 6.500% Cash, 6/30/2027, 144A(e) | 180334 |
| 170000 | Graham Packaging Co., Inc.,<br> 7.125%, 8/15/2028, 144A | 141839 |
|  |  | 322173 |
|  | **Pharmaceuticals – 3.6%** |  |
| 1945000 | Bausch Health Cos., Inc.,<br> 4.875%, 6/01/2028, 144A | 1237101 |
| 915000 | Bausch Health Cos., Inc.,<br> 5.250%, 1/30/2030, 144A | 438889 |
| 285000 | Bausch Health Cos., Inc.,<br> 6.125%, 2/01/2027, 144A | 196545 |
| 385000 | Cheplapharm Arzneimittel GmbH,<br> 5.500%, 1/15/2028, 144A | 324416 |
| 445000 | Endo Dac/Endo Finance LLC/Endo Finco, Inc.,<br> 6.000%, 6/30/2028, 144A(f) | 23363 |
| 65000 | Endo Luxembourg Finance Co. I. S.a.r.l./Endo U.S., Inc.,<br> 6.125%, 4/01/2029, 144A | 49311 |
| 280000 | Grifols Escrow Issuer S.A.,<br> 4.750%, 10/15/2028, 144A | 241772 |
| 490000 | Organon & Co./Organon Foreign Debt Co-Issuer BV,<br> 5.125%, 4/30/2031, 144A | 424281 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **Pharmaceuticals – continued** |  |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485000 | Perrigo Finance Unlimited Co.,<br> 4.400%, 6/15/2030 | $413228 |
| 230000 | Teva Pharmaceutical Finance Co. LLC,<br> 6.150%, 2/01/2036 | 202185 |
| 1400000 | Teva Pharmaceutical Finance Netherlands III BV,<br> 3.150%, 10/01/2026 | 1224300 |
| 3200000 | Teva Pharmaceutical Finance Netherlands III BV,<br> 4.100%, 10/01/2046 | 1956561 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6731952 |
|  | **Property & Casualty Insurance – 0.8%** |  |
| 400000 | Acrisure LLC/Acrisure Finance, Inc.,<br> 6.000%, 8/01/2029, 144A | 326892 |
| 440000 | AmWINS Group, Inc.,<br> 4.875%, 6/30/2029, 144A | 373185 |
| 339426 | Ardonagh Midco 2 PLC,<br> 12.750% PIK or 11.500% Cash, 1/15/2027, 144A(e) | 320656 |
| 255000 | AssuredPartners, Inc.,<br> 5.625%, 1/15/2029, 144A | 209874 |
| 275000 | BroadStreet Partners, Inc.,<br> 5.875%, 4/15/2029, 144A | 234047 |
|  |  | 1464654 |
|  | **Refining – 0.4%** |  |
| 120000 | Calumet Specialty Products Partners LP/Calumet Finance Corp.,<br> 11.000%, 4/15/2025, 144A | 125075 |
| 590000 | CVR Energy, Inc.,<br> 5.250%, 2/15/2025, 144A | 542800 |
|  |  | 667875 |
|  | **REITs - Hotels – 0.3%** |  |
| 380000 | Service Properties Trust,<br> 4.750%, 10/01/2026 | 299041 |
| 330000 | Service Properties Trust,<br> 7.500%, 9/15/2025 | 314465 |
|  |  | 613506 |
|  | **REITs - Mortgage – 0.2%** |  |
| 185000 | Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.,<br> 4.250%, 2/01/2027, 144A | 155406 |
| 265000 | Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.,<br> 5.250%, 10/01/2025, 144A | 248978 |
|  |  | 404384 |
|  | **Restaurants – 0.8%** |  |
| 875000 | 1011778 B.C. ULC/New Red Finance, Inc.,<br> 3.875%, 1/15/2028, 144A | 782727 |
| 230000 | Bloomin' Brands, Inc./OSI Restaurant Partners LLC,<br> 5.125%, 4/15/2029, 144A | 193453 |
| 415000 | KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC,<br> 4.750%, 6/01/2027, 144A | 398400 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **Restaurants – continued** |  |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | Papa John's International, Inc.,<br> 3.875%, 9/15/2029, 144A | $171175 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1545755 |
|  | **Retailers – 1.8%** |  |
| 306000 | Asbury Automotive Group, Inc.,<br> 4.500%, 3/01/2028 | 269402 |
| 355000 | Asbury Automotive Group, Inc.,<br> 4.625%, 11/15/2029, 144A | 299137 |
| 99000 | Asbury Automotive Group, Inc.,<br> 4.750%, 3/01/2030 | 82799 |
| 145000 | Bath & Body Works, Inc.,<br> 5.250%, 2/01/2028 | 134654 |
| 310000 | Bath & Body Works, Inc.,<br> 6.875%, 11/01/2035 | 275559 |
| 275000 | Carvana Co.,<br> 4.875%, 9/01/2029, 144A | 105947 |
| 480000 | Carvana Co.,<br> 5.500%, 4/15/2027, 144A | 190168 |
| 480000 | Dillard's, Inc.,<br> 7.000%, 12/01/2028 | 475104 |
| 80000 | Group 1 Automotive, Inc.,<br> 4.000%, 8/15/2028, 144A | 67714 |
| 130000 | Ken Garff Automotive LLC,<br> 4.875%, 9/15/2028, 144A | 108749 |
| 200000 | Michaels Cos., Inc. (The),<br> 7.875%, 5/01/2029, 144A | 133634 |
| 275000 | NMG Holding Co., Inc./Neiman Marcus Group LLC,<br> 7.125%, 4/01/2026, 144A | 257748 |
| 310000 | PetSmart, Inc./PetSmart Finance Corp.,<br> 7.750%, 2/15/2029, 144A | 291150 |
| 525000 | Sonic Automotive, Inc.,<br> 4.625%, 11/15/2029, 144A | 420372 |
| 345000 | Sonic Automotive, Inc.,<br> 4.875%, 11/15/2031, 144A | 271234 |
|  |  | 3383371 |
|  | **Supermarkets – 0.2%** |  |
| 335000 | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC,<br> 4.625%, 1/15/2027, 144A | 311171 |
|  | **Technology – 5.4%** |  |
| 575000 | Broadcom, Inc.,<br> 4.300%, 11/15/2032 | 506771 |
| 445000 | Clarivate Science Holdings Corp.,<br> 4.875%, 7/01/2029, 144A | 378406 |
| 135000 | Cloud Software Group Holdings, Inc.,<br> 6.500%, 3/31/2029, 144A | 113708 |
| 435000 | Coherent Corp.,<br> 5.000%, 12/15/2029, 144A | 375157 |
| 2365000 | CommScope Technologies LLC,<br> 5.000%, 3/15/2027, 144A | 1606312 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **Technology – continued** |  |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160000 | Dun & Bradstreet Corp. (The),<br> 5.000%, 12/15/2029, 144A | $136922 |
| 540000 | Elastic NV,<br> 4.125%, 7/15/2029, 144A | 436158 |
| 850000 | Endurance International Group Holdings, Inc.,<br> 6.000%, 2/15/2029, 144A | 553248 |
| 140000 | Everi Holdings, Inc.,<br> 5.000%, 7/15/2029, 144A | 120255 |
| 475000 | Gen Digital, Inc.,<br> 6.750%, 9/30/2027, 144A | 465500 |
| 530000 | Global Payments, Inc.,<br> 4.950%, 8/15/2027 | 514101 |
| 250000 | GoTo Group, Inc.,<br> 5.500%, 9/01/2027, 144A | 134455 |
| 250000 | Iron Mountain, Inc.,<br> 4.500%, 2/15/2031, 144A | 205485 |
| 740000 | Iron Mountain, Inc.,<br> 4.875%, 9/15/2029, 144A | 645428 |
| 730000 | Micron Technology, Inc.,<br> 6.750%, 11/01/2029 | 741517 |
| 230000 | NCR Corp.,<br> 5.000%, 10/01/2028, 144A | 196083 |
| 330000 | NCR Corp.,<br> 5.125%, 4/15/2029, 144A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275987 |
| 25000 | NCR Corp.,<br> 5.250%, 10/01/2030, 144A | 20625 |
| 195000 | NCR Corp.,<br> 5.750%, 9/01/2027, 144A | 186600 |
| 365000 | Neptune Bidco U.S., Inc.,<br> 9.290%, 4/15/2029, 144A | 344013 |
| 755000 | Open Text Corp.,<br> 3.875%, 12/01/2029, 144A | 607162 |
| 465000 | Open Text Corp.,<br> 6.900%, 12/01/2027, 144A | 465000 |
| 130000 | Presidio Holdings, Inc.,<br> 4.875%, 2/01/2027, 144A | 118551 |
| 130000 | Presidio Holdings, Inc.,<br> 8.250%, 2/01/2028, 144A | 120520 |
| 135000 | Sabre GLBL, Inc.,<br> 11.250%, 12/15/2027, 144A | 139013 |
| 100000 | Seagate HDD Cayman,<br> 4.875%, 6/01/2027 | 93221 |
| 145000 | Sensata Technologies, Inc.,<br> 3.750%, 2/15/2031, 144A | 119283 |
| 80000 | Sensata Technologies, Inc.,<br> 4.375%, 2/15/2030, 144A | 69640 |
| 170000 | SS&C Technologies, Inc.,<br> 5.500%, 9/30/2027, 144A | 159187 |
| 100000 | Western Digital Corp.,<br> 3.100%, 2/01/2032 | 71877 |
| 130000 | Western Digital Corp.,<br> 4.750%, 2/15/2026 | 122424 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Non-Convertible Bonds – continued** | **Non-Convertible Bonds – continued** |  |
|  | **Technology – continued** |  |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222000 | Ziff Davis, Inc.,<br> 4.625%, 10/15/2030, 144A | $187852 |
|  |  | 10230461 |
|  | **Treasuries – 2.7%** |  |
| 2840000 | U.S. Treasury Note,<br> 0.125%, 2/28/2023 | 2821055 |
| 2225000 | U.S. Treasury Note,<br> 0.125%, 3/31/2023 | 2202213 |
|  |  | 5023268 |
|  | **Wireless – 2.7%** |  |
| 1285000 | Altice France S.A.,<br> 5.125%, 1/15/2029, 144A | 966206 |
| 610000 | HTA Group Ltd.,<br> 7.000%, 12/18/2025, 144A | 561200 |
| 315000 | IHS Holding Ltd.,<br> 5.625%, 11/29/2026, 144A | 260032 |
| 300000 | IHS Holding Ltd.,<br> 6.250%, 11/29/2028, 144A | 241968 |
| 225000 | IHS Netherlands Holdco BV,<br> 8.000%, 9/18/2027 | 197833 |
| 479000 | Kenbourne Invest S.A.,<br> 6.875%, 11/26/2024, 144A | 454274 |
| 445000 | SBA Communications Corp.,<br> 3.875%, 2/15/2027 | 402064 |
| 2515000 | SoftBank Group Corp.,<br> 4.625%, 7/06/2028 | 2064916 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5148493 |
|  | **Wirelines – 1.4%** |  |
| 220000 | Cincinnati Bell Telephone Co. LLC,<br> 6.300%, 12/01/2028 | 191930 |
| 690000 | Frontier Communications Holdings LLC,<br> 5.875%, 10/15/2027, 144A | 640713 |
| 225000 | Frontier Communications Holdings LLC,<br> 8.750%, 5/15/2030, 144A | 228769 |
| 455000 | Iliad Holding SASU,<br> 6.500%, 10/15/2026, 144A | 421991 |
| 450000 | Level 3 Financing, Inc.,<br> 3.625%, 1/15/2029, 144A | 329508 |
| 155000 | Level 3 Financing, Inc.,<br> 4.250%, 7/01/2028, 144A | 122094 |
| 100000 | Telecom Italia Capital S.A.,<br> 6.000%, 9/30/2034 | 75570 |
| 265000 | Telecom Italia Capital S.A.,<br> 7.200%, 7/18/2036 | 215154 |
| 475000 | Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC,<br> 4.750%, 4/15/2028, 144A | 380000 |
|  |  | 2605729 |
|  | Total Non-Convertible Bonds<br> (Identified Cost $194,862,690) | 164315400 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** | **Description** | **Value (†)** |
| **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
| **Convertible Bonds – 5.0%** | **Convertible Bonds – 5.0%** |  |
|  | **Airlines – 0.6%** |  |
| $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865000 | Southwest Airlines Co.,<br> 1.250%, 5/01/2025 | $1038865 |
|  | **Cable Satellite – 1.5%** |  |
| 240000 | DISH Network Corp.,<br> Zero Coupon, 0.000%-9.514%, 12/15/2025(i) | 153626 |
| 4345000 | DISH Network Corp.,<br> 3.375%, 8/15/2026 | 2722143 |
|  |  | 2875769 |
|  | **Consumer Cyclical Services – 0.3%** |  |
| 660000 | Uber Technologies, Inc.,<br> Zero Coupon, 0.000%-1.922%, 12/15/2025(i) | 557429 |
| 55000 | Zillow Group, Inc.,<br> 1.375%, 9/01/2026 | 55413 |
|  |  | 612842 |
|  | **Consumer Products – 0.0%** |  |
| 50000 | Beauty Health Co. (The),<br> 1.250%, 10/01/2026, 144A | 37800 |
|  | **Gaming – 0.1%** |  |
| 115000 | Penn Entertainment, Inc.,<br> 2.750%, 5/15/2026 | 169510 |
|  | **Healthcare – 0.8%** |  |
| 225000 | Lantheus Holdings, Inc.,<br> 2.625%, 12/15/2027, 144A | 226553 |
| 1655000 | Teladoc Health, Inc.,<br> 1.250%, 6/01/2027 | 1271362 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1497915 |
|  | **Leisure – 0.2%** |  |
| 570000 | NCL Corp. Ltd.,<br> 1.125%, 2/15/2027 | 390416 |
|  | **Media Entertainment – 0.1%** |  |
| 315000 | Bilibili, Inc.,<br> 0.500%, 12/01/2026 | 231525 |
|  | **Pharmaceuticals – 1.2%** |  |
| 335000 | BioMarin Pharmaceutical, Inc.,<br> 0.599%, 8/01/2024 | 355535 |
| 1330000 | BioMarin Pharmaceutical, Inc.,<br> 1.250%, 5/15/2027 | 1429166 |
| 495000 | Livongo Health, Inc.,<br> 0.875%, 6/01/2025 | 433313 |
|  |  | 2218014 |
|  | **Technology – 0.2%** |  |
| 235000 | RingCentral, Inc.,<br> Zero Coupon, 7.146%-8.016%, 3/15/2026(i) | 184475 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Principal**<br> **Amount** | **Principal**<br> **Amount** | **Description** | **Value (†)** |
|  **Bonds and Notes – continued** | **Bonds and Notes – continued** | **Bonds and Notes – continued** |  |
|  **Convertible Bonds – continued** | **Convertible Bonds – continued** | **Convertible Bonds – continued** |  |
|  |  | **Technology – continued** |  |
| $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195000 | Unity Software, Inc.,<br> Zero Coupon, 7.449%-7.662%, 11/15/2026(i) | $145957 |
|  | 65000 | Wolfspeed, Inc.,<br> 0.250%, 2/15/2028, 144A | 56193 |
|  | 85000 | Wolfspeed, Inc.,<br> 1.875%, 12/01/2029, 144A | 76543 |
|  |  |  | 463168 |
|  |  | Total Convertible Bonds<br> (Identified Cost $12,435,491) | 9535824 |
|  |  | Total Bonds and Notes<br> (Identified Cost $207,298,181) | 173851224 |
|  **Collateralized Loan Obligations – 1.5%** | **Collateralized Loan Obligations – 1.5%** | **Collateralized Loan Obligations – 1.5%** |  |
|  | 670000 | AIG CLO LLC, Series 2021-2A, Class E,<br> 3-month LIBOR + 6.500%, 10.743%, 7/20/2034, 144A(a) | 599541 |
|  | 250000 | Battalion CLO XVI Ltd., Series 2019-16A, Class ER,<br> 3-month LIBOR + 6.600%, 10.843%, 12/19/2032, 144A(a) | 216512 |
|  | 665000 | OHA Credit Funding 3 Ltd., Series 2019-3A, Class ER,<br> 3-month LIBOR + 6.250%, 10.493%, 7/02/2035, 144A(a) | 601756 |
|  | 530000 | Palmer Square CLO Ltd., Series 2021-4A, Class E,<br> 3-month LIBOR + 6.050%, 10.129%, 10/15/2034, 144A(a) | 477280 |
|  | 340000 | Palmer Square CLO Ltd., Series 2021-3A, Class E,<br> 3-month LIBOR + 6.150%, 10.229%, 1/15/2035, 144A(a) | 306167 |
|  | 275000 | PPM CLO Ltd., Series 2021-5A, Class E,<br> 3-month LIBOR + 6.500%, 10.694%, 10/18/2034, 144A(a) | 230330 |
|  | 320000 | Whetstone Park CLO Ltd., Series 2021-1A, Class E,<br> 3-month LIBOR + 6.150%, 10.393%, 1/20/2035, 144A(a) | 273738 |
|  |  | Total Collateralized Loan Obligations<br> (Identified Cost $3,050,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705324 |
| **Shares** | **Shares** |  |  |
|  **Preferred Stocks – 0.7%** | **Preferred Stocks – 0.7%** | **Preferred Stocks – 0.7%** |  |
|  **Convertible Preferred Stocks – 0.7%** | **Convertible Preferred Stocks – 0.7%** | **Convertible Preferred Stocks – 0.7%** |  |
|  |  | **Technology – 0.2%** |  |
|  | 11038 | Clarivate PLC, Series A,<br> 5.250% | 418119 |
|  |  | **Wireless – 0.5%** |  |
|  | 778 | 2020 Cash Mandatory Exchangeable Trust,<br> 5.250%, 144A | 890048 |
|  |  | Total Convertible Preferred Stocks<br> (Identified Cost $1,713,063) | 1308167 |
|  |  | Total Preferred Stocks<br> (Identified Cost $1,713,063) | 1308167 |
|  **Common Stocks – 0.2%** | **Common Stocks – 0.2%** | **Common Stocks – 0.2%** |  |
|  |  | **Energy Equipment & Services – 0.0%** |  |
|  | 11343 | McDermott International Ltd.(j) | 3630 |

---

------

---

| | | |
|:---|:---|:---|
| **Shares** | **Description** | **Value (†)** |
| **Common Stocks – continued** | **Common Stocks – continued** |  |
|  | **Media – 0.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68328 | Altice USA, Inc., Class A(j) | $314309 |
|  | **Oil, Gas & Consumable Fuels – 0.0%** |  |
| 2801 | Battalion Oil Corp.(j) | 27197 |
|  | **Professional Services – 0.0%** |  |
| 265 | Clarivate PLC(j) | 2210 |
|  | **Wireless Telecommunication Services – 0.0%** |  |
| 485 | T-Mobile US, Inc.(j) | 67900 |
|  | Total Common Stocks<br> (Identified Cost $1,640,699) | 415246 |
| **Warrants – 0.0%** | **Warrants – 0.0%** |  |
| 35 | Guaranteed Rate, Inc., Expiration on 12/31/2060(h)(j) |  |
| 22710 | McDermott International Ltd., Tranche A, Expiration on 5/1/2024(h)(j) | 81 |
| 25233 | McDermott International Ltd., Tranche B, Expiration on 5/1/2024(h)(j) | 25 |
|  | Total Warrants<br> (Identified Cost $35,226) | 106 |
| **Principal**<br> **Amount** |  |  |
| **Short-Term Investments – 6.1%** | **Short-Term Investments – 6.1%** |  |
| $7651311 | Tri-Party Repurchase Agreement with Fixed Income Clearing Corporation, dated 12/30/2022 at 1.800% to be repurchased at $7,652,841 on 1/03/2023 collateralized by $8,920,100 U.S. Treasury Note, 1.250% due 3/31/2028 valued at $7,804,392 including accrued interest(k) | 7651311 |
| 3935000 | U.S. Treasury Bills,<br> 4.307%, 3/30/2023(l) | 3894690 |
|  | Total Short-Term Investments<br> (Identified Cost $11,545,824) | 11546001 |
|  | Total Investments – 100.4%<br> (Identified Cost $225,282,993) | 189826068 |
|  | Other assets less liabilities – (0.4)% | (670414) |
|  | Net Assets – 100.0% | $189155654 |

---

------

---

| | |
|:---|:---|
| (†) | Registered investment companies are required to value portfolio investments using an unadjusted, readily available market quotation. The Fund obtains readily available market quotations from independent pricing services. Fund investments for which readily available market quotations are not available are priced at fair value pursuant to the Fund's Valuation Procedures. The Board of Trustees has approved a valuation designee who is subject to the Board's oversight.  |

---

Unadjusted readily available market quotations that are utilized for exchange traded equity securities (including shares of closed-end investment companies and exchange-traded funds) include the last sale price quoted on the exchange where the security is traded most extensively. Shares of open-end investment companies are valued at net asset value per share.

Exchange traded equity securities for which there is no reported sale during the day are fair valued at the closing bid quotation as reported by an independent pricing service. Unlisted equity securities (except unlisted preferred equity securities) are fair valued at the last sale price quoted in the market where they are traded most extensively or, if there is no reported sale during the day, the closing bid quotation as reported by an independent pricing service. If there is no last sale price or closing bid quotation available, unlisted equity securities will be fair valued using evaluated bids furnished by an independent pricing service, if available.

Debt securities and unlisted preferred equity securities are fair valued based on evaluated bids furnished to the Fund by an independent pricing service or bid prices obtained from broker-dealers. Senior loans and collateralized loan obligations are fair valued at bid prices supplied by an independent pricing service, if available. Broker-dealer bid prices may be used to fair value debt, unlisted equities, senior loans and collateralized loan obligations where an independent pricing service is unable to price an investment or where an independent pricing service does not provide a reliable price for the investment. Centrally cleared swap agreements are fair valued at settlement prices of the clearing house on which the contracts were traded or prices obtained from broker-dealers.

The Fund may also fair value investments in other circumstances such as when extraordinary events occur after the close of a foreign market, but prior to the close of the New York Stock Exchange. This may include situations relating to a single issuer (such as a declaration of bankruptcy or a delisting of the issuer's security from the primary market on which it has traded) as well as events affecting the securities markets in general (such as market disruptions or closings and significant fluctuations in U.S. and/or foreign markets). When fair valuing a Fund's investments, the valuation designee may, among other things, use modeling tools or other processes that may take into account factors such as issuer specific information, or other related market activity and/or information that occurred after the close of the foreign market but before the time the Fund's net asset value ("NAV") is calculated. Fair valuation by the Fund's valuation designee may require subjective determinations about the value of the investment, and fair values used to determine a Fund's NAV may differ from quoted or published prices, or from prices that are used by others, for the same investments. In addition, the use of fair value pricing may not always result in adjustments to the prices of investments held by a Fund.

The books and records of the Fund are maintained in U.S. dollars. The values of securities, currencies and other assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars based upon foreign exchange rates prevailing at the end of the period.

(a) Variable rate security. Rate as of December 31, 2022 is disclosed.

(b) Variable rate security. The interest rate adjusts periodically based on; (i) changes in current interest
rates and/or prepayments on underlying pools of assets, if applicable, (ii) reference to a base lending rate plus or minus a margin, and/or (iii) reference to a base lending rate adjusted by a multiplier and/or subject to certain floors or
caps. Rate as of December 31, 2022 is disclosed.

(c) Perpetual bond with no specified maturity date.

(d) Payment-in-kind security for
which the issuer, at each interest payment date, makes interest payments in additional principal.

(e) Payment-in-kind security for
which the issuer, at each interest payment date, may make interest payments in cash and/or additional principal. No payments were made during the period.

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

(g) Securities subject to restriction on resale. At December 31, 2022, the restricted securities held by the
Fund are as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Acquisition Date** | **Acquisition Cost** | **Value** | **% of Net Assets** |
|  CFLD Cayman Investment Ltd. | 10/04/2021 | $152000 | $45456 | Less than 0.1% |
|  CFLD Cayman Investment Ltd. | 3/11/2020 | 64000 | 22928 | Less than 0.1% |
|  CFLD Cayman Investment Ltd. | 10/06/2021 | 86100 | 24374 | Less than 0.1% |

---

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

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

(j) Non-income producing security.

(k) The Fund may enter into repurchase agreements, under the terms of a Master Repurchase Agreement, under which
the Fund acquires securities as collateral and agrees to resell the securities at an agreed upon time and at an agreed upon price. It is the Fund's policy that the market value of the collateral for repurchase agreements be at least equal to
102% of the repurchase price, including interest. Certain repurchase agreements are tri-party arrangements whereby the collateral is held in a segregated account for the benefit of the Fund and on behalf of
the counterparty. Repurchase agreements could involve certain risks in the event of default or insolvency of the counterparty, including possible delays or restrictions upon the Fund's ability to dispose of the underlying securities. As of
December 31, 2022, the Fund had an investment in a repurchase agreement for which the value of the related collateral exceeded the value of the repurchase agreement.

(l) Interest rate represents discount rate at time of purchase; not a coupon rate.

------

---

| | |
|:---|:---|
| 144A | All or a portion of these securities are exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2022, the value of Rule 144A holdings amounted to $117,125,617 or 61.9% of net assets.  |

---

ABS Asset-Backed Securities

GMTN Global Medium Term Note

LIBOR London Interbank Offered Rate

PIK Payment-in-Kind

REITs Real Estate Investment Trusts

------

**Fair Value Measurements** 

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

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

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

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

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

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

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

The following is a summary of the inputs used to value the Fund's investments as of December 31, 2022, at value:

------

**Asset Valuation Inputs** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Level 1 | Level 2 | Level 3 | Total |
|  Bonds and Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Convertible Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Home Construction | $— | $198817 | $— | $198817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage-Backed Securities |  | 4366973 | 119327 | 4486300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; All Other Non-Convertible Bonds\* |  | 159630283 |  | 159630283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Non-Convertible Bonds |  | 164196073 | 119327 | 164315400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Convertible Bonds\* |  | 9535824 |  | 9535824 |
|  Total Bonds and Notes |  | 173731897 | 119327 | 173851224 |
|  Collateralized Loan Obligations |  | 2705324 |  | 2705324 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Technology | 418119 |  |  | 418119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wireless |  | 890048 |  | 890048 |
|  Total Preferred Stocks | 418119 | 890048 |  | 1308167 |
|  Common Stocks\* | 415246 |  |  | 415246 |
|  Warrants |  |  | 106 | 106 |
|  Short-Term Investments |  | 11546001 |  | 11546001 |
|  Total | 833365 | 188873270 | 119433 | 189826068 |

---

\* Details of the major categories of the Fund's investments are reflected within the Portfolio of Investments.

------

The Fund's pricing policies and procedures are recommended by the adviser and approved by the Board of Trustees. Debt securities are valued based on evaluated bids furnished to the Fund by an independent pricing service. Broker-dealer bid prices may be used if an independent pricing service either is unable to price a security or does not provide a reliable price for a security. The Fund's adviser may use internally developed models to validate broker-dealer bid prices that are only available from a single broker or market maker. Such securities are considered and classified as fair valued. Broker-dealer bid prices for which the Fund does not have knowledge of the inputs used by the broker-dealer are categorized in Level 3. Securities for which market quotations are not readily available are valued at fair value as determined in good faith by the Fund's adviser pursuant to procedures approved by the Board of Trustees. Fair valued securities may be categorized in Level 3.

The following is a reconciliation of Level 3 investments for which significant unobservable inputs were used to determine fair value as of September 30, 2022 and/or December 31, 2022:

------

**Asset Valuation Inputs** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Investments in<br>Securities | Balance as of<br>September 30,<br>2022 | Accrued<br>Discounts<br>(Premiums) | Realized<br>Gain<br>(Loss) | Change in<br>Unrealized<br>Appreciation<br>(Depreciation) | Purchases | Sales | Transfers into<br>Level 3 | Transfers out<br>of Level 3 | Balance as of<br>December 31, 2022 | Change in Unrealized<br>Appreciation (Depreciation)<br>from Investments Still Held<br>at December 31, 2022 |
|  Bonds and Notes |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Non-Convertible Bonds |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Home Construction | $— | $— | $— | $— | $— | $— | $— | $— | $— | $— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage-Backed Securities | 129288 |  |  | (9961) |  |  |  |  | 119327 | (9961) |
|  Warrants | 107 |  |  | (1) |  |  |  |  | 106 | (1) |
|  Total | $129395 | $— | $— | $(9962) | $— | $— | $— | $— | $119433 | $(9962) |

---

------

Industry Summary at December 31, 2022 (Unaudited)

---

| | |
|:---|:---|
|  Cable Satellite | 9.6% |
|  Independent Energy | 6.9 |
|  Technology | 5.8 |
|  Pharmaceuticals | 4.8 |
|  Midstream | 4.7 |
|  Finance Companies | 3.9 |
|  Gaming | 3.8 |
|  Leisure | 3.5 |
|  Metals & Mining | 3.3 |
|  Consumer Cyclical Services | 3.3 |
|  Wireless | 3.2 |
|  Healthcare | 2.9 |
|  Banking | 2.8 |
|  Automotive | 2.7 |
|  Treasuries | 2.7 |
|  Building Materials | 2.6 |
|  Non-Agency Commercial Mortgage-Backed Securities | 2.4 |
|  Media Entertainment | 2.2 |
|  Other Investments, less than 2% each | 21.7 |
|  Short-Term Investments | 6.1 |
|  Collateralized Loan Obligations | 1.5 |
|  Total Investments | 100.4 |
|  Other assets less liabilities | (0.4) |
|  Net Assets | 100.0% |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

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

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-09-30

- **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:** $189387405.71

**Total Liabilities:** $111322.69

**Net Assets:** $189276083.02

**Cash Not Reported:** $199474.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -26.26000000 | **1-Year:** -1241.63000000 | **5-Year:** -3049.01000000 | **10-Year:** -2083.21000000 | **30-Year:** -338.82000000

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

- **3-Month:** -263.80000000 | **1-Year:** -11132.91000000 | **5-Year:** -39603.84000000 | **10-Year:** -15191.32000000 | **30-Year:** -3140.21000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018129 | 2.28%                | 2.50%                | -0.48%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-753202.45              | $3883945.93                                |
| Month 2  | $-804124.28              | $4316588.20                                |
| Month 3  | $-1905422.95             | $-108707.84                                |

**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        |    315000 | PA      | $260032.50    | 0.14%             | 2026-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                       | INEOS Quattro Finance 2 Plc                                                                                              | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $183750.00    | 0.10%             | 2026-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                        | Nationstar Mortgage Holdings Inc                                                                                         | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $613075.00    | 0.32%             | 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        |    320000 | PA      | $292109.61    | 0.15%             | 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        |    340000 | PA      | $306166.60    | 0.16%             | 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        |    725000 | PA      | $623500.00    | 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        |    625000 | PA      | $635918.75    | 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        |    805000 | PA      | $765039.80    | 0.40%             | 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        |    275000 | PA      | $251154.75    | 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        |    550000 | PA      | $442750.00    | 0.23%             | 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        |    255000 | PA      | $205466.70    | 0.11%             | 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        |    365000 | PA      | $344012.50    | 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        |    275000 | PA      | $267740.00    | 0.14%             | 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        |    140000 | PA      | $120255.32    | 0.06%             | 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        |    530000 | PA      | $514101.40    | 0.27%             | 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        |    306000 | PA      | $269402.40    | 0.14%             | 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        |    275000 | PA      | $257748.56    | 0.14%             | 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        |     45000 | PA      | $41730.25     | 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        |    295000 | PA      | $280592.72    | 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        |    360000 | PA      | $306489.60    | 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        |     70000 | PA      | $64750.00     | 0.03%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                      | Ford Motor Credit Co LLC                                                                                                 | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372584.00    | 0.20%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| TAP ROCK RESOURCES LLC                        | Tap Rock Resources LLC                                                                                                   | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |    265000 | PA      | $246476.50    | 0.13%             | 2026-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C3                                                             | CUSIP: 46635TAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465000 | PA      | $433843.14    | 0.23%             | 2046-02-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                       | Standard Industries Inc/NJ                                                                                               | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    225000 | PA      | $183358.03    | 0.10%             | 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        |    325000 | PA      | $321652.50    | 0.17%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                         | SS&C Technologies Inc                                                                                                    | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159187.34    | 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        |    310000 | PA      | $291149.68    | 0.15%             | 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        |     90000 | PA      | $77539.13     | 0.04%             | 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        |    250000 | PA      | $247675.00    | 0.13%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Whetstone Park CLO Ltd                        | Whetstone Park CLO Ltd                                                                                                   | CUSIP: 96330AAA4<br>LEI: 549300M54M5QSBMB3780 | Long             | ABS-CBDO         | CORP              | KY        |    320000 | PA      | $273737.92    | 0.14%             | 2035-01-20      | Floating      | 10.39%                | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                               | IHS Holding Ltd                                                                                                          | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $241968.00    | 0.13%             | 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        |    840000 | PA      | $810579.01    | 0.43%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                      | NCR Corp                                                                                                                 | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    230000 | PA      | $196082.89    | 0.10%             | 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        |    235000 | PA      | $184475.00    | 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        |    222000 | PA      | $187851.96    | 0.10%             | 2030-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                        | Credit Suisse Group AG                                                                                                   | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $439240.00    | 0.23%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                       | Royal Caribbean Cruises Ltd                                                                                              | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1495000 | PA      | $1193077.28   | 0.63%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                   | Deluxe Corp                                                                                                              | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    270000 | PA      | $222075.00    | 0.12%             | 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        |   1050000 | PA      | $978673.50    | 0.52%             | 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        |     30000 | PA      | $29025.00     | 0.02%             | 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        |    660000 | PA      | $557429.40    | 0.29%             | 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        |    180000 | PA      | $185480.10    | 0.10%             | 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        |   1190000 | PA      | $1080508.10   | 0.57%             | 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        |    115000 | PA      | $95500.52     | 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        |    305000 | PA      | $283778.10    | 0.15%             | 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        |     15000 | PA      | $14506.20     | 0.01%             | 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        |    115000 | PA      | $169510.00    | 0.09%             | 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        |    140000 | PA      | $67425.67     | 0.04%             | 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        |    200000 | PA      | $2.00         | 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        |    140000 | PA      | $115453.81    | 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        |    455000 | PA      | $421991.50    | 0.22%             | 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     | 0.02%             | 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        |    400000 | PA      | $54444.00     | 0.03%             | 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        |    330000 | PA      | $341015.40    | 0.18%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust         | PRPM 2022-5 LLC                                                                                                          | CUSIP: 69377VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    489390 | PA      | $485685.18    | 0.26%             | 2027-09-27      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                              | Boyd Gaming Corp                                                                                                         | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    370000 | PA      | $344610.60    | 0.18%             | 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        |    220000 | PA      | $187283.80    | 0.10%             | 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        |   1645000 | PA      | $1228584.70   | 0.65%             | 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        |   7651311 | PA      | $7651311.11   | 4.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DILLARDS INC                                  | Dillard's Inc                                                                                                            | CUSIP: 254067AN1<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |    480000 | PA      | $475104.00    | 0.25%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                       | ASP Unifrax Holdings Inc                                                                                                 | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    330000 | PA      | $265540.01    | 0.14%             | 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        |   2515000 | PA      | $2064915.60   | 1.09%             | 2028-07-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                      | EQT Corp                                                                                                                 | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300705.00    | 0.16%             | 2025-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                | ARD Finance SA                                                                                                           | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    259274 | PA      | $180333.48    | 0.10%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                      | EQT Corp                                                                                                                 | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    510000 | PA      | $470814.27    | 0.25%             | 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        |    665000 | PA      | $535325.00    | 0.28%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Trust 2014-GC22                                                                                   | CUSIP: 36253BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $150296.17    | 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        |    720000 | PA      | $626962.89    | 0.33%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                      | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                                                 | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $227112.62    | 0.12%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                       | Energean Israel Finance Ltd                                                                                              | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    100000 | PA      | $92290.00     | 0.05%             | 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        |   1655000 | PA      | $1271362.39   | 0.67%             | 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        |    275000 | PA      | $252315.43    | 0.13%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                      | NCR Corp                                                                                                                 | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    330000 | PA      | $275986.66    | 0.15%             | 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        |    690000 | PA      | $662533.86    | 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        |    595000 | PA      | $592760.35    | 0.31%             | 2024-03-05      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                         | Nabors Industries Inc                                                                                                    | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    260000 | PA      | $254758.40    | 0.13%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                  | Navient Corp                                                                                                             | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $834753.63    | 0.44%             | 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        |      2801 | NS      | $27197.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sands China Ltd                               | Sands China Ltd                                                                                                          | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    525000 | PA      | $491559.08    | 0.26%             | 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        |    200000 | PA      | $179000.00    | 0.09%             | 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        |    610000 | PA      | $561200.00    | 0.30%             | 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    | 0.15%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                      | Permian Resources Operating LLC                                                                                          | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    260000 | PA      | $244981.90    | 0.13%             | 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        |     70000 | PA      | $63700.00     | 0.03%             | 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        |   1235000 | PA      | $1032235.81   | 0.55%             | 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        |    135000 | PA      | $139012.88    | 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        |    200000 | PA      | $133633.66    | 0.07%             | 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        |    479000 | PA      | $454274.02    | 0.24%             | 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        |    475000 | PA      | $465500.00    | 0.25%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                  | Calpine Corp                                                                                                             | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1217979.67   | 0.64%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                      | Jaguar Land Rover Automotive PLC                                                                                         | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $167298.80    | 0.09%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                      | EQM Midstream Partners LP                                                                                                | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    470000 | PA      | $449202.50    | 0.24%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust               | Prestige Auto Receivables Trust 2019-1                                                                                   | CUSIP: 74113NAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $147245.73    | 0.08%             | 2026-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                | Open Text Corp                                                                                                           | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    755000 | PA      | $607161.94    | 0.32%             | 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        |    115000 | PA      | $108447.88    | 0.06%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GUARANTEED RATE INC WTS                       | GUARANTEED RATE INC WTS                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        35 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | 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        |    265000 | PA      | $248978.29    | 0.13%             | 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        |    190000 | PA      | $168610.48    | 0.09%             | 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        |   1605000 | PA      | $1260679.35   | 0.67%             | 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        |    475000 | PA      | $380000.00    | 0.20%             | 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        |    100000 | PA      | $89415.80     | 0.05%             | 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        |    795000 | PA      | $461945.88    | 0.24%             | 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        |    275000 | PA      | $234047.37    | 0.12%             | 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        |    335000 | PA      | $312293.70    | 0.16%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                      | Advanced Drainage Systems Inc                                                                                            | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291498.00    | 0.15%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                      | iHeartCommunications Inc                                                                                                 | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    690000 | PA      | $586794.98    | 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    | 0.11%             | 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        |    150000 | PA      | $119718.75    | 0.06%             | 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        |    100000 | PA      | $93221.41     | 0.05%             | 2027-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                      | EQM Midstream Partners LP                                                                                                | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130075.20    | 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        |   1950000 | PA      | $1645868.06   | 0.87%             | 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        |    110000 | PA      | $82775.29     | 0.04%             | 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        |    230000 | PA      | $193453.00    | 0.10%             | 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        |    545000 | PA      | $412232.55    | 0.22%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                    | Viasat Inc                                                                                                               | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    260000 | PA      | $195057.92    | 0.10%             | 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        |    405000 | PA      | $33116.85     | 0.02%             | 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        |    305000 | PA      | $261559.48    | 0.14%             | 2026-07-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                                                         | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $225596.00    | 0.12%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                        | General Motors Financial Co Inc                                                                                          | CUSIP: 37045XCM6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    485000 | PA      | $422207.05    | 0.22%             | 2028-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                       | Zhenro Properties Group Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $10348.80     | 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        |    160000 | PA      | $136922.08    | 0.07%             | 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        |    220000 | PA      | $192434.00    | 0.10%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| China Evergrande Group                        | China Evergrande Group                                                                                                   | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $14294.00     | 0.01%             | 2022-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust                | Starwood Retail Property Trust 2014-STAR                                                                                 | CUSIP: 85571XAQ0<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $86062.50     | 0.05%             | 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        |    590000 | PA      | $542800.00    | 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        |    195000 | PA      | $186600.32    | 0.10%             | 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        |    110000 | PA      | $117531.70    | 0.06%             | 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        |    385000 | PA      | $324416.40    | 0.17%             | 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        |   1250000 | PA      | $1118325.00   | 0.59%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                   | Netflix Inc                                                                                                              | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41966.96     | 0.02%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $73888.00     | 0.04%             | 2027-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                    | DaVita Inc                                                                                                               | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    610000 | PA      | $455273.50    | 0.24%             | 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        |    708750 | PA      | $689698.80    | 0.36%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                       | Studio City Finance Ltd                                                                                                  | CUSIP: 86389QAF9<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    540000 | PA      | $419320.59    | 0.22%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                        | Shimao Group Holdings Ltd                                                                                                | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $37058.00     | 0.02%             | 2022-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                   | Hertz Vehicle Financing III LLC                                                                                          | CUSIP: 42806MAY5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $309870.60    | 0.16%             | 2025-03-25      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                         | Uber Technologies Inc                                                                                                    | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    420000 | PA      | $365927.10    | 0.19%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                          | Western Digital Corp                                                                                                     | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122423.60    | 0.06%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                      | Warnermedia Holdings Inc                                                                                                 | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    145000 | PA      | $119555.40    | 0.06%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                   | Hertz Vehicle Financing III LLC                                                                                          | CUSIP: 42806MAM1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    297000 | PA      | $261257.54    | 0.14%             | 2026-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                            | Banco Santander SA                                                                                                       | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $197786.27    | 0.10%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                          | Cornerstone Building Brands Inc                                                                                          | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    265000 | PA      | $186623.60    | 0.10%             | 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        |    145000 | PA      | $143587.70    | 0.08%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                        | Group 1 Automotive Inc                                                                                                   | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67714.42     | 0.04%             | 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        |    140000 | PA      | $95970.00     | 0.05%             | 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        |    330000 | PA      | $314465.43    | 0.17%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                           | Travel + Leisure Co                                                                                                      | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $827052.58    | 0.44%             | 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        |    395000 | PA      | $251358.88    | 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        |    435000 | PA      | $375157.05    | 0.20%             | 2029-12-15      | Fixed         | 5.00%                 | 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        |   1737450 | OU      | $50587.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WEATHERFORD INTL LTD                          | Weatherford International Ltd                                                                                            | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     15000 | PA      | $15300.66     | 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     | 0.01%             | 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        |    295000 | PA      | $212548.06    | 0.11%             | 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        |    225000 | PA      | $228768.64    | 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        |    445000 | PA      | $438854.55    | 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        |    210000 | PA      | $201818.40    | 0.11%             | 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        |    910000 | PA      | $780017.76    | 0.41%             | 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        |    215000 | PA      | $192493.80    | 0.10%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                   | Hertz Vehicle Financing LLC                                                                                              | CUSIP: 42806MBG3<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $267310.11    | 0.14%             | 2026-09-25      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                             | Chord Energy Corp                                                                                                        | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131480.55    | 0.07%             | 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        |    665000 | PA      | $601755.84    | 0.32%             | 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        |   2370000 | PA      | $2043923.55   | 1.08%             | 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        |     80000 | PA      | $69640.36     | 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        |    425000 | PA      | $377366.00    | 0.20%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATI INC                                       | ATI Inc                                                                                                                  | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    270000 | PA      | $238607.10    | 0.13%             | 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        |     55000 | PA      | $53905.55     | 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        |     55000 | PA      | $56610.81     | 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        |    555000 | PA      | $65212.50     | 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        |    265000 | PA      | $214842.87    | 0.11%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                      | iHeartCommunications Inc                                                                                                 | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    400000 | PA      | $368000.00    | 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        |    125000 | PA      | $124328.75    | 0.07%             | 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        |   5490000 | PA      | $3033960.99   | 1.60%             | 2030-12-01      | Fixed         | 4.62%                 | 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        |    490000 | PA      | $424281.32    | 0.22%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                      | EnLink Midstream Partners LP                                                                                             | CUSIP: 29336UAD9<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11367.43     | 0.01%             | 2045-04-01      | Fixed         | 5.05%                 | 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        |    336781 | PA      | $215472.20    | 0.11%             | 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        |    130000 | PA      | $118550.90    | 0.06%             | 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        |    410000 | PA      | $356700.00    | 0.19%             | 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        |    380000 | PA      | $299040.98    | 0.16%             | 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        |    875000 | PA      | $782727.30    | 0.41%             | 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        |    434000 | PA      | $425217.28    | 0.22%             | 2025-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                        | Goodyear Tire & Rubber Co/The                                                                                            | CUSIP: 382550AD3<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    320000 | PA      | $318499.20    | 0.17%             | 2028-03-15      | Fixed         | 7.00%                 | 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        |    420000 | PA      | $359994.60    | 0.19%             | 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        |    850000 | PA      | $553248.00    | 0.29%             | 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        |    650000 | PA      | $624649.88    | 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        |       778 | NS      | $890047.56    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                           | Travel + Leisure Co                                                                                                      | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4745.45      | 0.00%             | 2027-04-01      | Fixed         | 6.00%                 | 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        |     70000 | PA      | $63206.50     | 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        |    220000 | PA      | $188949.32    | 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        |    775000 | PA      | $744000.00    | 0.39%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                 | UniCredit SpA                                                                                                            | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    960000 | PA      | $779950.17    | 0.41%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $18528.00     | 0.01%             | 2025-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                           | NuStar Logistics LP                                                                                                      | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    330000 | PA      | $317239.96    | 0.17%             | 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        |   2040000 | PA      | $1316024.40   | 0.70%             | 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        |    484178 | PA      | $192993.19    | 0.10%             | 2044-03-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                | ANGI Group LLC                                                                                                           | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $192942.10    | 0.10%             | 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        |    529903 | PA      | $170151.85    | 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        |   1015000 | PA      | $724750.60    | 0.38%             | 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        |   1355000 | PA      | $1092658.45   | 0.58%             | 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        |    240000 | PA      | $153626.40    | 0.08%             | 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        |    355000 | PA      | $340799.95    | 0.18%             | 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        |    800000 | PA      | $472000.00    | 0.25%             | 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        |     96513 | PA      | $2171.54      | 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        |    605000 | PA      | $128871.05    | 0.07%             | 2026-01-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                             | General Motors Co                                                                                                        | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    180000 | PA      | $166415.12    | 0.09%             | 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        |    690000 | PA      | $640713.30    | 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        |     50000 | PA      | $48000.00     | 0.03%             | 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        |     50000 | PA      | $41356.50     | 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        |    335000 | PA      | $355535.50    | 0.19%             | 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        |    915000 | PA      | $438888.90    | 0.23%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                         | Melco Resorts Finance Ltd                                                                                                | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    610000 | PA      | $487749.90    | 0.26%             | 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        |    730000 | PA      | $741517.12    | 0.39%             | 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        |   2840000 | PA      | $2821055.16   | 1.49%             | 2023-02-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                            | KWG Group Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $81954.60     | 0.04%             | 2026-02-13      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                               | Madison IAQ LLC                                                                                                          | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    285000 | PA      | $195338.67    | 0.10%             | 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        |    325000 | PA      | $276250.00    | 0.15%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                              | Arches Buyer Inc                                                                                                         | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $88275.00     | 0.05%             | 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        |    570000 | PA      | $390415.80    | 0.21%             | 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        |    230000 | PA      | $202185.34    | 0.11%             | 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        |    120000 | PA      | $125074.60    | 0.07%             | 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        |    400000 | PA      | $326244.84    | 0.17%             | 2027-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                      | Telesat Canada / Telesat LLC                                                                                             | CUSIP: 87952VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    275000 | PA      | $126506.27    | 0.07%             | 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        |    780000 | PA      | $630511.16    | 0.33%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                           | AssuredPartners Inc                                                                                                      | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    255000 | PA      | $209873.78    | 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        |    630000 | PA      | $102129.30    | 0.05%             | 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        |    145000 | PA      | $134654.25    | 0.07%             | 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        |     95000 | PA      | $91969.55     | 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        |     50000 | PA      | $47697.93     | 0.03%             | 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        |    490000 | PA      | $451035.20    | 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        |    350000 | PA      | $33263.67     | 0.02%             | 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        |    435000 | PA      | $368902.69    | 0.19%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                 | DISH DBS Corp                                                                                                            | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $155831.98    | 0.08%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STRATHCONA RESOURCES                          | Strathcona Resources Ltd/Alberta                                                                                         | CUSIP: 86304TAA6<br>LEI: 549300YNIUISTSZMLF56 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $357633.86    | 0.19%             | 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        |    495000 | PA      | $433313.10    | 0.23%             | 2025-06-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                         | Continental Resources Inc/OK                                                                                             | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    770000 | PA      | $570329.92    | 0.30%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                          | Western Digital Corp                                                                                                     | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71876.69     | 0.04%             | 2032-02-01      | Fixed         | 3.10%                 | 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        |    380000 | PA      | $310138.16    | 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        |    285000 | PA      | $288495.87    | 0.15%             | 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        |    585000 | PA      | $326839.50    | 0.17%             | 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        |    225000 | PA      | $226552.50    | 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        |     65000 | PA      | $56192.50     | 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        |     90000 | PA      | $91593.89     | 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        |    530000 | PA      | $474208.38    | 0.25%             | 2045-12-15      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                        | General Motors Financial Co Inc                                                                                          | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    810000 | PA      | $681936.21    | 0.36%             | 2027-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                               | MARB BondCo PLC                                                                                                          | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $237951.01    | 0.13%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                             | Post Holdings Inc                                                                                                        | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    555000 | PA      | $478820.70    | 0.25%             | 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        |    590000 | PA      | $477900.00    | 0.25%             | 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        |    360000 | PA      | $316438.48    | 0.17%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                | NRG Energy Inc                                                                                                           | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    135000 | PA      | $126720.45    | 0.07%             | 2028-01-15      | Fixed         | 5.75%                 | 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        |    175000 | PA      | $159992.00    | 0.08%             | 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        |    200000 | PA      | $195000.00    | 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        |    230000 | PA      | $223295.50    | 0.12%             | 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        |    320000 | PA      | $301548.80    | 0.16%             | 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        |    250000 | PA      | $134455.48    | 0.07%             | 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        |    830000 | PA      | $792293.10    | 0.42%             | 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        |     90000 | PA      | $65655.90     | 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        |    415000 | PA      | $398400.00    | 0.21%             | 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        |    265000 | PA      | $225800.54    | 0.12%             | 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        |    355000 | PA      | $299137.20    | 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        |    195000 | PA      | $163273.50    | 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        |    445000 | PA      | $402063.51    | 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        |    265000 | PA      | $218463.35    | 0.12%             | 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        |    485000 | PA      | $363121.31    | 0.19%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Trust 2013-GC13                                                                                   | CUSIP: 36198EAY1<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $87808.24     | 0.05%             | 2046-07-10      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                       | DCP Midstream Operating LP                                                                                               | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    540000 | PA      | $536500.80    | 0.28%             | 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        |   3200000 | PA      | $1956560.83   | 1.03%             | 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        |    200000 | PA      | $150540.00    | 0.08%             | 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        |    525000 | PA      | $420371.63    | 0.22%             | 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        |    200000 | PA      | $14500.00     | 0.01%             | 2023-06-01      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                          | LifePoint Health Inc                                                                                                     | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    675000 | PA      | $381442.50    | 0.20%             | 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        |    340000 | PA      | $360400.00    | 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        |   1400000 | PA      | $1224300.00   | 0.65%             | 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        |   4345000 | PA      | $2722142.50   | 1.44%             | 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        |    465000 | PA      | $465000.00    | 0.25%             | 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        |    255000 | PA      | $199218.75    | 0.11%             | 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        |     95000 | PA      | $82887.50     | 0.04%             | 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        |    345000 | PA      | $271233.70    | 0.14%             | 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        |    167000 | PA      | $161154.47    | 0.09%             | 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     | 0.04%             | 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        |    265000 | PA      | $215153.50    | 0.11%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                       | Central China Real Estate Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $55962.00     | 0.03%             | 2024-08-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                      | Virgin Media Secured Finance PLC                                                                                         | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $210508.30    | 0.11%             | 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        |    255000 | PA      | $261086.13    | 0.14%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| BILIBILI INC                                  | Bilibili Inc                                                                                                             | CUSIP: 090040AF3<br>LEI: 5493008V60M52L3PIS45 | Long             | DBT              | CORP              | KY        |    315000 | PA      | $231525.00    | 0.12%             | 2026-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                           | Petroleos Mexicanos                                                                                                      | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    285000 | PA      | $206741.05    | 0.11%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                             | Iron Mountain Inc                                                                                                        | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    740000 | PA      | $645428.00    | 0.34%             | 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        |    250000 | PA      | $205485.00    | 0.11%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                              | Altice France SA/France                                                                                                  | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1285000 | PA      | $966205.65    | 0.51%             | 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        |    400000 | PA      | $45456.00     | 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        |    285000 | PA      | $196544.55    | 0.10%             | 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        |    310000 | PA      | $275559.00    | 0.15%             | 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        |   2235000 | PA      | $2042691.30   | 1.08%             | 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        |    320000 | PA      | $263925.33    | 0.14%             | 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        |    185000 | PA      | $141275.35    | 0.07%             | 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        |    325000 | PA      | $281651.50    | 0.15%             | 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        |    270000 | PA      | $222001.25    | 0.12%             | 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        |    445000 | PA      | $378405.75    | 0.20%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                      | First Quantum Minerals Ltd                                                                                               | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    460000 | PA      | $450001.90    | 0.24%             | 2024-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                           | Resideo Funding Inc                                                                                                      | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    265000 | PA      | $214265.75    | 0.11%             | 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        |    195000 | PA      | $145957.50    | 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        |    505000 | PA      | $485536.82    | 0.26%             | 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        |   1170000 | PA      | $877431.79    | 0.46%             | 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        |    110000 | PA      | $118448.64    | 0.06%             | 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        |   2365000 | PA      | $1606311.74   | 0.85%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clarivate PLC                                 | Clarivate PLC                                                                                                            | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |       265 | NS      | $2210.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                      | Builders FirstSource Inc                                                                                                 | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    315000 | PA      | $279114.89    | 0.15%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                  | Ecopetrol SA                                                                                                             | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    205000 | PA      | $156587.17    | 0.08%             | 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        |    150000 | PA      | $117742.50    | 0.06%             | 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        |    185000 | PA      | $135088.12    | 0.07%             | 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        |    225000 | PA      | $209303.99    | 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        |    255000 | PA      | $203018.28    | 0.11%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                 | TransDigm Inc                                                                                                            | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608874.00    | 0.32%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LIGADO NETWORKS LLC                           | Ligado Networks LLC                                                                                                      | CUSIP: 53225HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    209057 | PA      | $19916.86     | 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        |    260000 | PA      | $211653.68    | 0.11%             | 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        |    145000 | PA      | $110352.45    | 0.06%             | 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        |    130000 | PA      | $108748.63    | 0.06%             | 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        |    670000 | PA      | $599541.46    | 0.32%             | 2034-07-20      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                      | Radiate Holdco LLC / Radiate Finance Inc                                                                                 | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $201127.20    | 0.11%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| S-JETS Limited                                | S-Jets 2017-1 Ltd                                                                                                        | CUSIP: 784309AA4<br>LEI: 635400FR77IW5YEET913 | Long             | ABS-O            | CORP              | BM        |    156484 | PA      | $121276.80    | 0.06%             | 2042-08-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                      | Telenet Finance Luxembourg Notes Sarl                                                                                    | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $540084.00    | 0.29%             | 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    | 0.07%             | 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        |    530000 | PA      | $453150.00    | 0.24%             | 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        |   1080000 | PA      | $1080756.00   | 0.57%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                  | Navient Corp                                                                                                             | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    620000 | PA      | $542756.06    | 0.29%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                    | Elastic NV                                                                                                               | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    540000 | PA      | $436158.00    | 0.23%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                              | CSC Holdings LLC                                                                                                         | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    280000 | PA      | $228900.00    | 0.12%             | 2029-02-01      | Fixed         | 6.50%                 | 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        |    255000 | PA      | $198815.19    | 0.11%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                       | ATI Inc                                                                                                                  | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    325000 | PA      | $310792.72    | 0.16%             | 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        |    300000 | PA      | $234000.00    | 0.12%             | 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        |    310000 | PA      | $227850.00    | 0.12%             | 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        |    195000 | PA      | $180776.70    | 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        |    170000 | PA      | $158597.03    | 0.08%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL INTL BV                         | Clear Channel International BV                                                                                           | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    230000 | PA      | $219466.96    | 0.12%             | 2025-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                           | Medline Borrower LP                                                                                                      | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    460000 | PA      | $365364.20    | 0.19%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Trust 2011-GC5                                                                                    | CUSIP: 36191YAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    935000 | PA      | $387186.31    | 0.20%             | 2044-08-10      | Variable      | 5.15%                 | 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        |    445000 | PA      | $23362.50     | 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        |    925000 | PA      | $706029.77    | 0.37%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                               | Cemex SAB de CV                                                                                                          | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    320000 | PA      | $295683.20    | 0.16%             | 2026-06-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                         | Bausch Health Cos Inc                                                                                                    | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1945000 | PA      | $1237101.36   | 0.65%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                         | Tenet Healthcare Corp                                                                                                    | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    215000 | PA      | $206509.65    | 0.11%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                      | Jaguar Land Rover Automotive PLC                                                                                         | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $141641.22    | 0.07%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                               | Sands China Ltd                                                                                                          | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1070000 | PA      | $940294.60    | 0.50%             | 2030-06-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                      | NCR Corp                                                                                                                 | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20625.00     | 0.01%             | 2030-10-01      | Fixed         | 5.25%                 | 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        |    530000 | PA      | $477279.84    | 0.25%             | 2034-10-15      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| COTY INC                                      | Coty Inc                                                                                                                 | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    240000 | PA      | $227585.28    | 0.12%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                                 | PPM CLO 5 Ltd                                                                                                            | CUSIP: 69356VAA4<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | ABS-CBDO         | CORP              | KY        |    275000 | PA      | $230329.83    | 0.12%             | 2034-10-18      | Floating      | 10.69%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                | NRG Energy Inc                                                                                                           | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    190000 | PA      | $142699.50    | 0.08%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                          | Commercial Metals Co                                                                                                     | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $309699.81    | 0.16%             | 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        |    335000 | PA      | $297266.02    | 0.16%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Transocean Proteus Ltd                        | Transocean Proteus Ltd                                                                                                   | CUSIP: 893829AA9<br>LEI: 5493000CTMQ2LH21VM89 | Long             | DBT              | CORP              | KY        |     54000 | PA      | $53193.96     | 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        |     65000 | PA      | $49310.86     | 0.03%             | 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        |    170000 | PA      | $141839.08    | 0.07%             | 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        |    655000 | PA      | $739497.95    | 0.39%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                | Bombardier Inc                                                                                                           | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1335000 | PA      | $1295236.14   | 0.68%             | 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        |    325000 | PA      | $200698.75    | 0.11%             | 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        |    205000 | PA      | $170073.38    | 0.09%             | 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        |    545000 | PA      | $540941.90    | 0.29%             | 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        |    100000 | PA      | $93102.50     | 0.05%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                    | Carvana Co                                                                                                               | CUSIP: 146869AF9<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    480000 | PA      | $190167.74    | 0.10%             | 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        |     20000 | PA      | $15709.40     | 0.01%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                         | Melco Resorts Finance Ltd                                                                                                | CUSIP: 58547DAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    200000 | PA      | $166543.84    | 0.09%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                      | Western Midstream Operating LP                                                                                           | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73400.00     | 0.04%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IHS NETHERLANDS HOLDCO                        | IHS Netherlands Holdco BV                                                                                                | CUSIP: 000000000<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $197833.50    | 0.10%             | 2027-09-18      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                | Wynn Macau Ltd                                                                                                           | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    290000 | PA      | $234636.10    | 0.12%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                      | Installed Building Products Inc                                                                                          | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134871.85    | 0.07%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                      | iHeartCommunications Inc                                                                                                 | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    840000 | PA      | $684045.60    | 0.36%             | 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        |    280000 | PA      | $241771.60    | 0.13%             | 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        |   1645000 | PA      | $1501687.60   | 0.79%             | 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        |    400000 | PA      | $54084.00     | 0.03%             | 2026-06-01      | Fixed         | 11.65%                | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                           | Petroleos Mexicanos                                                                                                      | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    365000 | PA      | $276249.52    | 0.15%             | 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        |    416428 | PA      | $86392.15     | 0.05%             | 2027-07-11      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                | Morgan Stanley Capital I Trust 2011-C2                                                                                   | CUSIP: 617459AK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $206061.08    | 0.11%             | 2044-06-15      | Variable      | 5.21%                 | 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        |    540000 | PA      | $488700.00    | 0.26%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                | Wynn Macau Ltd                                                                                                           | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    415000 | PA      | $354447.35    | 0.19%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                      | Nexstar Media Inc                                                                                                        | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105496.11    | 0.06%             | 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        |    195000 | PA      | $183510.10    | 0.10%             | 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        |    180000 | PA      | $167581.22    | 0.09%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                           | Travel + Leisure Co                                                                                                      | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    365000 | PA      | $357065.51    | 0.19%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                 | Wolfspeed Inc                                                                                                            | CUSIP: 977852AC6<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76542.50     | 0.04%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                           | Travel + Leisure Co                                                                                                      | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    345000 | PA      | $286098.28    | 0.15%             | 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        |    165000 | PA      | $121806.52    | 0.06%             | 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        |    255000 | PA      | $237369.38    | 0.13%             | 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        |    925000 | PA      | $746847.79    | 0.39%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                                                         | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $130427.06    | 0.07%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                         | Freedom Mortgage Corp                                                                                                    | CUSIP: 35640YAF4<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    490000 | PA      | $408721.55    | 0.22%             | 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        |    330000 | PA      | $282123.92    | 0.15%             | 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        |    415000 | PA      | $411887.50    | 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        |    335000 | PA      | $311171.45    | 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        |    435000 | PA      | $349252.80    | 0.18%             | 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        |    145000 | PA      | $119282.80    | 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        |    440000 | PA      | $373184.57    | 0.20%             | 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     | 0.02%             | 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    | 0.08%             | 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        |     80000 | PA      | $74634.80     | 0.04%             | 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        |    450000 | PA      | $329508.46    | 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        |    190000 | PA      | $71255.70     | 0.04%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                | NRG Energy Inc                                                                                                           | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92687.70     | 0.05%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLARIVATE PLC                                 | Clarivate PLC                                                                                                            | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EP               | CORP              | JE        |     11038 | NS      | $418119.44    | 0.22%             |  |  |  | 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        |    290000 | PA      | $236561.70    | 0.12%             | 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        |    265000 | PA      | $225245.37    | 0.12%             | 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        |    865000 | PA      | $1038865.00   | 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        |   1330000 | PA      | $1429165.90   | 0.76%             | 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     | 0.04%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                               | Sands China Ltd                                                                                                          | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    205000 | PA      | $167475.18    | 0.09%             | 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        |    265000 | PA      | $196786.35    | 0.10%             | 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        |    130000 | PA      | $96860.20     | 0.05%             | 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        |     95000 | PA      | $71209.63     | 0.04%             | 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        |    395000 | PA      | $398629.90    | 0.21%             | 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        |    485000 | PA      | $413228.40    | 0.22%             | 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        |   2605000 | PA      | $2466991.27   | 1.30%             | 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        |    315000 | PA      | $300284.39    | 0.16%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                    | Carvana Co                                                                                                               | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    275000 | PA      | $105946.83    | 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        |   1120000 | PA      | $952510.82    | 0.50%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust              | WFRBS Commercial Mortgage Trust 2011-C4                                                                                  | CUSIP: 92936CAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $164861.18    | 0.09%             | 2044-06-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                   | Netflix Inc                                                                                                              | CUSIP: 64110LAL0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    305000 | PA      | $308843.00    | 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        |    675000 | PA      | $569733.75    | 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        |    175000 | PA      | $161602.00    | 0.09%             | 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        |    175000 | PA      | $123812.50    | 0.07%             | 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        |    210000 | PA      | $193200.00    | 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        |    475000 | PA      | $478293.52    | 0.25%             | 2027-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust                | Starwood Retail Property Trust 2014-STAR                                                                                 | CUSIP: 85571XAA5<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |    106361 | PA      | $73654.99     | 0.04%             | 2027-11-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER                       | ModivCare Escrow Issuer Inc                                                                                              | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $109629.00    | 0.06%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                      | Shimao Group Holdings Ltd                                                                                                | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    205000 | PA      | $36695.00     | 0.02%             | 2031-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                       | Park River Holdings Inc                                                                                                  | CUSIP: 70082LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $273021.12    | 0.14%             | 2029-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ARDONAGH MIDCO 2 PLC                          | Ardonagh Midco 2 PLC                                                                                                     | CUSIP: 03985RAA1<br>LEI: 9845003AD1386OH58D80 | Long             | DBT              | CORP              | GB        |    339426 | PA      | $320655.74    | 0.17%             | 2027-01-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                      | Agile Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $185072.00    | 0.10%             | 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        |    265000 | PA      | $230735.18    | 0.12%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                          | Cleveland-Cliffs Inc                                                                                                     | CUSIP: 185899AG6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    565000 | PA      | $566412.50    | 0.30%             | 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        |    865000 | PA      | $825132.15    | 0.44%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                      | EQT Corp                                                                                                                 | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39785.07     | 0.02%             | 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        |   2225000 | PA      | $2202213.24   | 1.16%             | 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        |    275000 | PA      | $189411.75    | 0.10%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                 | Aircastle Ltd                                                                                                            | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    155000 | PA      | $119350.00    | 0.06%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                       | Darling Ingredients Inc                                                                                                  | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63537.50     | 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        |     99000 | PA      | $82798.81     | 0.04%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                        | CFLD Cayman Investment Ltd                                                                                               | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |    205000 | PA      | $24373.73     | 0.01%             | 2022-09-28      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                       | Zhenro Properties Group Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |    820000 | PA      | $41057.40     | 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        |     60000 | PA      | $59708.37     | 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        |    245000 | PA      | $240710.52    | 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        |    275000 | PA      | $228250.00    | 0.12%             | 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        |   1845000 | PA      | $1851350.03   | 0.98%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $54152.00     | 0.03%             | 2025-04-16      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                 | TransDigm Inc                                                                                                            | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9390.50      | 0.00%             | 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        |     55000 | PA      | $55412.50     | 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        |    295000 | PA      | $253729.50    | 0.13%             | 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        |    360000 | PA      | $285277.71    | 0.15%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                       | Central China Real Estate Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    205000 | PA      | $73312.10     | 0.04%             | 2023-08-27      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                              | Boyd Gaming Corp                                                                                                         | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    350000 | PA      | $304500.00    | 0.16%             | 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        |    340000 | PA      | $320676.10    | 0.17%             | 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        |    645000 | PA      | $625662.57    | 0.33%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                        | Comstock Resources Inc                                                                                                   | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    255000 | PA      | $230137.50    | 0.12%             | 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        |    400000 | PA      | $326892.00    | 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        |   1360000 | PA      | $1025490.52   | 0.54%             | 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        |     50000 | PA      | $55200.00     | 0.03%             | 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        |    750000 | PA      | $719295.46    | 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        |    310000 | PA      | $286663.20    | 0.15%             | 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        |    300000 | PA      | $248391.00    | 0.13%             | 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        |    155000 | PA      | $122093.50    | 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        |     11343 | NS      | $3629.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                               | T-Mobile US Inc                                                                                                          | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       485 | NS      | $67900.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                          | Targa Resources Corp                                                                                                     | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    495000 | PA      | $485165.29    | 0.26%             | 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    | 0.11%             | 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        |    130000 | PA      | $120520.40    | 0.06%             | 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        |    990000 | PA      | $941371.20    | 0.50%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc                                                                                                             | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    575000 | PA      | $506770.88    | 0.27%             | 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        |     70000 | PA      | $53680.48     | 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        |    355000 | PA      | $195250.00    | 0.10%             | 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        |    185000 | PA      | $155405.41    | 0.08%             | 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        |    315000 | PA      | $287168.48    | 0.15%             | 2026-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                           | COMM 2012-CCRE3 Mortgage Trust                                                                                           | CUSIP: 12624PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $351619.34    | 0.19%             | 2045-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                      | Occidental Petroleum Corp                                                                                                | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94643.75     | 0.05%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                        | VICI Properties LP / VICI Note Co Inc                                                                                    | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    165000 | PA      | $158193.75    | 0.08%             | 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        |    905000 | PA      | $931235.95    | 0.49%             | 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        |    535000 | PA      | $476323.88    | 0.25%             | 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        |    395000 | PA      | $379321.75    | 0.20%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                       | Alcoa Nederland Holding BV                                                                                               | CUSIP: 013822AE1<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    405000 | PA      | $390282.60    | 0.21%             | 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        |    610000 | PA      | $82734.30     | 0.04%             | 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        |    180000 | PA      | $95148.00     | 0.05%             | 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        |     25233 | NS      | $24.73        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                          | YPF SA                                                                                                                   | CUSIP: 984245AQ3<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    465000 | PA      | $329415.30    | 0.17%             | 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        |    220000 | PA      | $191930.20    | 0.10%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BEAUTY HEALTH CO/THE                          | Beauty Health Co/The                                                                                                     | CUSIP: 88331LAA6<br>LEI: 5493001Z2JZQT4C63C50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37800.00     | 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        |    205000 | PA      | $171175.00    | 0.09%             | 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        |    150000 | PA      | $111399.69    | 0.06%             | 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        |    331600 | PA      | $281860.00    | 0.15%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                  | Novelis Corp                                                                                                             | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    785000 | PA      | $695953.53    | 0.37%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                      | Ford Motor Credit Co LLC                                                                                                 | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184281.00    | 0.10%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                            | VICI Properties LP                                                                                                       | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    560000 | PA      | $543103.65    | 0.29%             | 2025-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                      | Western Midstream Operating LP                                                                                           | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    190000 | PA      | $156522.00    | 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        |    240000 | PA      | $230397.74    | 0.12%             | 2025-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                   | Netflix Inc                                                                                                              | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92150.00     | 0.05%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Altice USA Inc                                | Altice USA Inc                                                                                                           | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     68328 | NS      | $314308.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                         | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                    | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1313886.00   | 0.69%             | 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        |    135000 | PA      | $113707.96    | 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        |    275000 | PA      | $250152.93    | 0.13%             | 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        |     22710 | NS      | $81.30        | 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        |    310000 | PA      | $2325.00      | 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        |    785000 | PA      | $736996.59    | 0.39%             | 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        |    280000 | PA      | $252711.20    | 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        |    365000 | PA      | $343435.80    | 0.18%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                      | EQM Midstream Partners LP                                                                                                | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    575000 | PA      | $563074.50    | 0.30%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                          | Times China Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    205000 | PA      | $33314.55     | 0.02%             | 2027-01-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                        | Telecom Italia Capital SA                                                                                                | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $75570.00     | 0.04%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                          | Chart Industries Inc                                                                                                     | CUSIP: 000000000<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216137.35    | 0.11%             | 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        |     90153 | PA      | $56359.82     | 0.03%             | 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        |    690000 | PA      | $573938.55    | 0.30%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer