# EDGAR Filing Document

**Accession Number:** 0000917469
**File Stem:** 0001410368-25-031119
**Filing Date:** 2025-11
**Character Count:** 192988
**Document Hash:** 572b6250024e8ee509622cc86d48d3ba
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-031119.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001410368-25-031119

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20250930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08282
- **FILM NUMBER:** 251522581

**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           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

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

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $299463753.17

**Total Liabilities:** $7546007.77

**Net Assets:** $291917745.40

**Cash Not Reported:** $91235.44

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2.18000000 | **1-Year:** -33.86000000 | **5-Year:** -193.60000000 | **10-Year:** -317.13000000 | **30-Year:** -74.08000000

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

- **3-Month:** -629.17000000 | **1-Year:** -21194.37000000 | **5-Year:** -56376.71000000 | **10-Year:** -15952.97000000 | **30-Year:** -1890.59000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018129 | 0.81%                | 1.71%                | 0.92%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $694933.75               | $200747.17                                 |
| Month 2  | $377017.72               | $2833647.85                                |
| Month 3  | $-803713.42              | $2052057.54                                |

**Designated Index Information**

- **Index Name:** Fund's Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                          | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JANE STREET GRP/JSG FIN                       | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $799748.42    | 0.27%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                          | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    420000 | PA      | $424018.98    | 0.15%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                     | Ball Corp                                                                        | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4598907.59   | 1.58%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hercules LLC                                  | Hercules LLC                                                                     | CUSIP: 427056AU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    805000 | PA      | $808083.15    | 0.28%             | 2029-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                       | JPMorgan Chase Bank NA                                                           | CUSIP: 4662AA612<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |     12542 | PA      | $486346.40    | 0.17%             | 2026-04-23      | Fixed         | 16.22%                | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                        | CFLD Cayman Investment Ltd                                                       | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |     49972 | PA      | $1235.31      | 0.00%             | 2031-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                          | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    855000 | PA      | $839344.95    | 0.29%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       957 | NS      | $226809.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                     | United Parcel Service Inc                                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1725 | NS      | $144089.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C3                     | CUSIP: 46635TAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465000 | PA      | $438933.54    | 0.15%             | 2046-02-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                             | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    205000 | PA      | $216942.69    | 0.07%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    154107 | PA      | $2889.51      | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                      | Discovery Communications LLC                                                     | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1127042.84   | 0.39%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                                    | Rubrik Inc                                                                       | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78897.00     | 0.03%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                              | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    850000 | PA      | $867282.20    | 0.30%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                         | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    535000 | PA      | $540943.32    | 0.19%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                             | Rakuten Group Inc                                                                | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $224892.96    | 0.08%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                      | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30360.75     | 0.01%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                          | Commercial Metals Co                                                             | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    370000 | PA      | $344922.55    | 0.12%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| China Evergrande Group                        | China Evergrande Group                                                           | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $2750.00      | 0.00%             | 2025-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                        | Northern Oil & Gas Inc                                                           | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39058.50     | 0.01%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                      | HAH Group Holding Co LLC                                                         | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |    975000 | PA      | $926326.51    | 0.32%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                       | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      1914 | PA      | $468826.24    | 0.16%             | 2026-02-20      | Fixed         | 12.92%                | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                      | Genting New York LLC / GENNY Capital Inc                                         | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1678561.74   | 0.58%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    184929 | PA      | $2542.77      | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QXO INC                                       | QXO Inc                                                                          | CUSIP: 82846H504<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EP               | CORP              | US        |       400 | NS      | $21996.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HLD                               | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144033.51    | 0.05%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                | Ziff Davis Inc                                                                   | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |   2087000 | PA      | $1966972.25   | 0.67%             | 2030-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                 | Truist Insurance Holdings LLC 2nd Lien Term Loan                                 | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    557379 | PA      | $566960.76    | 0.19%             | 2032-05-06      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                      | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   1729000 | PA      | $1730202.71   | 0.59%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                            | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       666 | NS      | $157422.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                             | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    295000 | PA      | $275603.52    | 0.09%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                             | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       396 | NS      | $73426.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORP                             | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2821730.53   | 0.97%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                      | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1579899.50   | 0.54%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                        | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       482 | NS      | $166434.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS INC                                  | Entegris Inc                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38016.80     | 0.01%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                      | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    661380 | PA      | $36865.32     | 0.01%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                        | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1124070.22   | 0.39%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                             | Post Holdings Inc                                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1742256.60   | 0.60%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                         | Molina Healthcare Inc                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1120672.35   | 0.38%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                         | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1100776.32   | 0.38%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                 | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284652.78    | 0.10%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CORPORACION GEO SA DE CV                      | Corp GEO SAB de CV                                                               | CUSIP: 21986VAC9<br>LEI: 54930004KSSRAZ2P6765 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $2.00         | 0.00%             | 2022-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| INTESA SANPAOLO SPA                           | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $338908.00    | 0.12%             | 2042-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                             | Clean Harbors Inc                                                                | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94920.31     | 0.03%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                        | Guidewire Software Inc                                                           | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     61000 | PA      | $70944.40     | 0.02%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FIRST ADVANTAGE HOLDINGS LLC                  | First Advantage Holdings LLC 2025 Repriced Term Loan B                           | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |   1321120 | PA      | $1286030.82   | 0.44%             | 2031-10-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                 | Amphenol Corp                                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       490 | NS      | $60637.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                       | United Rentals North America Inc                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1362268.80   | 0.47%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                      | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1090000 | PA      | $1155209.25   | 0.40%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                           | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    255000 | PA      | $262470.48    | 0.09%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     92464 | PA      | $1964.86      | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                          | Commercial Metals Co                                                             | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    880000 | PA      | $830519.89    | 0.28%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WIX LTD                                       | Wix.com Ltd                                                                      | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |     25000 | PA      | $27300.00     | 0.01%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                         | Transocean Aquila Ltd                                                            | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    242231 | PA      | $249164.87    | 0.09%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                      | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $542600.00    | 0.19%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                       | United Rentals North America Inc                                                 | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    630000 | PA      | $602594.12    | 0.21%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                           | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    665000 | PA      | $517037.50    | 0.18%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                            | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1442639.70   | 0.49%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Trust 2014-GC22                                           | CUSIP: 36253BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $32132.86     | 0.01%             | 2047-06-10      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                        | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1516035.09   | 0.52%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                      | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1604940.97   | 0.55%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                      | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      6050 | PA      | $253.43       | 0.00%             | 2031-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                    | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       833 | NS      | $192872.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON COMM                          | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    345000 | PA      | $349813.10    | 0.12%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                         | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1232539.83   | 0.42%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                        | Northern Oil & Gas Inc                                                           | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1166236.85   | 0.40%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                       | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      1390 | PA      | $478027.75    | 0.16%             | 2026-01-06      | Fixed         | 16.04%                | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                  | Fibercop SpA                                                                     | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     94000 | PA      | $89597.20     | 0.03%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOG                | SEAGATE DATA STOR                                                                | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    140000 | PA      | $148204.28    | 0.05%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                               | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1964139.75   | 0.67%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                        | First Brands Group LLC 2021 Term Loan                                            | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    278000 | PA      | $97797.62     | 0.03%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                         | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1299984.22   | 0.45%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                         | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    565000 | PA      | $637720.18    | 0.22%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Battalion Oil Corp                            | Battalion Oil Corp                                                               | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |      2801 | NS      | $3389.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                       | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    150000 | PA      | $147352.50    | 0.05%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                         | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       151 | NS      | $139770.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    290733 | PA      | $5451.24      | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                 | CommScope Inc 2024 Term Loan                                                     | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |   1728164 | PA      | $1747606.08   | 0.60%             | 2029-12-17      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                      | AmeriTex HoldCo Intermediate LLC                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1764136.52   | 0.60%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    150572 | PA      | $22209.37     | 0.01%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                             | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    780000 | PA      | $754594.44    | 0.26%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals Holdings Ltd           | Dechra Pharmaceuticals Holdings Ltd USD Term Loan B                              | CUSIP: 24343EAB1<br>LEI: 254900O65L5G9CGTAS28 | Long             | LON              | CORP              | US        |    855635 | PA      | $856884.37    | 0.29%             | 2032-01-27      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| GrafTech Finance Inc                          | GrafTech Finance Inc 2024 Delayed Draw Term Loan                                 | CUSIP: 000000000<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |    312667 | PA      | $317513.40    | 0.11%             | 2029-12-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    259911 | PA      | $2924.00      | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                 | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   5180457 | PA      | $5699383.38   | 1.95%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC                         | Euronet Worldwide Inc                                                            | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36195.00     | 0.01%             | 2030-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    284000 | PA      | $274457.27    | 0.09%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                   | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     11746 | NS      | $636163.36    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAIC HOLDINGS INC                            | Osaic Holdings Inc                                                               | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1155582.66   | 0.40%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                 | TransDigm Inc                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    630000 | PA      | $617382.86    | 0.21%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                             | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    345000 | PA      | $341193.50    | 0.12%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                          | Williams Cos Inc/The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      2924 | NS      | $185235.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGREEN ACQCO 1 LP                          | EVERGREEN ACQCO 1 LP 2025 TERM LOAN B                                            | CUSIP: 30015FAJ5<br>LEI: 549300F6POVHG3ME8T95 | Long             | LON              | CORP              | US        |    725000 | PA      | $725000.00    | 0.25%             | 2032-09-17      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                 | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    235000 | PA      | $224990.60    | 0.08%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $33083.77     | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 2YR NOTE (CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       108 | NC      | $11675.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech Finance Inc                          | GrafTech Finance Inc 2024 Term Loan                                              | CUSIP: 000000000<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |    547167 | PA      | $555648.44    | 0.19%             | 2029-12-21      | Floating      | 10.16%                | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                      | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    725000 | PA      | $737760.00    | 0.25%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                  | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAQ2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    795000 | PA      | $536426.25    | 0.18%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                          | Dotdash Meredith Inc                                                             | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1119491.00   | 0.38%             | 2032-06-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                             | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80744.72     | 0.03%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                 | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $412215.20    | 0.14%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                      | iHeartCommunications Inc                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    382750 | PA      | $317938.94    | 0.11%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                  | Comcast Corp                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      6688 | NS      | $210136.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSAN MOTOR CO                               | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $188416.98    | 0.06%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                      | Lyft Inc                                                                         | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |     21000 | PA      | $25336.50     | 0.01%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Trust 2011-GC5                                            | CUSIP: 36191YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $96974.08     | 0.03%             | 2044-08-10      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bills                                                              | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   6305000 | PA      | $6284408.69   | 2.15%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                        | Tyler Technologies Inc                                                           | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |     41000 | PA      | $44997.50     | 0.02%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                  | Moody's Corp                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       137 | NS      | $65277.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Russell Investments US Inst'l Holdco Inc      | Russell Investments US Inst'l Holdco Inc 2024 PIK Term Loan                      | CUSIP: 78249LAE0<br>LEI: 5493008YG7V0FQCJQI74 | Long             | LON              | CORP              | US        |    808086 | PA      | $772732.06    | 0.26%             | 2027-05-30      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                           | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1027042.31   | 0.35%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 5YR NOTE (CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -101 | NC      | $22115.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGPIN INTERMEDIATE HO                       | Kingpin Intermediate Holdings LLC                                                | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1610547.66   | 0.55%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    116395 | PA      | $3280.01      | 0.00%             | 2029-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $904352.74    | 0.31%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                       | Zhenro Properties Group Ltd                                                      | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $525.00       | 0.00%             | 2026-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| China Evergrande Group                        | China Evergrande Group                                                           | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $2750.00      | 0.00%             | 2022-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                         | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2671073.10   | 0.92%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Corteva Inc                                   | Corteva Inc                                                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      1802 | NS      | $121869.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Retail Property Trust                | Starwood Retail Property Trust 2014-STAR                                         | CUSIP: 85571XAQ0<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $3200.00      | 0.00%             | 2027-11-15      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| CME Group Inc                                 | CME Group Inc                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       604 | NS      | $163194.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                              | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1916795.77   | 0.66%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                             | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    630000 | PA      | $708412.82    | 0.24%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US LONG BOND(CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -13 | NC      | $-31713.68    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                  | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       815 | NS      | $198126.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                    | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    745000 | PA      | $682344.19    | 0.23%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                     | Itron Inc                                                                        | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |     51000 | PA      | $58446.00     | 0.02%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                             | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    935000 | PA      | $988983.16    | 0.34%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                       | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    655000 | PA      | $650476.05    | 0.22%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                               | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        83 | NS      | $80351.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC                                  | DoorDash Inc                                                                     | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |     52000 | PA      | $59098.00     | 0.02%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                           | Elevance Health Inc                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       530 | NS      | $171253.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                      | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    205000 | PA      | $194009.95    | 0.07%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                     | Bausch & Lomb Corporation 2025 Term Loan B                                       | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   1810692 | PA      | $1809189.13   | 0.62%             | 2031-01-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                           | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    880000 | PA      | $850183.14    | 0.29%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                | Transocean International Ltd                                                     | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     45000 | PA      | $44937.43     | 0.02%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                       | Procter & Gamble Co/The                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1087 | NS      | $167017.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     75104 | PA      | $11265.60     | 0.00%             | 2026-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     61642 | PA      | $1386.95      | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                    | Evergy Inc                                                                       | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     31000 | PA      | $38951.50     | 0.01%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                         | Mineral Resources Ltd                                                            | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    175000 | PA      | $178376.46    | 0.06%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                          | Lockheed Martin Corp                                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       226 | NS      | $112821.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                       | Central China Real Estate Ltd                                                    | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    205000 | PA      | $6221.75      | 0.00%             | 2025-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                     | MSBAM Commercial Mortgage Securities Trust 2012-CKSV                             | CUSIP: 553514AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $175171.00    | 0.06%             | 2030-10-15      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                     | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    770000 | PA      | $791023.31    | 0.27%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bills                                                              | CUSIP: 912797QZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1466600 | PA      | $1454312.72   | 0.50%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                        | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3290000 | PA      | $3156975.43   | 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        |    540000 | PA      | $521184.24    | 0.18%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                   | Royal Caribbean Cruises Ltd                                                      | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |       139 | NS      | $44977.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                      | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    185000 | PA      | $166689.60    | 0.06%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                           | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1718022.02   | 0.59%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       456 | NS      | $236185.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INT                      | Science Applications International Corp                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1194370.81   | 0.41%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $433295.55    | 0.15%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.      | Project Alpha Intermediate Holding Inc 2024 1st Lien Term Loan B                 | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    426185 | PA      | $427152.62    | 0.15%             | 2030-10-26      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| CG-CCRE Commercial Mortgage Trust             | CG-CCRE Commercial Mortgage Trust 2014-FL2                                       | CUSIP: 12528PAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320265 | PA      | $65878.60     | 0.02%             | 2031-11-15      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                 | Carnival Corp                                                                    | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     20000 | PA      | $44668.70     | 0.02%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                     | Packaging Corp of America                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       990 | NS      | $215750.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC / NEW RED FIN                      | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1540000 | PA      | $1503114.84   | 0.51%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                  | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    880000 | PA      | $884217.84    | 0.30%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                           | Travel + Leisure Co                                                              | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5071.67      | 0.00%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                      | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $654647.40    | 0.22%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                             | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    205000 | PA      | $211258.86    | 0.07%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    428000 | PA      | $427563.15    | 0.15%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust              | WFRBS Commercial Mortgage Trust 2011-C3                                          | CUSIP: 92935VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158612 | PA      | $57100.27     | 0.02%             | 2044-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                       | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146049.68    | 0.05%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    226953 | PA      | $34042.95     | 0.01%             | 2029-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                       | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |    605000 | PA      | $642850.01    | 0.22%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                   | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2321391.79   | 0.80%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                         | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    640000 | PA      | $665612.27    | 0.23%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                 | DISH DBS Corp                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1956141.48   | 0.67%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                   | Datadog Inc                                                                      | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80190.00     | 0.03%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    106874 | PA      | $16065.30     | 0.01%             | 2030-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                 | Wolfspeed Inc                                                                    | CUSIP: 977852AD4<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $463500.00    | 0.16%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                           | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    545000 | PA      | $559729.97    | 0.19%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                      | SGUS LLC                                                                         | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1932778 | PA      | $1821983.45   | 0.62%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                      | iHeartCommunications Inc                                                         | CUSIP: 45174HBK2<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    264000 | PA      | $207366.72    | 0.07%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                 | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $901674.74    | 0.31%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $130055.07    | 0.04%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                            | KWG Group Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $13049.40     | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                     | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |       146 | NS      | $69350.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    154107 | PA      | $2889.51      | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                      | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2877000 | PA      | $2636051.25   | 0.90%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Garmin Ltd                                    | Garmin Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       301 | NS      | $74112.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                         | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1147151.16   | 0.39%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                | Cloudflare Inc                                                                   | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     22000 | PA      | $24981.00     | 0.01%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOVA LTD                                      | Nova Ltd                                                                         | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |     32000 | PA      | $38468.61     | 0.01%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                         | Civitas Resources Inc                                                            | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1983297.54   | 0.68%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FRESHPET INC                                  | Freshpet Inc                                                                     | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |     23000 | PA      | $25852.00     | 0.01%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                         | Teva Pharmaceutical Finance Co LLC                                               | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    390000 | PA      | $408361.20    | 0.14%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                         | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    295000 | PA      | $309204.25    | 0.11%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US ULTRA BOND CBT DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -9 | NC      | $-27644.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC                               | Yum! Brands Inc                                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    290000 | PA      | $281768.73    | 0.10%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                 | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    800000 | PA      | $822735.19    | 0.28%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                      | Apollo Global Management Inc                                                     | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |       650 | NS      | $45682.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC                               | Yum! Brands Inc                                                                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1036453.78   | 0.36%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                         | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1263151.48   | 0.43%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                              | Exxon Mobil Corp                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      1511 | NS      | $170365.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMES CHINA HLDG LTD                          | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    630000 | PA      | $21105.00     | 0.01%             | 2026-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    785000 | PA      | $783383.84    | 0.27%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                      | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1779879.81   | 0.61%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | Barclays Bank PLC                                                                | CUSIP: 06748N566<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |       371 | PA      | $359429.50    | 0.12%             | 2025-11-14      | Fixed         | 12.27%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $684323.48    | 0.23%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust                | Starwood Retail Property Trust 2014-STAR                                         | CUSIP: 85571XAS6<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $1750.00      | 0.00%             | 2027-11-15      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                       | BNP Paribas Issuance BV                                                          | CUSIP: 937EFE903<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      1416 | PA      | $436624.69    | 0.15%             | 2025-11-24      | Fixed         | 11.60%                | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                 | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      3779 | NS      | $262905.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                       | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2141453.46   | 0.73%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                 | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3005000 | PA      | $2952695.87   | 1.01%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CFLDTRUSTUNT                                  | CFLDTRUSTUNT                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    918139 | NS      | $4514.31      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                      | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    265000 | PA      | $274216.17    | 0.09%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                               | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    390000 | PA      | $388586.09    | 0.13%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd                   | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |        90 | NS      | $1791.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUG LLC                                       | PUG LLC 2024 Extended Term Loan B                                                | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |   1030667 | PA      | $1019927.04   | 0.35%             | 2030-03-15      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust              | WFRBS Commercial Mortgage Trust 2012-C10                                         | CUSIP: 92890NAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $460045.30    | 0.16%             | 2045-12-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                        | General Motors Financial Co Inc                                                  | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1134536.99   | 0.39%             | 2027-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                        | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201960.60    | 0.07%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                             | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    230000 | PA      | $221722.85    | 0.08%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                       | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |       649 | PA      | $380958.19    | 0.13%             | 2025-11-03      | Fixed         | 18.24%                | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                               | TJX Cos Inc/The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      1451 | NS      | $209727.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSSCOUNTRY INTER                            | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $722649.38    | 0.25%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust           | Citigroup Commercial Mortgage Trust 2014-GC21                                    | CUSIP: 17322MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590000 | PA      | $528994.00    | 0.18%             | 2047-05-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    154107 | PA      | $2889.51      | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                   | Hologic Inc                                                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    910000 | PA      | $878688.36    | 0.30%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                         | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2189527.39   | 0.75%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                   | Hologic Inc                                                                      | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84366.64     | 0.03%             | 2028-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | Barclays Bank PLC                                                                | CUSIP: 06748N624<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      1948 | PA      | $459173.66    | 0.16%             | 2026-01-16      | Fixed         | 14.47%                | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                             | Owens & Minor Inc                                                                | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    290000 | PA      | $239250.00    | 0.08%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                   | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MCJ6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $273701.43    | 0.09%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                       | United Rentals North America Inc                                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36393.81     | 0.01%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                         | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $240676.76    | 0.08%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Trust 2013-GC13                                           | CUSIP: 36198EAY1<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92375.00     | 0.03%             | 2046-07-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   3275000 | PA      | $2444165.58   | 0.84%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    123285 | PA      | $2311.59      | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       291 | NS      | $165523.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFEPOINT HEALTH INC                          | LifePoint Health Inc                                                             | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    890000 | PA      | $847725.00    | 0.29%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                  | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       364 | NS      | $120087.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AZORRA FINANCE                                | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    975000 | PA      | $1026079.28   | 0.35%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                      | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    635000 | PA      | $506609.35    | 0.17%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ADVANCED ENERGY IND                           | Advanced Energy Industries Inc                                                   | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |     27000 | PA      | $37381.50     | 0.01%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding,Inc.      | Crown Subsea Communications HoldingInc 2025 Term Loan B                          | CUSIP: 22860EAK8<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |    425860 | PA      | $428095.69    | 0.15%             | 2031-01-30      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| CG-CCRE Commercial Mortgage Trust             | CG-CCRE Commercial Mortgage Trust 2014-FL2                                       | CUSIP: 12528PAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91504 | PA      | $28278.25     | 0.01%             | 2031-11-15      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     74922 | PA      | $10899.65     | 0.00%             | 2025-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                      | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108542.53    | 0.04%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                 | EchoStar Corp                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    543146 | PA      | $1336139.16   | 0.46%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                       | Central China Real Estate Ltd                                                    | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $7000.00      | 0.00%             | 2024-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    217938 | PA      | $3186.25      | 0.00%             | 2031-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                       | JPMorgan Chase Bank NA                                                           | CUSIP: 466303104<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |      1890 | PA      | $455264.22    | 0.16%             | 2025-12-10      | None          | 14.92%                | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                | GoTo Group Inc                                                                   | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    640955 | PA      | $519173.55    | 0.18%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                            | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1590567.44   | 0.54%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                        | Chemours Company (The) 2023 USD Term Loan B                                      | CUSIP: 16384YAJ6<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |    346292 | PA      | $345426.47    | 0.12%             | 2028-08-18      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                      | Discovery Communications LLC                                                     | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    530000 | PA      | $486365.10    | 0.17%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                             | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    740000 | PA      | $728491.46    | 0.25%             | 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        |   1140000 | PA      | $1088159.53   | 0.37%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                           | Resideo Funding Inc                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    900000 | PA      | $922414.50    | 0.32%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                            | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   3420000 | PA      | $3578650.38   | 1.23%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |   1740000 | PA      | $1811846.34   | 0.62%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                         | GFL Environmental Inc                                                            | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $297560.87    | 0.10%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                    | Hanger Inc 2024 Term Loan B                                                      | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    352723 | PA      | $353252.29    | 0.12%             | 2031-10-23      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                      | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1967057.66   | 0.67%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                            | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    917000 | PA      | $917643.53    | 0.31%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                           | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2235191.40   | 0.77%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HORIZON US FINCO LP                           | Horizon US Finco LP Term Loan B                                                  | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1248210 | PA      | $1221685.93   | 0.42%             | 2031-10-31      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                     | Block Inc                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1163278.38   | 0.40%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                           | Abbott Laboratories                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       536 | NS      | $71791.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                     | PG&E Corp                                                                        | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |      1506 | NS      | $59306.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2730985.81   | 0.94%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                      | Granite Construction Inc                                                         | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |     15000 | PA      | $36090.00     | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                            | Leviathan Bond Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     35000 | PA      | $35068.25     | 0.01%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                             | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    145000 | PA      | $144711.45    | 0.05%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                    | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    495000 | PA      | $481331.12    | 0.16%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                      | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    360000 | PA      | $379800.00    | 0.13%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Asurion LLC                                   | Asurion LLC 2023 Term Loan B11                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    574270 | PA      | $575906.97    | 0.20%             | 2028-08-19      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER LLC                  | Edelman Financial Center LLC 2024 Term Loan                                      | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    719626 | PA      | $719885.55    | 0.25%             | 2028-04-07      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                  | VT Topco Inc 2024 1st Lien Term Loan B                                           | CUSIP: 91838LAK6<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |    444916 | PA      | $430456.00    | 0.15%             | 2030-08-09      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     61642 | PA      | $1541.05      | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    277394 | PA      | $3120.68      | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | 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      | $126749.00    | 0.04%             | 2059-11-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                      | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1115000 | PA      | $1140089.73   | 0.39%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                   | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    280000 | PA      | $252968.02    | 0.09%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                        | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1847207.40   | 0.63%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                        | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                      | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1146483.52   | 0.39%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                 | Acrisure LLC 2024 1st Lien Term Loan B6                                          | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    980653 | PA      | $977897.51    | 0.33%             | 2030-11-06      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                         | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $488140.25    | 0.17%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    790000 | PA      | $862123.05    | 0.30%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                              | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    280000 | PA      | $206941.13    | 0.07%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERMAID BIDCO INC                             | Mermaid Bidco Inc 2024 USD Term Loan B                                           | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |    257319 | PA      | $256729.66    | 0.09%             | 2031-07-03      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                             | Teva Pharmaceutical Finance Netherlands IV BV                                    | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    655000 | PA      | $674590.40    | 0.23%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                             | Post Holdings Inc                                                                | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     80000 | PA      | $89760.00     | 0.03%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP HOLDINGS CCASS 29                | YUZHOU GROUP HOLDINGS CCASS 29                                                   | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | EC               | CORP              | HK        |     75564 | NS      | $2476.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                           | General Electric Co                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       201 | NS      | $60464.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                         | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   2080000 | PA      | $1861600.00   | 0.64%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMMVAULT SYSTEMS INC                         | Commvault Systems Inc                                                            | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37231.20     | 0.01%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                    | Deere & Co                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       186 | NS      | $85050.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO                           | Travel + Leisure Co                                                              | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    775000 | PA      | $772636.39    | 0.26%             | 2033-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                  | Fibercop SpA                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    465000 | PA      | $468430.70    | 0.16%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                              | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    990000 | PA      | $867917.75    | 0.30%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                            | Murphy Oil USA Inc                                                               | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $953304.74    | 0.33%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                              | Duke Energy Corp                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      1439 | NS      | $178076.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                      | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    198333 | PA      | $203212.73    | 0.07%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                      | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2313433.31   | 0.79%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                          | Commercial Metals Co                                                             | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    925000 | PA      | $887432.51    | 0.30%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC.                                  | Zscaler Inc                                                                      | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53541.00     | 0.02%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                                    | Fluor Corp                                                                       | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     27000 | PA      | $32035.50     | 0.01%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                     | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1542158.94   | 0.53%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    226405 | PA      | $33910.94     | 0.01%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                      | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2569604.62   | 0.88%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                      | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $2060171.03   | 0.71%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                        | Northern Oil & Gas Inc                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1343023.50   | 0.46%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                             | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    900000 | PA      | $915674.40    | 0.31%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                 | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153491.85    | 0.05%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                         | Directv Financing LLC                                                            | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1750368.15   | 0.60%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                           | NCL Corp Ltd                                                                     | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     48000 | PA      | $56490.00     | 0.02%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EASY TACTIC LTD                               | Easy Tactic Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300WYFMC41MKE6E16 | Long             | DBT              | CORP              | VG        |    465055 | PA      | $11891.46     | 0.00%             | 2027-07-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                    | Hanger Inc 2024 Delayed Draw Term Loan                                           | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     45346 | PA      | $45414.41     | 0.02%             | 2031-10-23      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                          | GrafTech Finance Inc                                                             | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    615000 | PA      | $432978.45    | 0.15%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                              | TriNet Group Inc                                                                 | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46481.72     | 0.02%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                         | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   2210000 | PA      | $2315657.89   | 0.79%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                 | TopBuild Corp                                                                    | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   2537000 | PA      | $2527777.60   | 0.87%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                          | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1290856.60   | 0.44%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                    | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    180000 | PA      | $172510.00    | 0.06%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                      | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1035409.59   | 0.35%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                             | Post Holdings Inc                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144421.19    | 0.05%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                  | Entegris Inc                                                                     | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    315000 | PA      | $308213.10    | 0.11%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                           | Travel + Leisure Co                                                              | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    695000 | PA      | $669889.44    | 0.23%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     62893 | PA      | $342.14       | 0.00%             | 2034-06-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                         | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2314851.50   | 0.79%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                 | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265262.40    | 0.09%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                             | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1020000 | PA      | $992077.09    | 0.34%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     77056 | PA      | $1444.80      | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                               | Yum! Brands Inc                                                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1967717.27   | 0.67%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                    | FIXED INC CLEARING CORP.REPO                                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   2854719 | PA      | $2854718.81   | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                             | Clean Harbors Inc                                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    395000 | PA      | $404493.43    | 0.14%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                      | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1219209.35   | 0.42%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    155360 | PA      | $3332.47      | 0.00%             | 2030-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                           | Emerson Electric Co                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      1108 | NS      | $145347.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INCEPTION HOLDCO SARL                         | Inception Holdco Sarl 2025 USD Term Loan B                                       | CUSIP: 45073SAB1<br>LEI: 549300V0LY56J9HGCK92 | Long             | LON              | CORP              | US        |    582749 | PA      | $585662.66    | 0.20%             | 2031-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                      | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1675024.84   | 0.57%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                              | InterDigital Inc                                                                 | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $35772.00     | 0.01%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                      | Simon Property Group Inc                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |       789 | NS      | $148071.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                             | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    565000 | PA      | $590317.65    | 0.20%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | Barclays Bank PLC                                                                | CUSIP: 06748N814<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      3309 | PA      | $482600.20    | 0.17%             | 2026-08-21      | Fixed         | 9.57%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                          | Oceaneering International Inc                                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    410000 | PA      | $415070.88    | 0.14%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                         | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    330000 | PA      | $339958.41    | 0.12%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                              | Lamar Media Corp                                                                 | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    344000 | PA      | $341469.51    | 0.12%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                        | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2884041.64   | 0.99%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     46235 | PA      | $1155.88      | 0.00%             | 2025-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                | NRG Energy Inc                                                                   | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134563.01    | 0.05%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                  | Fibercop SpA                                                                     | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    282000 | PA      | $279878.78    | 0.10%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                         | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2342621.20   | 0.80%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     78839 | PA      | $10090.60     | 0.00%             | 2027-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $228673.60    | 0.08%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                       | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $188800.61    | 0.06%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                      | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2515000 | PA      | $2459871.20   | 0.84%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                   | Ashland Inc                                                                      | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1545672.14   | 0.53%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                | Morgan Stanley                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1561 | NS      | $248136.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                 | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1329121.30   | 0.46%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SAP SE                                        | SAP SE                                                                           | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       847 | NS      | $226326.87    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Intermediate 3, Inc                  | Fortress Intermediate 3 Inc 2025 Term Loan B                                     | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |   1299689 | PA      | $1302938.57   | 0.45%             | 2031-06-27      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                              | TriNet Group Inc                                                                 | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2198033.73   | 0.75%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust              | WFRBS Commercial Mortgage Trust 2011-C4                                          | CUSIP: 92936CAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $193173.55    | 0.07%             | 2044-06-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | Barclays Bank PLC                                                                | CUSIP: 06748N582<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |     10819 | PA      | $380697.14    | 0.13%             | 2026-04-29      | Fixed         | 20.38%                | No            |                  2 | On Loan: No      |
| NUTANIX INC                                   | Nutanix Inc                                                                      | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     59000 | PA      | $66416.43     | 0.02%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                       | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   1295000 | PA      | $1242775.69   | 0.43%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                      | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    460000 | PA      | $451987.08    | 0.15%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                              | FirstEnergy Corp                                                                 | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37765.00     | 0.01%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IVC ACQUISITION LTD                           | IVC Acquisition Ltd 2025 USD Repriced Term Loan B                                | CUSIP: 000000000<br>LEI: 254900WZMD2JOGND1Z32 | Long             | LON              | CORP              | CA        |    567508 | PA      | $569755.14    | 0.20%             | 2028-12-12      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                       | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    155000 | PA      | $143589.09    | 0.05%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     66841 | PA      | $2420.98      | 0.00%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UGI CORP                                      | UGI Corp                                                                         | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |     40000 | PA      | $51126.86     | 0.02%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd                         | Mineral Resources Ltd                                                            | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    120000 | PA      | $119995.92    | 0.04%             | 2027-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    123285 | PA      | $2311.59      | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust                | Starwood Retail Property Trust 2014-STAR                                         | CUSIP: 85571XAA5<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |     91798 | PA      | $55491.64     | 0.02%             | 2027-11-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOG                | SEAGATE DATA STOR                                                                | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    495000 | PA      | $458214.38    | 0.16%             | 2031-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                             | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    575000 | PA      | $570996.44    | 0.20%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                      | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1490000 | PA      | $1404210.87   | 0.48%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                      | Agile Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $22756.00     | 0.01%             | 2025-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                        | First Brands Group LLC 2022 Incremental Term Loan                                | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    215000 | PA      | $75720.85     | 0.03%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                        | Brundage-Bone Concrete Pumping Holdings Inc                                      | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $191965.74    | 0.07%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    530000 | PA      | $538252.63    | 0.18%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                      | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2453838.34   | 0.84%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                 | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93252.15     | 0.03%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    585000 | PA      | $589581.86    | 0.20%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                         | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $172851.23    | 0.06%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                        | CFLD Cayman Investment Ltd                                                       | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |    226880 | PA      | $6806.40      | 0.00%             | 2031-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                      | HLF Financing Sarl LLC / Herbalife International Inc                             | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $241791.44    | 0.08%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                     | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       851 | NS      | $216690.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDAGH METAL PACKAGING                        | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1205000 | PA      | $1144771.33   | 0.39%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                         | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1094262.63   | 0.37%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                 | Wolfspeed Inc                                                                    | CUSIP: 977852AB8<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     65000 | PA      | $29250.00     | 0.01%             | 2028-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                      | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    145000 | PA      | $138436.94    | 0.05%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                          | Matador Resources Co                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1275967.73   | 0.44%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                         | CyberArk Software Ltd                                                            | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |    100000 | PA      | $111039.81    | 0.04%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                      | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17332B504<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |       538 | PA      | $382678.67    | 0.13%             | 2025-10-15      | Fixed         | 20.67%                | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                           | Global Payments Inc                                                              | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     68000 | PA      | $62237.33     | 0.02%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                       | Zhenro Properties Group Ltd                                                      | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |    820000 | PA      | $2017.20      | 0.00%             | 2026-01-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd     | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       378 | NS      | $105571.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     88172 | PA      | $11462.36     | 0.00%             | 2032-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                       | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |    530000 | PA      | $389819.88    | 0.13%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                            | Seagate HDD Cayman                                                               | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     14000 | PA      | $40320.00     | 0.01%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bills                                                              | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    785000 | PA      | $784291.49    | 0.27%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                             | Clean Harbors Inc                                                                | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    505000 | PA      | $500803.40    | 0.17%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                              | CSC Holdings LLC                                                                 | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    885000 | PA      | $640896.65    | 0.22%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                          | Oceaneering International Inc                                                    | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    380000 | PA      | $384699.84    | 0.13%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                 | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192136.16    | 0.07%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                 | ZF North America Capital Inc                                                     | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1300921.15   | 0.45%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                      | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2586371.06   | 0.89%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                         | Level 3 Financing Inc                                                            | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1266900.20   | 0.43%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                           | Kimberly-Clark Corp                                                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1828 | NS      | $227293.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SATURN OIL & GAS INC                          | Saturn Oil & Gas Inc                                                             | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |    635000 | PA      | $657836.09    | 0.23%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Ryan LLC                                      | Ryan LLC Term Loan                                                               | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |    689266 | PA      | $690127.16    | 0.24%             | 2030-11-14      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd            | Teva Pharmaceutical Industries Ltd                                               | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |     18951 | NS      | $382810.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                           | COMM 2012-CCRE3 Mortgage Trust                                                   | CUSIP: 12624PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383003 | PA      | $367683.15    | 0.13%             | 2045-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US 10YR ULTRA FUT DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -21 | NC      | $-2654.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Gryphon Acquire Newco, LLC                    | GRYPHON ACQUIRE NEWCO LLC TERM LOAN B                                            | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1155630 | PA      | $1158160.73   | 0.40%             | 2032-09-13      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                          | Booking Holdings Inc                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        22 | NS      | $118783.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GGAM FINANCE LTD                              | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    855000 | PA      | $865684.55    | 0.30%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                | Merck & Co Inc                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      3538 | NS      | $296944.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INCEPTION HOLDCO SARL                         | INCEPTION HOLDCO SARL 2025 REPRICED TERM LOAN                                    | CUSIP: 000000000<br>LEI: 5493006UQZEOC4WP0469 | Long             | LON              | CORP              | LU        |    582749 | PA      | $585662.66    | 0.20%             | 2031-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd                   | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | N/A              | DE               |  | BM        |     25233 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Colgate-Palmolive Co                          | Colgate-Palmolive Co                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      2635 | NS      | $210641.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cemex SAB de CV                               | Cemex SAB de CV                                                                  | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |     15349 | NS      | $137987.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA INC                                    | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    360000 | PA      | $376017.48    | 0.13%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                               | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1233383.53   | 0.42%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $312445.80    | 0.11%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                       | Sea Ltd                                                                          | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |     17000 | PA      | $33566.50     | 0.01%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                 | Snowflake Inc                                                                    | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     43000 | PA      | $67316.50     | 0.02%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                               | Spotify USA Inc                                                                  | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |     17000 | PA      | $23230.50     | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Advisor Group Inc                             | Advisor Group Inc 2025 Term Loan                                                 | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    520414 | PA      | $520028.88    | 0.18%             | 2032-07-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    320000 | PA      | $321700.14    | 0.11%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Altice USA Inc                                | Altice USA Inc                                                                   | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     57592 | NS      | $138796.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                         | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $191674.51    | 0.07%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                        | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $595998.96    | 0.20%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                 | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2192992.32   | 0.75%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd                   | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | N/A              | DE               |  | BM        |     22710 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                        | CFLD Cayman Investment Ltd                                                       | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |    429065 | PA      | $12871.95     | 0.00%             | 2031-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                      | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2224002.31   | 0.76%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                 | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    605000 | PA      | $590406.98    | 0.20%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                       | Bristol-Myers Squibb Co                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      3396 | NS      | $153159.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                             | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    495000 | PA      | $514215.90    | 0.18%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED                            | MakeMyTrip Ltd                                                                   | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |     50000 | PA      | $51621.51     | 0.02%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH MIDCO 3 PLC                          | Ardonagh Midco 3 PLC 2024 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |    716221 | PA      | $712045.88    | 0.24%             | 2031-02-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1161396.65   | 0.40%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                         | Uber Technologies Inc                                                            | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     34000 | PA      | $49980.00     | 0.02%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                          | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    205000 | PA      | $6662.50      | 0.00%             | 2027-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                           | Gilead Sciences Inc                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1540 | NS      | $170940.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RYAN SPECIALTY                                | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1289262.15   | 0.44%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                           | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $279505.57    | 0.10%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                | GoTo Group Inc 2024 First Out Term Loan                                          | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |    220759 | PA      | $186172.52    | 0.06%             | 2028-04-28      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                         | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1716055.98   | 0.59%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                      | DSLA Mortgage Loan Trust 2005-AR5                                                | CUSIP: 23332UFF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82989 | PA      | $43245.67     | 0.01%             | 2045-09-19      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer