# EDGAR Filing Document

**Accession Number:** 0000917469
**File Stem:** 0001410368-26-056156
**Filing Date:** 2026-5
**Character Count:** 185312
**Document Hash:** 51b46683a5c73b51612f2e9b7c42e98e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-056156.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001410368-26-056156

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260930

**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:** 261041149

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

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

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

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

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

## Series and Classes Contracts Data

### Loomis Sayles Institutional High Income Fund (Series ID: S000006644)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

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

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $267658617.32

**Total Liabilities:** $6535057.94

**Net Assets:** $261123559.38

**Cash Not Reported:** $252519.33

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3.25000000 | **1-Year:** -76.69000000 | **5-Year:** -126.53000000 | **10-Year:** -464.32000000 | **30-Year:** -405.68000000

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

- **3-Month:** -755.60000000 | **1-Year:** -18201.67000000 | **5-Year:** -46873.63000000 | **10-Year:** -14293.42000000 | **30-Year:** -3212.65000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018131 | 0.87%                | 0.00%                | -1.21%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-179545.95              | $238405.66                                 |
| Month 2  | $-5362431.68             | $3819616.67                                |
| Month 3  | $373527.23               | $-5057996.76                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HO/AAG FH UK                  | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1935000 | PA      | $1776407.40   | 0.68%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                  | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    440000 | PA      | $437761.72    | 0.17%             | 2029-08-15      | Fixed         | 11.50%                | 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        |   1960000 | PA      | $1772369.20   | 0.68%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       361 | NS      | $78513.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRISURE LLC / FIN INC                    | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1581000 | PA      | $1492210.57   | 0.57%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                        | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1415176.73   | 0.54%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                        | Osaic Holdings Inc                                                               | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   1528000 | PA      | $1508445.04   | 0.58%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED ENERGY IND                       | Advanced Energy Industries Inc                                                   | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |     75000 | PA      | $180285.00    | 0.07%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AGFC CAPITAL TRUST I                      | AGFC Capital Trust I                                                             | CUSIP: 00846NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $468691.30    | 0.18%             | 2067-01-15      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                            | Albemarle Corp                                                                   | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |       600 | NS      | $43110.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1220299.60   | 0.47%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1821512.80   | 0.70%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                              | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       518 | NS      | $148956.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Optimum Communications Inc                | Optimum Communications Inc                                                       | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |    110256 | NS      | $143332.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MFG INC                   | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    190000 | PA      | $181249.42    | 0.07%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                   | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    635000 | PA      | $628486.81    | 0.24%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                               | Cencora Inc                                                                      | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       119 | NS      | $37382.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                             | Amphenol Corp                                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       615 | NS      | $77705.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                       | Elevance Health Inc                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        64 | NS      | $18736.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                  | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1996000 | PA      | $1966921.73   | 0.75%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                  | Apollo Global Management Inc                                                     | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |       550 | NS      | $32153.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                 | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       511 | NS      | $129686.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARC FALCON I INC/ARCL/HO                  | ARC Falcon I Inc / Arclin USA LLC / New Arclin US Holding Corp                   | CUSIP: 03881HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1814000 | PA      | $1744868.46   | 0.67%             | 2033-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    585000 | PA      | $564373.02    | 0.22%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    340000 | PA      | $348378.62    | 0.13%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                    | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    840000 | PA      | $798902.66    | 0.31%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                        | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   3390000 | PA      | $3429720.63   | 1.31%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARROWHEAD RESEARCH CORP                   | Arrowhead Pharmaceuticals Inc                                                    | CUSIP: 04280AAC4<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | DBT              | CORP              | US        |    103000 | PA      | $106563.80    | 0.04%             | 2032-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                               | Ashland Inc                                                                      | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    730000 | PA      | $655495.04    | 0.25%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                               | Asurion LLC 2023 Term Loan B11                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     82323 | PA      | $82205.05     | 0.03%             | 2028-08-19      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                       | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    520000 | PA      | $528603.92    | 0.20%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                       | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234771.58    | 0.09%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                            | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    980000 | PA      | $1009371.58   | 0.39%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                            | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |   1560000 | PA      | $1575116.40   | 0.60%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                     | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2030240.25   | 0.78%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                 | Ball Corp                                                                        | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   3152000 | PA      | $3153809.25   | 1.21%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                         | BARCLAYS BANK PLC                                                                | CUSIP: 06748N525<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |       448 | PA      | $259693.21    | 0.10%             | 2026-04-07      | Fixed         | 14.92%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                         | Barclays Bank PLC                                                                | CUSIP: 06748N582<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      9636 | PA      | $334520.81    | 0.13%             | 2026-04-29      | Fixed         | 20.38%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                         | Barclays Bank PLC                                                                | CUSIP: 06748N814<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      1860 | PA      | $268370.34    | 0.10%             | 2026-08-21      | Fixed         | 9.57%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                         | Barclays Bank PLC                                                                | CUSIP: 06748N822<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |       938 | PA      | $389902.44    | 0.15%             | 2026-05-13      | Fixed         | 12.12%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                         | Barclays Bank PLC                                                                | CUSIP: 06748N848<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      1164 | PA      | $300506.05    | 0.12%             | 2026-06-09      | Fixed         | 17.11%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                         | Barclays Bank PLC                                                                | CUSIP: 06748U107<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      1965 | PA      | $429389.80    | 0.16%             | 2026-04-29      | Fixed         | 11.39%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                         | Barclays Bank PLC                                                                | CUSIP: 06748U131<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      1049 | PA      | $280318.19    | 0.11%             | 2026-10-20      | Fixed         | 10.69%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                         | Barclays Bank PLC                                                                | CUSIP: 06748U305<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |        70 | PA      | $247624.88    | 0.09%             | 2026-12-18      | Fixed         | 12.31%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                         | Barclays Bank PLC                                                                | CUSIP: 06748U396<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      1322 | PA      | $280008.22    | 0.11%             | 2027-01-28      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                         | Barclays Bank PLC                                                                | CUSIP: 06748U404<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      1464 | PA      | $246288.64    | 0.09%             | 2027-02-11      | Fixed         | 15.35%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                         | Barclays Bank PLC                                                                | CUSIP: 06748U412<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |       555 | PA      | $216115.46    | 0.08%             | 2026-05-28      | Fixed         | 18.34%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                         | Barclays Bank PLC                                                                | CUSIP: 06748U453<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      3784 | PA      | $308493.52    | 0.12%             | 2026-09-10      | Fixed         | 22.94%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                         | Barclays Bank PLC                                                                | CUSIP: 06748U487<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      3005 | PA      | $385867.20    | 0.15%             | 2027-03-04      | Fixed         | 21.33%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                         | Barclays Bank PLC                                                                | CUSIP: 06748U503<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |       858 | PA      | $115641.76    | 0.04%             | 2027-03-11      | Fixed         | 16.15%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                         | Barclays Bank PLC                                                                | CUSIP: 06748U537<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      1230 | PA      | $259841.67    | 0.10%             | 2027-03-25      | Fixed         | 15.25%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                     | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1940000 | PA      | $1776477.42   | 0.68%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                     | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    572000 | PA      | $583462.03    | 0.22%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc               | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     11000 | NS      | $621390.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORP                         | Bloom Energy Corp                                                                | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |     91000 | PA      | $96896.80     | 0.04%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                      | Booking Holdings Inc                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        22 | NS      | $92627.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                   | Bristol-Myers Squibb Co                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      2277 | NS      | $138100.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                              | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       420 | NS      | $129994.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| B2GOLD CORP                               | B2Gold Corp                                                                      | CUSIP: 11777QAC4<br>LEI: 549300F7OK456M5NLM05 | Long             | DBT              | CORP              | CA        |     72000 | PA      | $116172.00    | 0.04%             | 2030-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                  | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    271000 | PA      | $239203.57    | 0.09%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                  | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    207000 | PA      | $186817.50    | 0.07%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                  | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    854000 | PA      | $710955.00    | 0.27%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                  | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAJ8<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    894000 | PA      | $767695.68    | 0.29%             | 2034-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                     | Burlington Stores Inc                                                            | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |    108000 | PA      | $178200.00    | 0.07%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                    | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $768637.56    | 0.29%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                    | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $789002.16    | 0.30%             | 2029-06-01      | Fixed         | 5.38%                 | 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        |   2276000 | PA      | $2159637.61   | 0.83%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                    | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $797439.86    | 0.31%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                             | CME Group Inc                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       199 | NS      | $58774.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                          | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $885982.34    | 0.34%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                          | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $1935864.12   | 0.74%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                          | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $2512717.80   | 0.96%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust              | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAQ2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $130324.03    | 0.05%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                  | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1614026.50   | 0.62%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                  | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $262365.75    | 0.10%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                            | CVR Energy Inc                                                                   | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1063714.80   | 0.41%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                    | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    820000 | PA      | $834699.32    | 0.32%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                               | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1493000 | PA      | $1478255.88   | 0.57%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                             | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       665 | NS      | $75417.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                  | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17333F843<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      9144 | PA      | $240246.48    | 0.09%             | 2026-08-04      | Fixed         | 18.24%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                  | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17333P155<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      1408 | PA      | $129699.57    | 0.05%             | 2026-09-17      | Fixed         | 17.29%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                  | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17333P288<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |       716 | PA      | $244752.50    | 0.09%             | 2026-08-06      | Fixed         | 13.34%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                  | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17333P551<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      1390 | PA      | $233814.33    | 0.09%             | 2026-07-01      | Fixed         | 18.37%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                  | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17333P650<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      1529 | PA      | $246688.28    | 0.09%             | 2026-11-17      | Fixed         | 21.69%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                  | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17333P742<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |       771 | PA      | $165436.87    | 0.06%             | 2027-01-07      | Fixed         | 25.01%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                  | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17333Q286<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      2316 | PA      | $280368.41    | 0.11%             | 2027-02-18      | Fixed         | 14.01%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                  | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17333Q518<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      3339 | PA      | $386776.91    | 0.15%             | 2026-09-24      | Fixed         | 25.61%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                  | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17333Q526<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |       287 | PA      | $259887.00    | 0.10%             | 2026-10-15      | Fixed         | 17.87%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                  | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17333Q690<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |       440 | PA      | $353236.32    | 0.14%             | 2027-02-25      | Fixed         | 15.65%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                  | Citigroup Global Markets Holdings Inc/United States                              | CUSIP: 17333Q823<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      2285 | PA      | $215930.70    | 0.08%             | 2027-02-04      | Fixed         | 24.18%                | No            |                  2 | On Loan: No      |
| SM ENERGY CO                              | SM Energy Co                                                                     | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1459000 | PA      | $1525081.03   | 0.58%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                              | SM Energy Co                                                                     | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    420000 | PA      | $443136.12    | 0.17%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                         | Clean Harbors Inc                                                                | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128403.80    | 0.05%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                         | Clean Harbors Inc                                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106635.44    | 0.04%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                            | Cloudflare Inc                                                                   | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     41000 | PA      | $46483.91     | 0.02%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                      | Colgate-Palmolive Co                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       787 | NS      | $67076.01     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                              | Comcast Corp                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      3472 | NS      | $99681.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                      | Commercial Metals Co                                                             | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55254.20     | 0.02%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                      | Commercial Metals Co                                                             | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1052742.12   | 0.40%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                      | Commercial Metals Co                                                             | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    820000 | PA      | $758222.18    | 0.29%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                      | Commercial Metals Co                                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    276000 | PA      | $273098.27    | 0.10%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                      | Commercial Metals Co                                                             | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    390000 | PA      | $384479.75    | 0.15%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMPASS INCORP                            | Compass Inc                                                                      | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |    115000 | PA      | $96255.00     | 0.04%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Corteva Inc                               | Corteva Inc                                                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      1367 | NS      | $114431.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                     | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       116 | NS      | $115585.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CYBERARK SOFTWARE LTD                     | CyberArk Software Ltd                                                            | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |    100000 | PA      | $102680.00    | 0.04%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cyberswift US Finco LLC                   | Cyberswift US Finco LLC Term Loan B                                              | CUSIP: 23252DAB4<br>LEI: 9845008473F79E3H9069 | Long             | LON              | CORP              | NL        |    687000 | PA      | $674977.50    | 0.26%             | 2032-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    320000 | PA      | $307684.86    | 0.12%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                              | Dayforce Inc 2026 Term Loan                                                      | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |   1973000 | PA      | $1863932.56   | 0.71%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                     | Directv Financing LLC                                                            | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1637334.14   | 0.63%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                     | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2347907.28   | 0.90%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                  | Discovery Communications LLC                                                     | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    855000 | PA      | $626561.10    | 0.24%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                  | Discovery Communications LLC                                                     | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $957617.11    | 0.37%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                         | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    305000 | PA      | $314224.73    | 0.12%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                             | DISH DBS Corp                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2079909.90   | 0.80%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                             | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2265402.38   | 0.87%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                             | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $227290.25    | 0.09%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                     | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69844.27     | 0.03%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                              | DoorDash Inc                                                                     | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |    136000 | PA      | $123896.00    | 0.05%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                      | Dotdash Meredith Inc                                                             | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1134158.40   | 0.43%             | 2032-06-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                          | Duke Energy Corp                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       835 | NS      | $109334.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                             | EchoStar Corp                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    355126 | PA      | $1268545.58   | 0.49%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                             | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   4384111 | PA      | $4735939.28   | 1.81%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Emerson Electric Co                       | Emerson Electric Co                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       572 | NS      | $74943.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1356375.23   | 0.52%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                              | Entegris Inc                                                                     | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    360000 | PA      | $354076.56    | 0.14%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                              | Entegris Inc                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42771.42     | 0.02%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                 | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    795000 | PA      | $806844.71    | 0.31%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                  | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1313000 | PA      | $1280659.63   | 0.49%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                | Evergy Inc                                                                       | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     66000 | PA      | $89034.00     | 0.03%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                          | Exxon Mobil Corp                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       891 | NS      | $151167.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE TREASURY PTY L                  | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    434000 | PA      | $410062.51    | 0.16%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                           | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1260869.50   | 0.48%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                           | Fair Isaac Corp                                                                  | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    915000 | PA      | $899932.33    | 0.34%             | 2034-09-15      | Fixed         | 6.25%                 | 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        |     93264 | PA      | $121.24       | 0.00%             | 2027-03-30      | Floating      | 10.78%                | 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        |    134936 | PA      | $175.42       | 0.00%             | 2027-03-30      | Floating      | 10.79%                | No            |                  2 | On Loan: No      |
| First Brands Group, LLC                   | First Brands Group LLC 2025 DIP Term Loan                                        | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     91573 | PA      | $21061.73     | 0.01%             | 2026-06-29      | Floating      | 13.67%                | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                    | First Brands Group LLC 2025 PIK DIP Roll-Up Term Loan B                          | CUSIP: 31935HAN7<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    261692 | PA      | $175.33       | 0.00%             | 2026-06-29      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                          | FirstEnergy Corp                                                                 | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    124000 | PA      | $142972.00    | 0.05%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                         | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    891000 | PA      | $897050.78    | 0.34%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                                | Fluor Corp                                                                       | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     70000 | PA      | $86205.00     | 0.03%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                     | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $1037916.16   | 0.40%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                     | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1189305.00   | 0.46%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                     | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255760.52    | 0.10%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                     | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    280000 | PA      | $262520.47    | 0.10%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FRESHPET INC                              | Freshpet Inc                                                                     | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |     35000 | PA      | $40194.00     | 0.02%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                     | GFL Environmental Inc                                                            | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $267553.80    | 0.10%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                     | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $134527.56    | 0.05%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                          | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     48000 | PA      | $47824.56     | 0.02%             | 2030-03-15      | Fixed         | 5.88%                 | 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        |    425000 | PA      | $55224.50     | 0.02%             | 2047-06-10      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                           | GS Finance Corp                                                                  | CUSIP: 36263Y382<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     10441 | PA      | $341028.07    | 0.13%             | 2026-04-15      | Fixed         | 19.98%                | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                           | GS Finance Corp                                                                  | CUSIP: 36263Y440<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |       659 | PA      | $432498.06    | 0.17%             | 2026-11-04      | Fixed         | 18.83%                | No            |                  2 | On Loan: No      |
| VANTOR HOLDINGS INC                       | VANTOR HOLDINGS INC 1st LIEN TERM LOAN                                           | CUSIP: 36355RAB1<br>LEI: 254900XMZ2ZZ33TF4651 | Long             | LON              | CORP              | US        |   1175000 | PA      | $1150031.25   | 0.44%             | 2033-03-03      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| General Electric Co                       | General Electric Co                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       275 | NS      | $78036.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1280310.43   | 0.49%             | 2027-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                  | Genting New York LLC / GENNY Capital Inc                                         | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1686761.45   | 0.65%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                       | Gilead Sciences Inc                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       644 | NS      | $89754.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GoTo Group Inc                            | GoTo Group Inc 2024 First Out Term Loan                                          | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |    292164 | PA      | $238844.47    | 0.09%             | 2028-04-28      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                            | GoTo Group Inc                                                                   | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    518996 | PA      | $405969.05    | 0.16%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                      | GrafTech Finance Inc                                                             | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    570000 | PA      | $314976.30    | 0.12%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                  | Granite Construction Inc                                                         | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |     46000 | PA      | $120635.00    | 0.05%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                    | Guidewire Software Inc                                                           | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81641.25     | 0.03%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                  | HLF Financing Sarl LLC / Herbalife International Inc                             | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $397691.29    | 0.15%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                  | HAH Group Holding Co LLC                                                         | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |    540000 | PA      | $473074.78    | 0.18%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                  | Halozyme Therapeutics Inc                                                        | CUSIP: 40637HAJ8<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |     79000 | PA      | $77933.50     | 0.03%             | 2032-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                | Hanger Inc 2024 Term Loan B                                                      | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    459206 | PA      | $460009.28    | 0.18%             | 2031-10-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                | Hanger Inc 2024 Delayed Draw Term Loan                                           | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     59933 | PA      | $60038.19     | 0.02%             | 2031-10-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| HERCULES LLC                              | Hercules LLC                                                                     | CUSIP: 427056AU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3798000 | PA      | $3799899.00   | 1.46%             | 2029-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                  | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164136.00    | 0.06%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                  | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    995000 | PA      | $904126.75    | 0.35%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                  | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    355000 | PA      | $346826.80    | 0.13%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                  | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1333410.77   | 0.51%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                               | Hologic Inc                                                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    735000 | PA      | $733722.94    | 0.28%             | 2029-02-15      | Fixed         | 3.25%                 | 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        |   1592588 | PA      | $1481106.62   | 0.57%             | 2031-10-31      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| HOVNANIAN ENTERPRISES                     | Hovnanian Enterprises Inc                                                        | CUSIP: 442487112<br>LEI: 549300805N4EF0ROBT53 | Long             | EP               | CORP              | US        |     21265 | NS      | $435932.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWDEN UK REFINANCE / US                  | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    609000 | PA      | $570602.43    | 0.22%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                      | Howmet Aerospace Inc                                                             | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       204 | NS      | $47013.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                     | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166584.26    | 0.06%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                  | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    562250 | PA      | $510354.33    | 0.20%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                  | iHeartCommunications Inc                                                         | CUSIP: 45174HBK2<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    272000 | PA      | $207876.00    | 0.08%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                         | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1923000 | PA      | $1869028.51   | 0.72%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                   | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $1103119.12   | 0.42%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                   | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99974.93     | 0.04%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                          | InterDigital Inc                                                                 | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $128782.50    | 0.05%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                       | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $335292.00    | 0.13%             | 2042-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                  | IREN Ltd                                                                         | CUSIP: 46270CAJ8<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |    392000 | PA      | $344372.00    | 0.13%             | 2033-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                         | Iron Mountain Inc                                                                | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    347000 | PA      | $345039.31    | 0.13%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                 | Itron Inc                                                                        | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63315.00     | 0.02%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                   | JPMorgan Chase Bank NA                                                           | CUSIP: 4662AA570<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |      7439 | PA      | $421131.48    | 0.16%             | 2026-04-06      | Fixed         | 12.28%                | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                   | JPMorgan Chase Bank NA                                                           | CUSIP: 4662AA612<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |     11045 | PA      | $407422.48    | 0.16%             | 2026-04-23      | Fixed         | 16.22%                | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                   | JPMorgan Chase Bank NA                                                           | CUSIP: 466303773<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |      8026 | PA      | $421900.06    | 0.16%             | 2026-04-28      | Fixed         | 17.97%                | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                   | JPMorgan Chase Bank NA                                                           | CUSIP: 466303807<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |       339 | PA      | $345368.91    | 0.13%             | 2026-07-14      | Fixed         | 15.65%                | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                   | JPMorgan Chase Bank NA                                                           | CUSIP: 466303831<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |      1468 | PA      | $259606.64    | 0.10%             | 2026-12-02      | Fixed         | 17.21%                | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                   | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $159333.18    | 0.06%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                   | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $659469.20    | 0.25%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                            | Ziff Davis Inc                                                                   | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |   1848000 | PA      | $1742418.18   | 0.67%             | 2030-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                       | Kimberly-Clark Corp                                                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       795 | NS      | $76693.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGPIN INTERMEDIATE HO                   | Kingpin Intermediate Holdings LLC                                                | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1276765.88   | 0.49%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                         | Kinross Gold Corp                                                                | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |      2325 | NS      | $70959.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                         | Lam Research Corp                                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       211 | NS      | $45082.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HLD                           | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95204.68     | 0.04%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                           | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1574573.98   | 0.60%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                   | Crescent Energy Finance LLC                                                      | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    758000 | PA      | $774416.01    | 0.30%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                             | Darktrace PLC 1st Lien Term Loan                                                 | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    213920 | PA      | $204321.03    | 0.08%             | 2031-10-09      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                             | Darktrace PLC 2nd Lien Term Loan                                                 | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    830000 | PA      | $763085.40    | 0.29%             | 2032-10-09      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                     | Level 3 Financing Inc                                                            | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1259173.55   | 0.48%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                  | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $656552.60    | 0.25%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                      | LifePoint Health Inc                                                             | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    745000 | PA      | $718443.13    | 0.28%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LIGAND PHARMACEUTICALS I                  | Ligand Pharmaceuticals Inc                                                       | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |     71000 | PA      | $85874.50     | 0.03%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                  | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    893000 | PA      | $911744.96    | 0.35%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                     | Lumentum Holdings Inc                                                            | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $173228.68    | 0.07%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                  | Lyft Inc                                                                         | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98744.53     | 0.04%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MKS INC                                   | MKS Inc                                                                          | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     50000 | PA      | $82600.00     | 0.03%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                   | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |    595000 | PA      | $603218.14    | 0.23%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                 | MSBAM Commercial Mortgage Securities Trust 2012-CKSV                             | CUSIP: 553514AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $36812.50     | 0.01%             | 2030-10-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                    | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1443000 | PA      | $1277055.00   | 0.49%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                    | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    540000 | PA      | $360255.60    | 0.14%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                  | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    688000 | PA      | $652318.39    | 0.25%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                            | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       233 | NS      | $116420.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES CO                      | Matador Resources Co                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    910000 | PA      | $910855.40    | 0.35%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                        | Mattamy Group Corp                                                               | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    890000 | PA      | $835758.06    | 0.32%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                            | Merck & Co Inc                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1025 | NS      | $123297.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MICHAELS COS INC/THE                      | Michaels Cos Inc/The                                                             | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194698.80    | 0.07%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                            | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       348 | NS      | $128819.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                  | Microchip Technology Inc                                                         | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     64000 | PA      | $62432.00     | 0.02%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                     | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   1595000 | PA      | $1652615.37   | 0.63%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                     | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1041544.72   | 0.40%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                     | Molina Healthcare Inc                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1467970.00   | 0.56%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                     | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    390000 | PA      | $378140.35    | 0.14%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                     | Molina Healthcare Inc                                                            | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1391094.00   | 0.53%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                              | Moody's Corp                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       202 | NS      | $88122.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                            | Morgan Stanley                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       809 | NS      | $133137.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley BAML Trust                 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11                      | CUSIP: 61762TAH9<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   1135000 | PA      | $703665.95    | 0.27%             | 2046-08-15      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                        | Murphy Oil USA Inc                                                               | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    570000 | PA      | $529667.09    | 0.20%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                       | NCL Corp Ltd                                                                     | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    102000 | PA      | $105853.25    | 0.04%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                            | NRG Energy Inc                                                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       235 | NS      | $34342.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEPTUNE BIDCO US INC                      | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   1892000 | PA      | $1897255.98   | 0.73%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                           | Nissan Motor Co Ltd                                                              | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    680000 | PA      | $661172.86    | 0.25%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                           | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1303000 | PA      | $1182945.35   | 0.45%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                   | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    690000 | PA      | $677130.26    | 0.26%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NOMURA AMERICA FINANCE                    | Nomura America Finance LLC                                                       | CUSIP: 65543G812<br>LEI: 549300U646RSSKIVOJ29 | Long             | SN               | CORP              | US        |      1719 | PA      | $196998.94    | 0.08%             | 2027-03-18      | Fixed         | 20.20%                | No            |                  2 | On Loan: No      |
| Northeast Grocery Inc                     | Northeast Grocery Inc Term Loan B                                                | CUSIP: 66417AAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    895868 | PA      | $896988.19    | 0.34%             | 2028-12-13      | Floating      | 11.15%                | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                    | Northern Oil & Gas Inc                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1264000 | PA      | $1314364.08   | 0.50%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                    | Brundage-Bone Concrete Pumping Holdings Inc                                      | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $646692.48    | 0.25%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NOVA LTD                                  | Nova Ltd                                                                         | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |    113000 | PA      | $173899.39    | 0.07%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                               | Nutanix Inc                                                                      | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     99000 | PA      | $89249.01     | 0.03%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                       | ELECTRONIC ARTS INC USD TERM LOAN B                                              | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    660000 | PA      | $655875.00    | 0.25%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                   | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    745000 | PA      | $771890.35    | 0.30%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                   | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1025953.84   | 0.39%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                         | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2431401.33   | 0.93%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                         | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    549000 | PA      | $556285.23    | 0.21%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                      | Oceaneering International Inc                                                    | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286159.10    | 0.11%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                      | Oceaneering International Inc                                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    603000 | PA      | $605452.40    | 0.23%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                  | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    360000 | PA      | $351892.44    | 0.13%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                  | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1930000 | PA      | $1902964.17   | 0.73%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                  | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1160000 | PA      | $1090313.23   | 0.42%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                  | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    245000 | PA      | $233895.45    | 0.09%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                  | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    575000 | PA      | $584294.88    | 0.22%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                            | Open Text Corp                                                                   | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $669190.41    | 0.26%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                            | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    496000 | PA      | $443252.58    | 0.17%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                             | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1367097.84   | 0.52%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                             | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $102406.91    | 0.04%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                      | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |      3900 | NS      | $175539.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                      | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    552000 | PA      | $512313.15    | 0.20%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                       | Accendra Health Inc                                                              | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    245000 | PA      | $116509.85    | 0.04%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                        | PBF HOLDING CO LLC                                                               | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1131988.70   | 0.43%             | 2030-03-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                 | PG&E Corp                                                                        | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |      3138 | NS      | $134902.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The      | PNC Financial Services Group Inc/The                                             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       438 | NS      | $91143.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                 | Packaging Corp of America                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       184 | NS      | $39048.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PANTHER ESCROW ISSUER                     | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1386642.14   | 0.53%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                    | Penn Entertainment Inc                                                           | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    788000 | PA      | $765320.65    | 0.29%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                  | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $962485.53    | 0.37%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERIMETER HOL                             | Perimeter Holdings LLC                                                           | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $642391.51    | 0.25%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                  | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2205689.65   | 0.84%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                     | Pinnacle West Capital Corp                                                       | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     95000 | PA      | $108775.00    | 0.04%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                         | Post Holdings Inc                                                                | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     82000 | PA      | $88765.00     | 0.03%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                   | Procter & Gamble Co/The                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       701 | NS      | $101252.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.  | Project Alpha Intermediate Holding Inc 2024 1st Lien Term Loan B                 | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    365057 | PA      | $275037.28    | 0.11%             | 2030-10-26      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                   | PUG LLC 2024 Extended Term Loan B                                                | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |   1359653 | PA      | $1335016.29   | 0.51%             | 2030-03-15      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                     | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    890000 | PA      | $902462.67    | 0.35%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                    | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    649000 | PA      | $658001.63    | 0.25%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                       | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    958000 | PA      | $905345.16    | 0.35%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                                | Rubrik Inc                                                                       | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |    149000 | PA      | $128214.50    | 0.05%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                            | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    628000 | PA      | $620692.97    | 0.24%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                              | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    637000 | PA      | $646648.64    | 0.25%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SABRE FINANCIAL BORROWER                  | Sabre Financial Borrower LLC                                                     | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    932000 | PA      | $953737.04    | 0.37%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Salesforce Inc                            | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       495 | NS      | $92401.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SANCHEZ ENERGY CORP                       | SANCHEZ ENERGY CORP                                                              | CUSIP: 799ESCAJ7<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $154.00       | 0.00%             | 2023-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAP SE                                    | SAP SE                                                                           | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       472 | NS      | $80811.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SATURN OIL & GAS INC                      | Saturn Oil & Gas Inc                                                             | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |    568000 | PA      | $594586.94    | 0.23%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                  | Science Applications International Corp                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1177879.19   | 0.45%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                         | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    820000 | PA      | $833480.80    | 0.32%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                         | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    445000 | PA      | $430690.40    | 0.16%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd   | SEAGATE DATA STOR                                                                | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    175000 | PA      | $163572.15    | 0.06%             | 2031-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd   | SEAGATE DATA STORAGE TECH                                                        | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     30600 | PA      | $34078.61     | 0.01%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                         | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     95000 | PA      | $94903.10     | 0.04%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                        | Seagate HDD Cayman                                                               | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     35000 | PA      | $166152.00    | 0.06%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                   | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    256000 | PA      | $247029.68    | 0.09%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                          | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    335000 | PA      | $320371.69    | 0.12%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                  | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1380150.07   | 0.53%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                  | Simon Property Group Inc                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |       544 | NS      | $101472.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                             | Snowflake Inc                                                                    | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |    111000 | PA      | $135819.60    | 0.05%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust            | Starwood Retail Property Trust 2014-STAR                                         | CUSIP: 85571XAA5<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |    179770 | PA      | $107858.57    | 0.04%             | 2027-11-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.               | FIXED INC CLEARING CORP.REPO                                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   8454707 | PA      | $8454707.13   | 3.24%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                 | Sunoco LP                                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    460000 | PA      | $475947.74    | 0.18%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                 | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    806000 | PA      | $802303.12    | 0.31%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                 | Sunoco LP                                                                        | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1304435.42   | 0.50%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                       | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1541000 | PA      | $1573948.69   | 0.60%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                           | TJX Cos Inc/The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       835 | NS      | $133349.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       239 | NS      | $80770.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                   | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1293426.79   | 0.50%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                      | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1126959.88   | 0.43%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                      | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $3162765.00   | 1.21%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEAM SERVICES HLDG INC                    | TEAM Services Holding Inc                                                        | CUSIP: 87821TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    998000 | PA      | $978583.66    | 0.37%             | 2033-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TETRA TECH INC                            | Tetra Tech Inc                                                                   | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |     72000 | PA      | $75268.80     | 0.03%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                   | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   5106000 | PA      | $3784981.30   | 1.45%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                   | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $205268.00    | 0.08%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                             | TopBuild Corp                                                                    | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1260657.95   | 0.48%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                             | TransDigm Inc                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    645000 | PA      | $633728.00    | 0.24%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                             | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1122676.20   | 0.43%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                             | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159146.93    | 0.06%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                             | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    680000 | PA      | $687501.08    | 0.26%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                  | Transocean International Ltd                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    357000 | PA      | $371348.90    | 0.14%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                       | Travel + Leisure Co                                                              | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    547000 | PA      | $539888.78    | 0.21%             | 2033-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                          | TriNet Group Inc                                                                 | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |   1652000 | PA      | $1497509.75   | 0.57%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                          | TriNet Group Inc                                                                 | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63076.20     | 0.02%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC             | Truist Insurance Holdings LLC 2nd Lien Term Loan                                 | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    567380 | PA      | $560821.27    | 0.21%             | 2032-05-06      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| UGI CORP                                  | UGI Corp                                                                         | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |     74000 | PA      | $103711.00    | 0.04%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                                   | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    674000 | PA      | $658710.60    | 0.25%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                | US Bancorp                                                                       | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      1995 | NS      | $103759.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                    | UBS AG                                                                           | CUSIP: 90304M345<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | SN               | CORP              | CH        |      1486 | PA      | $355243.28    | 0.14%             | 2026-11-18      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                     | Uber Technologies Inc                                                            | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    107000 | PA      | $128667.50    | 0.05%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES LLC              | US Fertility Enterprises LLC 2025 Term Loan                                      | CUSIP: 90356EAG5<br>LEI: 254900DAI0GZFFDITB24 | Long             | LON              | CORP              | US        |   1150658 | PA      | $1146342.93   | 0.44%             | 2032-12-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES LLC              | US Fertility Enterprises LLC 2025 Delayed Draw Term Loan                         | CUSIP: 90356EAH3<br>LEI: 254900DAI0GZFFDITB24 | Long             | LON              | CORP              | US        |    174342 | PA      | $173688.32    | 0.07%             | 2032-12-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                 | United Parcel Service Inc                                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       402 | NS      | $39548.76     | 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        |   1485000 | PA      | $1396003.21   | 0.53%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                   | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91648.32     | 0.04%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                   | United Rentals North America Inc                                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45566.42     | 0.02%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                    | U.S. Treasury Bills                                                              | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   4617000 | PA      | $4581017.41   | 1.75%             | 2026-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                    | U.S. Treasury Bills                                                              | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3296000 | PA      | $3294014.16   | 1.26%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                    | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       106 | NS      | $28682.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                     | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1801000 | PA      | $1979666.40   | 0.76%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                     | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    635000 | PA      | $711694.03    | 0.27%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                     | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1798000 | PA      | $1874314.82   | 0.72%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                     | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1276278.16   | 0.49%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                     | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    171000 | PA      | $175860.85    | 0.07%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                     | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     88000 | PA      | $91603.78     | 0.04%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                    | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1897467.95   | 0.73%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                          | Paramount Global                                                                 | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    454000 | PA      | $473942.12    | 0.18%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                          | Paramount Global                                                                 | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    509000 | PA      | $471493.44    | 0.18%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                          | Paramount Global                                                                 | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    267000 | PA      | $228892.15    | 0.09%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                          | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1383350.00   | 0.53%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIKING BAKED GOODS ACQUI                  | Viking Baked Goods Acquisition Corp                                              | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1124088.13   | 0.43%             | 2031-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                             | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    863000 | PA      | $891314.17    | 0.34%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                         | WBI Operating LLC                                                                | CUSIP: 92944BAA9<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |   1989000 | PA      | $2000854.44   | 0.77%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                   | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      2358 | PA      | $241197.82    | 0.09%             | 2027-01-21      | Fixed         | 12.41%                | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                               | Wayfair LLC                                                                      | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    608000 | PA      | $633011.30    | 0.24%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                  | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   1613000 | PA      | $1648113.40   | 0.63%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                   | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |       927 | PA      | $371410.48    | 0.14%             | 2026-05-26      | Fixed         | 17.83%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                   | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      1200 | PA      | $362954.84    | 0.14%             | 2026-04-01      | Fixed         | 12.01%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                   | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      9671 | PA      | $282858.38    | 0.11%             | 2026-06-25      | Fixed         | 12.27%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                   | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      4089 | PA      | $275631.94    | 0.11%             | 2026-10-06      | Fixed         | 11.37%                | No            |                  2 | On Loan: No      |
| CFLDTRUSTUNT                              | CFLDTRUSTUNT                                                                     | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | EC               | CORP              | CN        |   1146248 | NS      | $5807.40      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Williams Cos Inc/The                      | Williams Cos Inc/The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       869 | NS      | $63245.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC                             | Wolfspeed Inc                                                                    | CUSIP: 977852AP7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     91000 | PA      | $129788.75    | 0.05%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                             | Wolfspeed Inc                                                                    | CUSIP: 977852AQ5<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     54000 | PA      | $77017.50     | 0.03%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wolfspeed Inc                             | Wolfspeed Inc                                                                    | CUSIP: 97785W106<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      4231 | NS      | $69049.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF COMPUTE LLC                          | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    362000 | PA      | $382518.16    | 0.15%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                       | Travel + Leisure Co                                                              | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1412052.02   | 0.54%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                  | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    975000 | PA      | $959377.58    | 0.37%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                           | Yum! Brands Inc                                                                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $928392.40    | 0.36%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                             | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    280000 | PA      | $276385.20    | 0.11%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                             | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   1736000 | PA      | $1679375.67   | 0.64%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                             | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    325000 | PA      | $308783.48    | 0.12%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                             | ZF North America Capital Inc                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    341000 | PA      | $334969.48    | 0.13%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                | Zoetis Inc                                                                       | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57565.00     | 0.02%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Co Ltd              | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | EC               | CORP              | KY        |    100123 | NS      | $2030.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA EVERGRANDE GROUP                    | China Evergrande Group                                                           | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $2000.00      | 0.00%             | 2022-04-11      | None          | 0.00%                 | 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      | $2000.00      | 0.00%             | 2024-07-16      | None          | 0.00%                 | 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      | $2000.00      | 0.00%             | 2024-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                    | CFLD Cayman Investment Ltd                                                       | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |    535665 | PA      | $17971.56     | 0.01%             | 2031-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                    | CFLD Cayman Investment Ltd                                                       | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |    283247 | PA      | $7282.28      | 0.00%             | 2031-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                    | CFLD Cayman Investment Ltd                                                       | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |     62868 | PA      | $1331.54      | 0.00%             | 2031-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                   | Central China Real Estate Ltd                                                    | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    280000 | PA      | $2800.00      | 0.00%             | 2025-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                    | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     80629 | PA      | $201.57       | 0.00%             | 2031-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                    | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     17628 | PA      | $333.17       | 0.00%             | 2028-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                         | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    139775 | PA      | $5479.20      | 0.00%             | 2029-09-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                         | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    113835 | PA      | $1422.94      | 0.00%             | 2030-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                         | Add Hero Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |    150266 | PA      | $1358.40      | 0.00%             | 2031-09-30      | Fixed         | 9.80%                 | Yes           |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                    | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |    197246 | PA      | $493.12       | 0.00%             | 2099-12-31      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                  | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    740290 | PA      | $14435.66     | 0.01%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                  | Shimao Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      8905 | PA      | $289.41       | 0.00%             | 2031-07-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                              | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     90336 | PA      | $2586.32      | 0.00%             | 2028-06-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| YUZHOU GROUP                              | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    107595 | PA      | $8338.61      | 0.00%             | 2027-06-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| YUZHOU GROUP                              | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    210997 | PA      | $5802.42      | 0.00%             | 2030-06-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| YUZHOU GROUP                              | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    157694 | PA      | $4896.40      | 0.00%             | 2029-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| YUZHOU GROUP                              | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    296707 | PA      | $7444.38      | 0.00%             | 2031-06-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| YUZHOU GROUP                              | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     87551 | PA      | $218.88       | 0.00%             | 2034-06-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                  | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    125913 | PA      | $2518.26      | 0.00%             | 2028-12-28      | 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        |     86129 | PA      | $1722.58      | 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        |    210789 | PA      | $3688.81      | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                  | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    254067 | PA      | $3811.01      | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                  | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    382781 | PA      | $6698.67      | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                  | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    360230 | PA      | $4502.88      | 0.00%             | 2032-12-28      | 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        |    149742 | PA      | $74.87        | 0.00%             | 2028-12-31      | 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        |     93592 | PA      | $93.59        | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                  | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     74870 | PA      | $187.18       | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                  | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    149742 | PA      | $29.95        | 0.00%             | 2029-12-31      | 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        |    353123 | PA      | $35.31        | 0.00%             | 2032-12-31      | 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        |    187178 | PA      | $18.72        | 0.00%             | 2031-12-31      | 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        |    187178 | PA      | $56.15        | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                      | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     52262 | PA      | $1530.75      | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                      | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    194958 | PA      | $5361.35      | 0.00%             | 2032-09-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                      | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    233380 | PA      | $1369.94      | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                      | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     45712 | PA      | $177.82       | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                   | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |       332 | PA      | $270844.85    | 0.10%             | 2026-06-17      | Fixed         | 15.65%                | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                  | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    321645 | PA      | $81408.35     | 0.03%             | 2028-06-23      | 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        |    435268 | PA      | $68654.82     | 0.03%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                   | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |       801 | PA      | $264325.22    | 0.10%             | 2027-01-14      | Fixed         | 13.58%                | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                    | US LONG BOND(CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -32 | NC      | $119898.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                    | US ULTRA BOND CBT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -3 | NC      | $12122.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                    | US 5YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        45 | NC      | $-62566.52    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                    | US 2YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       145 | NC      | $-218895.77   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                    | US 10YR ULTRA FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        20 | NC      | $-48365.45    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Sunac China Holdings Ltd                  | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | EC               | CORP              | KY        |     37187 | NS      | $5051.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                  | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | KY        |     92807 | NS      | $1053.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech Finance Inc                      | GrafTech Finance Inc 2024 Delayed Draw Term Loan                                 | CUSIP: 000000000<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |    327119 | PA      | $308924.66    | 0.12%             | 2029-12-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GrafTech Finance Inc                      | GrafTech Finance Inc 2024 Term Loan                                              | CUSIP: 000000000<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |    572458 | PA      | $540618.17    | 0.21%             | 2029-12-21      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Fluid-Flow Products, Inc.                 | FLUID FLOW PRODUCTS INC 2026 TERM LOAN B                                         | CUSIP: 000000000<br>LEI: 254900BHD5AK9H7EKF91 | Long             | LON              | CORP              | US        |    390000 | PA      | $389512.50    | 0.15%             | 2033-03-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                        | MATIV HOLDINGS INC 2026 TERM LOAN B                                              | CUSIP: 80854EAK4<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |   2055000 | PA      | $1972800.00   | 0.76%             | 2033-04-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Ltd                  | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | EC               | CORP              | KY        |    131930 | NS      | $1247.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd                    | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | EC               | CORP              | KY        |     49312 | NS      | $376.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA EVERGRANDE GROUP                    | China Evergrande Group                                                           | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    405000 | PA      | $4050.00      | 0.00%             | 2025-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                 | Bausch & Lomb Corporation 2025 Repriced Term Loan                                | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   1674289 | PA      | $1676382.16   | 0.64%             | 2031-01-15      | Floating      | 7.42%                 | 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        |    682342 | PA      | $678077.20    | 0.26%             | 2028-12-12      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Garmin Ltd                                | Garmin Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       373 | NS      | $86539.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                           | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        59 | NS      | $77928.97     | 0.03%             |  |  |  | No            |                  1 | 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        |    330357 | PA      | $322305.99    | 0.12%             | 2031-02-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd               | Royal Caribbean Cruises Ltd                                                      | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |       443 | NS      | $121904.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-23

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer