# EDGAR Filing Document

**Accession Number:** 0000917469
**File Stem:** 0001410368-26-019689
**Filing Date:** 2026-2
**Character Count:** 263650
**Document Hash:** 30bd92f786cce0a301482fc2f8ec9705
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-019689.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-019689

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**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:** 26688900

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Portfolio of Investments – as of December 31, 2025 (Unaudited)**

Loomis Sayles High Income Opportunities Fund

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount** <br>| **Description** | **Value (†)** |
| **Bonds and Notes — 85.1% of Net Assets** | **Bonds and Notes — 85.1% of Net Assets** | **Bonds and Notes — 85.1% of Net Assets** |
| **Non-Convertible Bonds — 83.8%** | **Non-Convertible Bonds — 83.8%** | **Non-Convertible Bonds — 83.8%** |
|  | **ABS Car Loan — 0.1%** | **ABS Car Loan — 0.1%** |
| $270000 | &nbsp;&nbsp; Hertz Vehicle Financing III LLC, Series 2023-1A, <br> Class 1D, 9.130%, 6/25/2027(a)<br>| &nbsp;&nbsp; $272028 |
|  | **ABS Home Equity — 0.0%** | **ABS Home Equity — 0.0%** |
| 82807 | &nbsp;&nbsp; DSLA Mortgage Loan Trust, Series 2005-AR5, <br> Class 2A1A, 1 mo. USD SOFR + 0.774%, <br> 4.506%, 9/19/2045(b)(c)<br>| &nbsp;&nbsp; 42983 |
|  | **Aerospace & Defense — 1.4%** | **Aerospace & Defense — 1.4%** |
| 545000 | Axon Enterprise, Inc., 6.125%, 3/15/2030(a) | &nbsp;&nbsp; 562628 |
| 255000 | Axon Enterprise, Inc., 6.250%, 3/15/2033(a) | &nbsp;&nbsp; 265283 |
| 630000 | TransDigm, Inc., 4.625%, 1/15/2029 | &nbsp;&nbsp; 625823 |
| 800000 | TransDigm, Inc., 6.250%, 1/31/2034(a) | &nbsp;&nbsp; 830145 |
| 1300000 | TransDigm, Inc., 6.375%, 3/01/2029(a) | &nbsp;&nbsp; 1340650 |
| 190000 | TransDigm, Inc., 6.375%, 5/31/2033(a) | &nbsp;&nbsp; 194964 |
| 260000 | TransDigm, Inc., 6.750%, 8/15/2028(a) | &nbsp;&nbsp; 265002 |
| 90000 | TransDigm, Inc., 6.875%, 12/15/2030(a) | &nbsp;&nbsp; 94186 |
|  |  | &nbsp;&nbsp; 4178681 |
|  | **Automotive — 1.8%** | **Automotive — 1.8%** |
| 110000 | &nbsp;&nbsp; American Axle & Manufacturing, Inc., <br> 5.000%, 10/01/2029<br>| &nbsp;&nbsp; 105961 |
| 1145000 | &nbsp;&nbsp; General Motors Financial Co., Inc., Series A, (fixed <br> rate to 9/30/2027, variable rate thereafter), <br> 5.750%(d)<br>| &nbsp;&nbsp; 1130748 |
| 765000 | &nbsp;&nbsp; Nissan Motor Acceptance Co. LLC, <br> 5.625%, 9/29/2028(a)<br>| &nbsp;&nbsp; 767156 |
| 756000 | Nissan Motor Co. Ltd., 4.345%, 9/17/2027(a) | &nbsp;&nbsp; 745624 |
| 200000 | Nissan Motor Co. Ltd., 4.810%, 9/17/2030(a) | &nbsp;&nbsp; 188500 |
| 1306000 | ZF North America Capital, Inc., 6.750%, 4/23/2030(a) | &nbsp;&nbsp; 1290552 |
| 534000 | ZF North America Capital, Inc., 6.875%, 4/14/2028(a) | &nbsp;&nbsp; 542795 |
| 235000 | ZF North America Capital, Inc., 6.875%, 4/23/2032(a) | &nbsp;&nbsp; 229815 |
| 155000 | ZF North America Capital, Inc., 7.125%, 4/14/2030(a) | &nbsp;&nbsp; 156424 |
|  |  | &nbsp;&nbsp; 5157575 |
|  | **Banking — 0.7%** | **Banking — 0.7%** |
| 400000 | &nbsp;&nbsp; Intesa Sanpaolo SpA, (fixed rate to 6/01/2041, <br> variable rate thereafter), 4.950%, 6/01/2042(a)<br>| &nbsp;&nbsp; 341240 |
| 1610000 | Synchrony Financial, 7.250%, 2/02/2033 | &nbsp;&nbsp; 1729480 |
|  |  | &nbsp;&nbsp; 2070720 |
|  | **Brokerage — 1.5%** | **Brokerage — 1.5%** |
| 770000 | &nbsp;&nbsp; Jane Street Group/JSG Finance, Inc., <br> 6.750%, 5/01/2033(a)<br>| &nbsp;&nbsp; 803723 |
| 180000 | &nbsp;&nbsp; Jane Street Group/JSG Finance, Inc., <br> 7.125%, 4/30/2031(a)<br>| &nbsp;&nbsp; 189138 |
| 1540000 | Osaic Holdings, Inc., 6.750%, 8/01/2032(a) | &nbsp;&nbsp; 1608715 |
| 1674000 | Osaic Holdings, Inc., 8.000%, 8/01/2033(a) | &nbsp;&nbsp; 1740451 |
|  |  | &nbsp;&nbsp; 4342027 |
|  | **Building Materials — 0.4%** | **Building Materials — 0.4%** |
| 1255000 | Quikrete Holdings, Inc., 6.375%, 3/01/2032(a) | &nbsp;&nbsp; 1306304 |
|  | **Cable Satellite — 8.9%** | **Cable Satellite — 8.9%** |
| 3290000 | &nbsp;&nbsp; CCO Holdings LLC/CCO Holdings Capital Corp., <br> 4.750%, 3/01/2030(a)<br>| &nbsp;&nbsp; 3142110 |
| 1135000 | &nbsp;&nbsp; CCO Holdings LLC/CCO Holdings Capital Corp., <br> 5.000%, 2/01/2028(a)<br>| &nbsp;&nbsp; 1126019 |
| 600000 | &nbsp;&nbsp; CCO Holdings LLC/CCO Holdings Capital Corp., <br> 5.375%, 6/01/2029(a)<br>| &nbsp;&nbsp; 593232 |
| 1235000 | CSC Holdings LLC, 4.625%, 12/01/2030(a) | &nbsp;&nbsp; 441131 |
| 1430000 | CSC Holdings LLC, 5.375%, 2/01/2028(a) | &nbsp;&nbsp; 1037502 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Cable Satellite — continued** | **Cable Satellite — continued** |
| $2375000 | CSC Holdings LLC, 5.750%, 1/15/2030(a) | &nbsp;&nbsp; $878108 |
| 1090000 | CSC Holdings LLC, 7.500%, 4/01/2028(a) | &nbsp;&nbsp; 634925 |
| 2950000 | CSC Holdings LLC, 11.250%, 5/15/2028(a) | &nbsp;&nbsp; 2347213 |
| 1765000 | Directv Financing LLC, 8.875%, 2/01/2030(a) | &nbsp;&nbsp; 1788723 |
| 175000 | Directv Financing LLC, 8.875%, 2/01/2030(a) | &nbsp;&nbsp; 177064 |
| 2675000 | &nbsp;&nbsp; Directv Financing LLC/Directv Financing <br> Co-Obligor, Inc., 10.000%, 2/15/2031(a)<br>| &nbsp;&nbsp; 2733988 |
| 3005000 | DISH DBS Corp., 5.250%, 12/01/2026(a) | &nbsp;&nbsp; 2914091 |
| 430000 | DISH DBS Corp., 5.750%, 12/01/2028(a) | &nbsp;&nbsp; 422153 |
| 1975000 | DISH DBS Corp., 7.750%, 7/01/2026 | &nbsp;&nbsp; 1950961 |
| 205000 | DISH Network Corp., 11.750%, 11/15/2027(a) | &nbsp;&nbsp; 213360 |
| 5180457 | EchoStar Corp., 10.750%, 11/30/2029 | &nbsp;&nbsp; 5728555 |
|  |  | &nbsp;&nbsp; 26129135 |
|  | **Chemicals — 2.6%** | **Chemicals — 2.6%** |
| 1745000 | Ashland, Inc., 3.375%, 9/01/2031(a) | &nbsp;&nbsp; 1596154 |
| 154000 | Chemours Co., 4.625%, 11/15/2029(a) | &nbsp;&nbsp; 139251 |
| 2380000 | Chemours Co., 5.750%, 11/15/2028(a) | &nbsp;&nbsp; 2314575 |
| 805000 | Hercules LLC, 6.500%, 6/30/2029 | &nbsp;&nbsp; 806312 |
| 1485000 | Perimeter Holdings LLC, 6.250%, 1/15/2034(a) | &nbsp;&nbsp; 1475242 |
| 1445000 | &nbsp;&nbsp; SK Invictus Intermediate II SARL, <br> 5.000%, 10/30/2029(a)<br>| &nbsp;&nbsp; 1430834 |
|  |  | &nbsp;&nbsp; 7762368 |
|  | **Construction Machinery — 0.7%** | **Construction Machinery — 0.7%** |
| 155000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 3.750%, 1/15/2032<br>| &nbsp;&nbsp; 145419 |
| 1440000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 3.875%, 2/15/2031<br>| &nbsp;&nbsp; 1373336 |
| 630000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 4.000%, 7/15/2030<br>| &nbsp;&nbsp; 610708 |
| 35000 | &nbsp;&nbsp; United Rentals North America, Inc., <br> 6.125%, 3/15/2034(a)<br>| &nbsp;&nbsp; 36459 |
|  |  | &nbsp;&nbsp; 2165922 |
|  | **Consumer Cyclical Services — 0.9%** | **Consumer Cyclical Services — 0.9%** |
| 2850000 | TriNet Group, Inc., 3.500%, 3/01/2029(a) | &nbsp;&nbsp; 2693138 |
| 45000 | TriNet Group, Inc., 7.125%, 8/15/2031(a) | &nbsp;&nbsp; 46386 |
|  |  | &nbsp;&nbsp; 2739524 |
|  | **Consumer Products — 0.2%** | **Consumer Products — 0.2%** |
| 345000 | Acushnet Co., 5.625%, 12/01/2033(a) | &nbsp;&nbsp; 348876 |
| 395000 | Whirlpool Corp., 6.500%, 6/15/2033 | &nbsp;&nbsp; 383034 |
|  |  | &nbsp;&nbsp; 731910 |
|  | **Diversified Manufacturing — 1.4%** | **Diversified Manufacturing — 1.4%** |
| 770000 | Esab Corp., 6.250%, 4/15/2029(a) | &nbsp;&nbsp; 791727 |
| 2340000 | Resideo Funding, Inc., 4.000%, 9/01/2029(a) | &nbsp;&nbsp; 2255291 |
| 900000 | Resideo Funding, Inc., 6.500%, 7/15/2032(a) | &nbsp;&nbsp; 921180 |
|  |  | &nbsp;&nbsp; 3968198 |
|  | **Electric — 1.4%** | **Electric — 1.4%** |
| 135000 | NRG Energy, Inc., 5.250%, 6/15/2029(a) | &nbsp;&nbsp; 135364 |
| 428000 | NRG Energy, Inc., 5.750%, 1/15/2034(a) | &nbsp;&nbsp; 432353 |
| 530000 | NRG Energy, Inc., 6.000%, 2/01/2033(a) | &nbsp;&nbsp; 540493 |
| 1435000 | Talen Energy Supply LLC, 6.250%, 2/01/2034(a) | &nbsp;&nbsp; 1463576 |
| 1601000 | VoltaGrid LLC, 7.375%, 11/01/2030(a) | &nbsp;&nbsp; 1586184 |
|  |  | &nbsp;&nbsp; 4157970 |
|  | **Environmental — 0.7%** | **Environmental — 0.7%** |
| 505000 | Clean Harbors, Inc., 5.125%, 7/15/2029(a) | &nbsp;&nbsp; 505494 |
| 395000 | Clean Harbors, Inc., 6.375%, 2/01/2031(a) | &nbsp;&nbsp; 406504 |
| 500000 | GFL Environmental, Inc., 4.000%, 8/01/2028(a) | &nbsp;&nbsp; 493200 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Environmental — continued** | **Environmental — continued** |
| $305000 | GFL Environmental, Inc., 4.375%, 8/15/2029(a) | &nbsp;&nbsp; $299915 |
| 230000 | GFL Environmental, Inc., 6.750%, 1/15/2031(a) | &nbsp;&nbsp; 241309 |
|  |  | &nbsp;&nbsp; 1946422 |
|  | **Finance Companies — 2.2%** | **Finance Companies — 2.2%** |
| 1740000 | Azorra Finance Ltd., 7.250%, 1/15/2031(a) | &nbsp;&nbsp; 1823228 |
| 975000 | Azorra Finance Ltd., 7.750%, 4/15/2030(a) | &nbsp;&nbsp; 1029521 |
| 330000 | &nbsp;&nbsp; Freedom Mortgage Holdings LLC, <br> 7.875%, 4/01/2033(a)<br>| &nbsp;&nbsp; 341736 |
| 295000 | &nbsp;&nbsp; Freedom Mortgage Holdings LLC, <br> 8.375%, 4/01/2032(a)<br>| &nbsp;&nbsp; 310536 |
| 1035000 | &nbsp;&nbsp; Freedom Mortgage Holdings LLC, <br> 9.125%, 5/15/2031(a)<br>| &nbsp;&nbsp; 1111649 |
| 1040000 | &nbsp;&nbsp; Freedom Mortgage Holdings LLC, <br> 9.250%, 2/01/2029(a)<br>| &nbsp;&nbsp; 1090802 |
| 855000 | GGAM Finance Ltd., 5.875%, 3/15/2030(a) | &nbsp;&nbsp; 867645 |
|  |  | &nbsp;&nbsp; 6575117 |
|  | **Financial Other — 0.5%** | **Financial Other — 0.5%** |
| 946000 | &nbsp;&nbsp; Burford Capital Global Finance LLC, <br> 7.500%, 7/15/2033(a)<br>| &nbsp;&nbsp; 902731 |
| 207000 | &nbsp;&nbsp; Burford Capital Global Finance LLC, <br> 9.250%, 7/01/2031(a)<br>| &nbsp;&nbsp; 213129 |
| 200000 | Central China Real Estate Ltd., 7.250%, 8/13/2024(e) | &nbsp;&nbsp; 3500 |
| 205000 | Central China Real Estate Ltd., 7.650%, 8/27/2025(e) | &nbsp;&nbsp; 3587 |
| 429065 | &nbsp;&nbsp; CFLD Cayman Investment Ltd., <br> 2.500%, 1/31/2031(a)(f)<br>| &nbsp;&nbsp; 15208 |
| 226880 | &nbsp;&nbsp; CFLD Cayman Investment Ltd., <br> 2.500%, 1/31/2031(a)(f)<br>| &nbsp;&nbsp; 8042 |
| 49972 | &nbsp;&nbsp; CFLD Cayman Investment Ltd., Zero Coupon, <br> 1/31/2031(a)<br>| &nbsp;&nbsp; 1183 |
| 200000 | China Evergrande Group, 8.750%, 6/28/2025(e) | &nbsp;&nbsp; 1250 |
| 200000 | China Evergrande Group, 9.500%, 4/11/2022(e) | &nbsp;&nbsp; 1528 |
| 195000 | &nbsp;&nbsp; Icahn Enterprises LP/Icahn Enterprises Finance <br> Corp., 5.250%, 5/15/2027<br>| &nbsp;&nbsp; 192320 |
| 103666 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., 6.250% PIK and/or <br> 5.250% Cash, 12/28/2028(a)(g)<br>| &nbsp;&nbsp; 2173 |
| 173545 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., 6.500% PIK and/or <br> 5.500% Cash, 12/28/2029(a)(g)<br>| &nbsp;&nbsp; 3271 |
| 209177 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., 6.750% PIK and/or <br> 5.750% Cash, 12/28/2030(a)(g)<br>| &nbsp;&nbsp; 3138 |
| 315150 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., 7.000% PIK and/or <br> 6.000% Cash, 12/28/2031(a)(g)<br>| &nbsp;&nbsp; 4841 |
| 296583 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., 7.250% PIK and/or <br> 6.250% Cash, 12/28/2032(a)(g)<br>| &nbsp;&nbsp; 4251 |
| 70911 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., 7.721% PIK and/or <br> 6.721% Cash, 12/28/2028(a)(g)<br>| &nbsp;&nbsp; 1595 |
| 6050 | &nbsp;&nbsp; Shimao Group Holdings Ltd., 6.000% PIK and/or <br> 5.000% Cash, 7/21/2031(a)(g)<br>| &nbsp;&nbsp; 200 |
| 71065 | &nbsp;&nbsp; Times China Holdings Ltd., 3.000% PIK and/or <br> 1.000% Cash, 3/30/2029(a)(g)<br>| &nbsp;&nbsp; 1116 |
| 263540 | &nbsp;&nbsp; Times China Holdings Ltd., 4.200% PIK, <br> 9/30/2032(a)(g)<br>| &nbsp;&nbsp; 3742 |
| 62893 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., 1.000% PIK, <br> 6/30/2034(g)<br>| &nbsp;&nbsp; 63 |
| 66841 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., 4.000% PIK, <br> 6/30/2028(g)<br>| &nbsp;&nbsp; 1587 |
| 116395 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., 4.500% PIK, <br> 6/30/2029(g)<br>| &nbsp;&nbsp; 2328 |
| 155360 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., 5.000% PIK, <br> 6/30/2030(g)<br>| &nbsp;&nbsp; 3107 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Financial Other — continued** | **Financial Other — continued** |
| $217938 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., 5.500% PIK, <br> 6/30/2031(g)<br>| &nbsp;&nbsp; $2722 |
| 81204 | &nbsp;&nbsp; Yuzhou Group Holdings Co. Ltd., 7.000% PIK and/or <br> 6.000% Cash, 6/30/2027(g)<br>| &nbsp;&nbsp; 8120 |
|  |  | &nbsp;&nbsp; 1384732 |
|  | **Food & Beverage — 1.8%** | **Food & Beverage — 1.8%** |
| 275000 | &nbsp;&nbsp; HLF Financing SARL LLC/Herbalife International, <br> Inc., 4.875%, 6/01/2029(a)<br>| &nbsp;&nbsp; 258259 |
| 150000 | Lamb Weston Holdings, Inc., 4.125%, 1/31/2030(a) | &nbsp;&nbsp; 145097 |
| 1305000 | Lamb Weston Holdings, Inc., 4.375%, 1/31/2032(a) | &nbsp;&nbsp; 1243244 |
| 390000 | Lamb Weston Holdings, Inc., 4.875%, 5/15/2028(a) | &nbsp;&nbsp; 389007 |
| 2025000 | Performance Food Group, Inc., 4.250%, 8/01/2029(a) | &nbsp;&nbsp; 1979807 |
| 1073000 | Post Holdings, Inc., 4.500%, 9/15/2031(a) | &nbsp;&nbsp; 1017254 |
| 230000 | Post Holdings, Inc., 4.625%, 4/15/2030(a) | &nbsp;&nbsp; 223966 |
| 80000 | Post Holdings, Inc., 6.375%, 3/01/2033(a) | &nbsp;&nbsp; 80800 |
|  |  | &nbsp;&nbsp; 5337434 |
|  | **Gaming — 0.6%** | **Gaming — 0.6%** |
| 1625000 | &nbsp;&nbsp; Genting New York LLC/GENNY Capital, Inc., <br> 7.250%, 10/01/2029(a)<br>| &nbsp;&nbsp; 1666537 |
|  | **Health Care REITs — 0.2%** | **Health Care REITs — 0.2%** |
| 605000 | &nbsp;&nbsp; MPT Operating Partnership LP/MPT Finance Corp., <br> 8.500%, 2/15/2032, (a)<br>| &nbsp;&nbsp; 646100 |
|  | **Health Insurance — 1.7%** | **Health Insurance — 1.7%** |
| 1365000 | Molina Healthcare, Inc., 3.875%, 11/15/2030(a) | &nbsp;&nbsp; 1266571 |
| 1681000 | Molina Healthcare, Inc., 3.875%, 5/15/2032(a) | &nbsp;&nbsp; 1526646 |
| 535000 | Molina Healthcare, Inc., 6.250%, 1/15/2033(a) | &nbsp;&nbsp; 545414 |
| 1525000 | Molina Healthcare, Inc., 6.500%, 2/15/2031(a) | &nbsp;&nbsp; 1566221 |
|  |  | &nbsp;&nbsp; 4904852 |
|  | **Healthcare — 2.2%** | **Healthcare — 2.2%** |
| 1080000 | Avantor Funding, Inc., 3.875%, 11/01/2029(a) | &nbsp;&nbsp; 1032756 |
| 745000 | DaVita, Inc., 3.750%, 2/15/2031(a) | &nbsp;&nbsp; 688285 |
| 180000 | DaVita, Inc., 4.625%, 6/01/2030(a) | &nbsp;&nbsp; 175030 |
| 975000 | HAH Group Holding Co. LLC, 9.750%, 10/01/2031(a) | &nbsp;&nbsp; 916845 |
| 910000 | Hologic, Inc., 3.250%, 2/15/2029(a) | &nbsp;&nbsp; 896870 |
| 85000 | Hologic, Inc., 4.625%, 2/01/2028(a) | &nbsp;&nbsp; 84996 |
| 890000 | LifePoint Health, Inc., 5.375%, 1/15/2029(a) | &nbsp;&nbsp; 872603 |
| 290000 | Owens & Minor, Inc., 6.625%, 4/01/2030(a) | &nbsp;&nbsp; 183840 |
| 1465000 | Radiology Partners, Inc., 8.500%, 7/15/2032(a) | &nbsp;&nbsp; 1530394 |
|  |  | &nbsp;&nbsp; 6381619 |
|  | **Home Construction — 2.1%** | **Home Construction — 2.1%** |
| 200000 | Corp. GEO SAB de CV, 8.875%, 3/27/2022(a)(b)(e) | &nbsp;&nbsp; — |
| 980000 | Mattamy Group Corp., 6.000%, 12/15/2033(a) | &nbsp;&nbsp; 971293 |
| 1295000 | &nbsp;&nbsp; Taylor Morrison Communities, Inc., <br> 5.125%, 8/01/2030(a)<br>| &nbsp;&nbsp; 1302807 |
| 345000 | &nbsp;&nbsp; Taylor Morrison Communities, Inc., <br> 5.750%, 1/15/2028(a)<br>| &nbsp;&nbsp; 351162 |
| 3345000 | &nbsp;&nbsp; Taylor Morrison Communities, Inc., <br> 5.750%, 11/15/2032(a)<br>| &nbsp;&nbsp; 3441644 |
|  |  | &nbsp;&nbsp; 6066906 |
|  | **Independent Energy — 4.3%** | **Independent Energy — 4.3%** |
| 575000 | Chord Energy Corp., 6.000%, 10/01/2030(a) | &nbsp;&nbsp; 582051 |
| 2785000 | Chord Energy Corp., 6.750%, 3/15/2033(a) | &nbsp;&nbsp; 2880016 |
| 1915000 | Civitas Resources, Inc., 8.625%, 11/01/2030(a) | &nbsp;&nbsp; 2007035 |
| 1675000 | Civitas Resources, Inc., 8.750%, 7/01/2031(a) | &nbsp;&nbsp; 1737647 |
| 150000 | Crescent Energy Finance LLC, 7.375%, 1/15/2033(a) | &nbsp;&nbsp; 142343 |
| 655000 | Crescent Energy Finance LLC, 7.625%, 4/01/2032(a) | &nbsp;&nbsp; 635037 |
| 150000 | Energean Israel Finance Ltd., 5.375%, 3/30/2028 | &nbsp;&nbsp; 147938 |
| 35000 | Leviathan Bond Ltd., 6.500%, 6/30/2027 | &nbsp;&nbsp; 35185 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Independent Energy — continued** | **Independent Energy — continued** |
| $1038000 | Matador Resources Co., 6.250%, 4/15/2033(a) | &nbsp;&nbsp; $1039381 |
| 420000 | Matador Resources Co., 6.500%, 4/15/2032(a) | &nbsp;&nbsp; 425949 |
| 1387000 | Northern Oil & Gas, Inc., 8.750%, 6/15/2031(a) | &nbsp;&nbsp; 1400308 |
| 616000 | Saturn Oil & Gas, Inc., 9.625%, 6/15/2029(a) | &nbsp;&nbsp; 607319 |
| 880000 | SM Energy Co., 6.750%, 8/01/2029(a) | &nbsp;&nbsp; 886461 |
|  |  | &nbsp;&nbsp; 12526670 |
|  | **Industrial Other — 1.2%** | **Industrial Other — 1.2%** |
| 495000 | Arcosa, Inc., 4.375%, 4/15/2029(a) | &nbsp;&nbsp; 486573 |
| 360000 | Arcosa, Inc., 6.875%, 8/15/2032(a) | &nbsp;&nbsp; 379487 |
| 190000 | &nbsp;&nbsp; Brundage-Bone Concrete Pumping Holdings, Inc., <br> 7.500%, 2/01/2032(a)<br>| &nbsp;&nbsp; 193898 |
| 2537000 | TopBuild Corp., 5.625%, 1/31/2034(a) | &nbsp;&nbsp; 2566395 |
|  |  | &nbsp;&nbsp; 3626353 |
|  | **Leisure — 1.1%** | **Leisure — 1.1%** |
| 1695000 | &nbsp;&nbsp; Kingpin Intermediate Holdings LLC, <br> 7.250%, 10/15/2032(a)<br>| &nbsp;&nbsp; 1602369 |
| 1550000 | Lindblad Expeditions LLC, 7.000%, 9/15/2030(a) | &nbsp;&nbsp; 1616929 |
|  |  | &nbsp;&nbsp; 3219298 |
|  | **Life Insurance — 0.7%** | **Life Insurance — 0.7%** |
| 2175000 | &nbsp;&nbsp; APH Somerset Investor 2 LLC/APH2 Somerset <br> Investor 2 LLC/APH3 Somerset Investor 2 LLC, <br> 7.875%, 11/01/2029(a)<br>| &nbsp;&nbsp; 2196716 |
|  | **Lodging — 3.1%** | **Lodging — 3.1%** |
| 1945000 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., <br> 3.625%, 2/15/2032(a)<br>| &nbsp;&nbsp; 1805505 |
| 205000 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., <br> 4.000%, 5/01/2031(a)<br>| &nbsp;&nbsp; 196201 |
| 395000 | &nbsp;&nbsp; Hilton Domestic Operating Co., Inc., <br> 5.500%, 3/31/2034(a)<br>| &nbsp;&nbsp; 397713 |
| 2692000 | &nbsp;&nbsp; Hilton Grand Vacations Borrower LLC/Hilton Grand <br> Vacations Borrower, Inc., 6.625%, 1/15/2032(a)<br>| &nbsp;&nbsp; 2759265 |
| 1835000 | &nbsp;&nbsp; Marriott Ownership Resorts, Inc., <br> 4.500%, 6/15/2029(a)<br>| &nbsp;&nbsp; 1753174 |
| 882000 | Travel & Leisure Co., 4.500%, 12/01/2029(a) | &nbsp;&nbsp; 863274 |
| 695000 | Travel & Leisure Co., 4.625%, 3/01/2030(a) | &nbsp;&nbsp; 677665 |
| 624000 | Travel & Leisure Co., 6.125%, 9/01/2033(a) | &nbsp;&nbsp; 633391 |
|  |  | &nbsp;&nbsp; 9086188 |
|  | **Media Entertainment — 2.9%** | **Media Entertainment — 2.9%** |
| 1220000 | Discovery Communications LLC, 3.625%, 5/15/2030 | &nbsp;&nbsp; 1123172 |
| 530000 | Discovery Communications LLC, 6.350%, 6/01/2040 | &nbsp;&nbsp; 438976 |
| 1440000 | Dotdash Meredith, Inc., 7.625%, 6/15/2032(a) | &nbsp;&nbsp; 1297242 |
| 264000 | iHeartCommunications, Inc., 7.000%, 1/15/2031(a) | &nbsp;&nbsp; 216401 |
| 382750 | iHeartCommunications, Inc., 7.750%, 8/15/2030(a) | &nbsp;&nbsp; 334474 |
| 304000 | iHeartCommunications, Inc., 9.125%, 5/01/2029(a) | &nbsp;&nbsp; 292837 |
| 1920000 | &nbsp;&nbsp; Paramount Global, (fixed rate to 3/30/2027, variable <br> rate thereafter), 6.375%, 3/30/2062<br>| &nbsp;&nbsp; 1782498 |
| 2877000 | Warnermedia Holdings, Inc., 4.279%, 3/15/2032 | &nbsp;&nbsp; 2525488 |
| 635000 | Warnermedia Holdings, Inc., 5.050%, 3/15/2042 | &nbsp;&nbsp; 448507 |
|  |  | &nbsp;&nbsp; 8459595 |
|  | **Metals & Mining — 3.0%** | **Metals & Mining — 3.0%** |
| 795000 | Carpenter Technology Corp., 5.625%, 3/01/2034(a) | &nbsp;&nbsp; 807501 |
| 420000 | Cleveland-Cliffs, Inc., 6.875%, 11/01/2029(a) | &nbsp;&nbsp; 434999 |
| 370000 | Commercial Metals Co., 3.875%, 2/15/2031 | &nbsp;&nbsp; 351335 |
| 925000 | Commercial Metals Co., 4.125%, 1/15/2030 | &nbsp;&nbsp; 898160 |
| 880000 | Commercial Metals Co., 4.375%, 3/15/2032 | &nbsp;&nbsp; 845548 |
| 299000 | Commercial Metals Co., 5.750%, 11/15/2033(a) | &nbsp;&nbsp; 305737 |
| 424000 | Commercial Metals Co., 6.000%, 12/15/2035(a) | &nbsp;&nbsp; 434666 |
| 1090000 | First Quantum Minerals Ltd., 9.375%, 3/01/2029(a) | &nbsp;&nbsp; 1147785 |
| 502000 | Fortescue Treasury Pty. Ltd., 4.375%, 4/01/2031(a) | &nbsp;&nbsp; 485496 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Metals & Mining — continued** | **Metals & Mining — continued** |
| $615000 | GrafTech Finance, Inc., 4.625%, 12/23/2029(a) | &nbsp;&nbsp; $456896 |
| 175000 | Mineral Resources Ltd., 8.000%, 11/01/2027(a) | &nbsp;&nbsp; 178728 |
| 2210000 | Mineral Resources Ltd., 9.250%, 10/01/2028(a) | &nbsp;&nbsp; 2319396 |
|  |  | &nbsp;&nbsp; 8666247 |
|  | **Midstream — 5.5%** | **Midstream — 5.5%** |
| 2465000 | &nbsp;&nbsp; Antero Midstream Partners LP/Antero Midstream <br> Finance Corp., 5.750%, 7/01/2034(a)<br>| &nbsp;&nbsp; 2483638 |
| 1620000 | &nbsp;&nbsp; CQP Holdco LP/BIP-V Chinook Holdco LLC, <br> 5.500%, 6/15/2031(a)<br>| &nbsp;&nbsp; 1602696 |
| 500000 | &nbsp;&nbsp; CQP Holdco LP/BIP-V Chinook Holdco LLC, <br> 7.500%, 12/15/2033(a)<br>| &nbsp;&nbsp; 535735 |
| 1350000 | &nbsp;&nbsp; Energy Transfer LP, (fixed rate to 2/15/2029, variable <br> rate thereafter), 8.000%, 5/15/2054<br>| &nbsp;&nbsp; 1441064 |
| 884000 | Sunoco LP, 5.625%, 3/15/2031(a) | &nbsp;&nbsp; 890477 |
| 504000 | Sunoco LP, 7.250%, 5/01/2032(a) | &nbsp;&nbsp; 532897 |
| 135000 | &nbsp;&nbsp; Venture Global Calcasieu Pass LLC, <br> 3.875%, 11/01/2033(a)<br>| &nbsp;&nbsp; 115751 |
| 77000 | &nbsp;&nbsp; Venture Global Calcasieu Pass LLC, <br> 4.125%, 8/15/2031(a)<br>| &nbsp;&nbsp; 70068 |
| 2910000 | &nbsp;&nbsp; Venture Global LNG, Inc., (fixed rate to 9/30/2029, <br> variable rate thereafter), 9.000%(a)(d)<br>| &nbsp;&nbsp; 2298116 |
| 68000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.125%, 12/15/2030(a)<br>| &nbsp;&nbsp; 69247 |
| 2092000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.500%, 1/15/2034(a)<br>| &nbsp;&nbsp; 2142710 |
| 4000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.500%, 6/15/2034(a)<br>| &nbsp;&nbsp; 4087 |
| 1080000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 6.750%, 1/15/2036(a)<br>| &nbsp;&nbsp; 1106234 |
| 2140000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 7.500%, 5/01/2033(a)<br>| &nbsp;&nbsp; 2312272 |
| 565000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 7.750%, 5/01/2035(a)<br>| &nbsp;&nbsp; 618649 |
|  |  | &nbsp;&nbsp; 16223641 |
|  | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 1.1%** | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 1.1%** |
| 91505 | &nbsp;&nbsp; CG-CCRE Commercial Mortgage Trust, <br> Series 2014-FL2, Class COL1, 1 mo. USD SOFR + <br> 3.614%, 7.365%, 11/15/2031(a)(c)(f)<br>| &nbsp;&nbsp; 14088 |
| 320265 | &nbsp;&nbsp; CG-CCRE Commercial Mortgage Trust, <br> Series 2014-FL2, Class COL2, 1 mo. USD SOFR + <br> 4.614%, 8.365%, 11/15/2031(a)(c)(f)<br>| &nbsp;&nbsp; 16452 |
| 590000 | &nbsp;&nbsp; Citigroup Commercial Mortgage Trust, <br> Series 2014-GC21, Class D, 4.709%, 5/10/2047(a)(c)<br>| &nbsp;&nbsp; 545295 |
| 383003 | &nbsp;&nbsp; Commercial Mortgage Trust, Series 2012-CR3, <br> Class B, 3.922%, 10/15/2045(a)<br>| &nbsp;&nbsp; 367679 |
| 795000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, Series 2014-USA, <br> Class E, 4.373%, 9/15/2037(a)<br>| &nbsp;&nbsp; 628860 |
| 110000 | &nbsp;&nbsp; GS Mortgage Securities Trust, Series 2011-GC5, <br> Class C, 5.166%, 8/10/2044(a)(c)<br>| &nbsp;&nbsp; 99048 |
| 100000 | &nbsp;&nbsp; GS Mortgage Securities Trust, Series 2013-GC13, <br> Class C, 3.859%, 7/10/2046(a)(c)<br>| &nbsp;&nbsp; 92813 |
| 170000 | &nbsp;&nbsp; GS Mortgage Securities Trust, Series 2014-GC22, <br> Class D, 4.572%, 6/10/2047(a)(c)(f)<br>| &nbsp;&nbsp; 22097 |
| 465000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2011-C3, Class C, <br> 5.360%, 2/15/2046(a)(c)<br>| &nbsp;&nbsp; 441185 |
| 295000 | &nbsp;&nbsp; MSBAM Commercial Mortgage Securities Trust, <br> Series 2012-CKSV, Class C, <br> 4.280%, 10/15/2030(a)(c)(f)<br>| &nbsp;&nbsp; 32447 |
| 91798 | &nbsp;&nbsp; Starwood Retail Property Trust, Series 2014-STAR, <br> Class A, Prime + 0.000%, 6.750%, 11/15/2027(a)(c)<br>| &nbsp;&nbsp; 55493 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | &nbsp;&nbsp; **Non-Agency Commercial Mortgage-Backed** <br> **Securities — continued** | &nbsp;&nbsp; **Non-Agency Commercial Mortgage-Backed** <br> **Securities — continued** |
| $320000 | &nbsp;&nbsp; Starwood Retail Property Trust, Series 2014-STAR, <br> Class D, Prime + 0.000%, <br> 6.750%, 11/15/2027(a)(b)(c)(f)<br>| &nbsp;&nbsp; $3200 |
| 350000 | &nbsp;&nbsp; Starwood Retail Property Trust, Series 2014-STAR, <br> Class E, Prime + 0.000%, <br> 6.750%, 11/15/2027(a)(b)(c)(f)<br>| &nbsp;&nbsp; 1750 |
| 145000 | &nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, <br> Series 2016-C36, Class C, 4.099%, 11/15/2059(c)<br>| &nbsp;&nbsp; 128749 |
| 158612 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2011-C3, Class D, 5.855%, 3/15/2044(a)(c)<br>| &nbsp;&nbsp; 57103 |
| 205000 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2011-C4, Class E, 4.984%, 6/15/2044(a)(c)<br>| &nbsp;&nbsp; 193725 |
| 530000 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2012-C10, Class C, 4.310%, 12/15/2045(c)<br>| &nbsp;&nbsp; 466389 |
|  |  | &nbsp;&nbsp; 3166373 |
|  | **Oil Field Services — 1.9%** | **Oil Field Services — 1.9%** |
| 512000 | Oceaneering International, Inc., 6.000%, 2/01/2028 | &nbsp;&nbsp; 517748 |
| 380000 | Oceaneering International, Inc., 6.000%, 2/01/2028 | &nbsp;&nbsp; 384266 |
| 242231 | Transocean Aquila Ltd., 8.000%, 9/30/2028(a) | &nbsp;&nbsp; 248113 |
| 422250 | Transocean International Ltd., 8.750%, 2/15/2030(a) | &nbsp;&nbsp; 441212 |
| 198333 | &nbsp;&nbsp; Transocean Titan Financing Ltd., <br> 8.375%, 2/01/2028(a)<br>| &nbsp;&nbsp; 202554 |
| 2132000 | WBI Operating LLC, 6.250%, 10/15/2030(a) | &nbsp;&nbsp; 2144856 |
| 1729000 | &nbsp;&nbsp; Weatherford International Ltd., <br> 6.750%, 10/15/2033(a)<br>| &nbsp;&nbsp; 1770690 |
|  |  | &nbsp;&nbsp; 5709439 |
|  | **Packaging — 1.7%** | **Packaging — 1.7%** |
| 1205000 | &nbsp;&nbsp; Ardagh Metal Packaging Finance USA LLC/Ardagh <br> Metal Packaging Finance PLC, 3.250%, 9/01/2028(a)<br>| &nbsp;&nbsp; 1158587 |
| 3824000 | Ball Corp., 5.500%, 9/15/2033 | &nbsp;&nbsp; 3898157 |
|  |  | &nbsp;&nbsp; 5056744 |
|  | **Pharmaceuticals — 2.7%** | **Pharmaceuticals — 2.7%** |
| 2080000 | Bausch Health Cos., Inc., 4.875%, 6/01/2028(a) | &nbsp;&nbsp; 1861600 |
| 679000 | Bausch Health Cos., Inc., 11.000%, 9/30/2028(a) | &nbsp;&nbsp; 703335 |
| 390000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Co. LLC, <br> 6.150%, 2/01/2036<br>| &nbsp;&nbsp; 409461 |
| 3275000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III BV, <br> 4.100%, 10/01/2046<br>| &nbsp;&nbsp; 2476570 |
| 320000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III BV, <br> 5.125%, 5/09/2029<br>| &nbsp;&nbsp; 323616 |
| 300000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III BV, <br> 6.000%, 12/01/2032<br>| &nbsp;&nbsp; 314853 |
| 790000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III BV, <br> 7.875%, 9/15/2029<br>| &nbsp;&nbsp; 869022 |
| 200000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III BV, <br> 8.125%, 9/15/2031<br>| &nbsp;&nbsp; 230288 |
| 655000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands IV BV, <br> 5.750%, 12/01/2030<br>| &nbsp;&nbsp; 679382 |
|  |  | &nbsp;&nbsp; 7868127 |
|  | **Property & Casualty Insurance — 4.9%** | **Property & Casualty Insurance — 4.9%** |
| 2400000 | &nbsp;&nbsp; Alliant Holdings Intermediate LLC/Alliant Holdings <br> Co-Issuer, 6.500%, 10/01/2031(a)<br>| &nbsp;&nbsp; 2473648 |
| 1180000 | &nbsp;&nbsp; Alliant Holdings Intermediate LLC/Alliant Holdings <br> Co-Issuer, 7.000%, 1/15/2031(a)<br>| &nbsp;&nbsp; 1224221 |
| 392000 | AmWINS Group, Inc., 6.375%, 2/15/2029(a) | &nbsp;&nbsp; 403138 |
| 696000 | &nbsp;&nbsp; Amynta Agency Borrower, Inc. & Amynta Warranty <br> Borrower, Inc., 7.500%, 7/15/2033(a)<br>| &nbsp;&nbsp; 704141 |
| 3420000 | Ardonagh Finco Ltd., 7.750%, 2/15/2031(a) | &nbsp;&nbsp; 3585373 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Property & Casualty Insurance — continued** | **Property & Casualty Insurance — continued** |
| $2230000 | &nbsp;&nbsp; Baldwin Insurance Group Holdings LLC/Baldwin <br> Insurance Group Holdings Finance, <br> 7.125%, 5/15/2031(a)<br>| &nbsp;&nbsp; $2310497 |
| 739000 | &nbsp;&nbsp; Jones Deslauriers Insurance Management, Inc., <br> 6.875%, 10/01/2033(a)<br>| &nbsp;&nbsp; 713573 |
| 1030000 | Liberty Mutual Group, Inc., 4.300%, 2/01/2061(a) | &nbsp;&nbsp; 689976 |
| 1185000 | Panther Escrow Issuer LLC, 7.125%, 6/01/2031(a) | &nbsp;&nbsp; 1227954 |
| 980000 | Ryan Specialty LLC, 5.875%, 8/01/2032(a) | &nbsp;&nbsp; 1001333 |
|  |  | &nbsp;&nbsp; 14333854 |
|  | **Restaurants — 2.7%** | **Restaurants — 2.7%** |
| 1540000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 3.875%, 1/15/2028(a)<br>| &nbsp;&nbsp; 1518058 |
| 1490000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 4.000%, 10/15/2030(a)<br>| &nbsp;&nbsp; 1419082 |
| 460000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 4.375%, 1/15/2028(a)<br>| &nbsp;&nbsp; 457100 |
| 30000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 5.625%, 9/15/2029(a)<br>| &nbsp;&nbsp; 30546 |
| 1115000 | &nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., <br> 6.125%, 6/15/2029(a)<br>| &nbsp;&nbsp; 1144638 |
| 1110000 | Yum! Brands, Inc., 3.625%, 3/15/2031 | &nbsp;&nbsp; 1049995 |
| 290000 | Yum! Brands, Inc., 4.625%, 1/31/2032 | &nbsp;&nbsp; 284198 |
| 1980000 | Yum! Brands, Inc., 4.750%, 1/15/2030(a) | &nbsp;&nbsp; 1981574 |
|  |  | &nbsp;&nbsp; 7885191 |
|  | **Retailers — 2.2%** | **Retailers — 2.2%** |
| 2515000 | &nbsp;&nbsp; Global Auto Holdings Ltd./AAG FH U.K. Ltd., <br> 8.375%, 1/15/2029(a)<br>| &nbsp;&nbsp; 2466561 |
| 360000 | &nbsp;&nbsp; Global Auto Holdings Ltd./AAG FH U.K. Ltd., <br> 11.500%, 8/15/2029(a)<br>| &nbsp;&nbsp; 376990 |
| 1025000 | Murphy Oil USA, Inc., 3.750%, 2/15/2031(a) | &nbsp;&nbsp; 962029 |
| 2310000 | &nbsp;&nbsp; PetSmart LLC/PetSmart Finance Corp., <br> 7.500%, 9/15/2032(a)<br>| &nbsp;&nbsp; 2350851 |
| 150000 | Wayfair LLC, 7.750%, 9/15/2030(a) | &nbsp;&nbsp; 159819 |
|  |  | &nbsp;&nbsp; 6316250 |
|  | **Technology — 10.2%** | **Technology — 10.2%** |
| 949000 | Block, Inc., 6.500%, 5/15/2032 | &nbsp;&nbsp; 986827 |
| 936000 | Cipher Compute LLC, 7.125%, 11/15/2030(a) | &nbsp;&nbsp; 953300 |
| 275000 | CommScope LLC, 9.500%, 12/15/2031(a) | &nbsp;&nbsp; 277761 |
| 40000 | Entegris, Inc., 3.625%, 5/01/2029(a) | &nbsp;&nbsp; 38426 |
| 315000 | Entegris, Inc., 4.375%, 4/15/2028(a) | &nbsp;&nbsp; 312694 |
| 2384000 | Fair Isaac Corp., 6.000%, 5/15/2033(a) | &nbsp;&nbsp; 2448719 |
| 1551000 | Flash Compute LLC, 7.250%, 12/31/2030(a) | &nbsp;&nbsp; 1536673 |
| 295000 | &nbsp;&nbsp; Go Daddy Operating Co. LLC/GD Finance Co., Inc., <br> 3.500%, 3/01/2029(a)<br>| &nbsp;&nbsp; 282870 |
| 640955 | GoTo Group, Inc., 5.500%, 5/01/2028(a) | &nbsp;&nbsp; 538402 |
| 1165000 | Imola Merger Corp., 4.750%, 5/15/2029(a) | &nbsp;&nbsp; 1149878 |
| 1140000 | Iron Mountain, Inc., 4.500%, 2/15/2031(a) | &nbsp;&nbsp; 1086713 |
| 740000 | Iron Mountain, Inc., 4.875%, 9/15/2029(a) | &nbsp;&nbsp; 730046 |
| 345000 | Iron Mountain, Inc., 5.250%, 7/15/2030(a) | &nbsp;&nbsp; 340827 |
| 205000 | Iron Mountain, Inc., 7.000%, 2/15/2029(a) | &nbsp;&nbsp; 210578 |
| 855000 | Neptune Bidco U.S., Inc., 9.290%, 4/15/2029(a) | &nbsp;&nbsp; 856461 |
| 298000 | Open Text Corp., 3.875%, 12/01/2029(a) | &nbsp;&nbsp; 282811 |
| 2315000 | Open Text Holdings, Inc., 4.125%, 2/15/2030(a) | &nbsp;&nbsp; 2212726 |
| 975000 | Open Text Holdings, Inc., 4.125%, 12/01/2031(a) | &nbsp;&nbsp; 909581 |
| 1463000 | &nbsp;&nbsp; Sabre Financial Borrower LLC, <br> 11.125%, 6/15/2029(a)<br>| &nbsp;&nbsp; 1482513 |
| 1321000 | &nbsp;&nbsp; Science Applications International Corp., <br> 5.875%, 11/01/2033(a)<br>| &nbsp;&nbsp; 1339150 |
| 780000 | &nbsp;&nbsp; Seagate Data Storage Technology Pte. Ltd., <br> 4.091%, 6/01/2029(a)<br>| &nbsp;&nbsp; 764348 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Technology — continued** | **Technology — continued** |
| $959000 | &nbsp;&nbsp; Seagate Data Storage Technology Pte. Ltd., <br> 4.125%, 1/15/2031(a)<br>| &nbsp;&nbsp; $911050 |
| 145000 | &nbsp;&nbsp; Seagate Data Storage Technology Pte. Ltd., <br> 5.750%, 12/01/2034(a)<br>| &nbsp;&nbsp; 148270 |
| 900000 | &nbsp;&nbsp; Seagate Data Storage Technology Pte. Ltd., <br> 5.875%, 7/15/2030(a)<br>| &nbsp;&nbsp; 927779 |
| 140000 | &nbsp;&nbsp; Seagate Data Storage Technology Pte. Ltd., <br> 8.250%, 12/15/2029(a)<br>| &nbsp;&nbsp; 148461 |
| 800000 | Sensata Technologies BV, 4.000%, 4/15/2029(a) | &nbsp;&nbsp; 780554 |
| 1909000 | Sensata Technologies, Inc., 3.750%, 2/15/2031(a) | &nbsp;&nbsp; 1791551 |
| 540000 | Sensata Technologies, Inc., 4.375%, 2/15/2030(a) | &nbsp;&nbsp; 527418 |
| 265000 | Sensata Technologies, Inc., 6.625%, 7/15/2032(a) | &nbsp;&nbsp; 277474 |
| 1434000 | WULF Compute LLC, 7.750%, 10/15/2030(a) | &nbsp;&nbsp; 1477376 |
| 2085000 | Zebra Technologies Corp., 6.500%, 6/01/2032(a) | &nbsp;&nbsp; 2155315 |
| 2087000 | Ziff Davis, Inc., 4.625%, 10/15/2030(a) | &nbsp;&nbsp; 1982139 |
|  |  | &nbsp;&nbsp; 29868691 |
|  | **Wirelines — 0.6%** | **Wirelines — 0.6%** |
| 665000 | Altice Financing SA, 5.000%, 1/15/2028(a) | &nbsp;&nbsp; 465477 |
| 1355000 | Level 3 Financing, Inc., 4.250%, 7/01/2028(a) | &nbsp;&nbsp; 1294025 |
|  |  | &nbsp;&nbsp; 1759502 |
|  | &nbsp;&nbsp; Total Non-Convertible Bonds <br>(Identified Cost $248,025,504)<br>| &nbsp;&nbsp; 245903943 |
| **Convertible Bonds — 1.3%** | **Convertible Bonds — 1.3%** | **Convertible Bonds — 1.3%** |
|  | **Cable Satellite — 0.6%** | **Cable Satellite — 0.6%** |
| 543146 | &nbsp;&nbsp; EchoStar Corp., 3.875% PIK and/or 3.875% Cash, <br> 11/30/2030(g)<br>| &nbsp;&nbsp; 1814108 |
|  | **Consumer Cyclical Services — 0.1%** | **Consumer Cyclical Services — 0.1%** |
| 63000 | DoorDash, Inc., Zero Coupon, 5/15/2030(a) | &nbsp;&nbsp; 65803 |
| 49000 | Lyft, Inc., Zero Coupon, 9/15/2030(a) | &nbsp;&nbsp; 55272 |
| 56000 | MakeMyTrip Ltd., Zero Coupon, 7/01/2030(a) | &nbsp;&nbsp; 54824 |
| 62000 | &nbsp;&nbsp; Uber Technologies, Inc., Series 2028, <br> 0.875%, 12/01/2028<br>| &nbsp;&nbsp; 80414 |
|  |  | &nbsp;&nbsp; 256313 |
|  | **Diversified Manufacturing — 0.0%** | **Diversified Manufacturing — 0.0%** |
| 33000 | &nbsp;&nbsp; Advanced Energy Industries, Inc., <br> 2.500%, 9/15/2028<br>| &nbsp;&nbsp; 54103 |
| 52000 | Itron, Inc., 1.375%, 7/15/2030 | &nbsp;&nbsp; 52553 |
|  |  | &nbsp;&nbsp; 106656 |
|  | **Electric — 0.1%** | **Electric — 0.1%** |
| 31000 | Evergy, Inc., 4.500%, 12/15/2027 | &nbsp;&nbsp; 37727 |
| 58000 | FirstEnergy Corp., 3.875%, 1/15/2031(a) | &nbsp;&nbsp; 62408 |
| 50000 | Pinnacle West Capital Corp., 4.750%, 6/15/2027 | &nbsp;&nbsp; 53375 |
|  |  | &nbsp;&nbsp; 153510 |
|  | **Financial Other — 0.1%** | **Financial Other — 0.1%** |
| 52000 | IREN Ltd., Zero Coupon, 7/01/2031(a) | &nbsp;&nbsp; 38506 |
| 61642 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2026(a)<br>| &nbsp;&nbsp; 617 |
| 77056 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2027(a)<br>| &nbsp;&nbsp; 385 |
| 123285 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2028(a)<br>| &nbsp;&nbsp; 462 |
| 123285 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2029(a)<br>| &nbsp;&nbsp; 462 |
| 154107 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2030(a)<br>| &nbsp;&nbsp; 193 |
| 154107 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2031(a)<br>| &nbsp;&nbsp; 193 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Financial Other — continued** | **Financial Other — continued** |
| $290733 | &nbsp;&nbsp; Kaisa Group Holdings Ltd., Zero Coupon, <br> 12/31/2032(a)<br>| &nbsp;&nbsp; $727 |
| 616362 | &nbsp;&nbsp; Shimao Group Holdings Ltd., Zero Coupon, <br> 7/21/2026(a)<br>| &nbsp;&nbsp; 34436 |
| 442344 | &nbsp;&nbsp; Sunac China Holdings Ltd., Zero Coupon, <br> 6/23/2026(a)<br>| &nbsp;&nbsp; 69121 |
| 326845 | &nbsp;&nbsp; Sunac China Holdings Ltd., Zero Coupon, <br> 6/23/2028(a)<br>| &nbsp;&nbsp; 69817 |
| 322104 | &nbsp;&nbsp; Times China Holdings Ltd., Zero Coupon, <br> 3/30/2027(a)<br>| &nbsp;&nbsp; 2596 |
| 63170 | &nbsp;&nbsp; Times China Holdings Ltd., Zero Coupon, <br> 3/30/2027(a)<br>| &nbsp;&nbsp; 544 |
|  |  | &nbsp;&nbsp; 218059 |
|  | **Food & Beverage — 0.0%** | **Food & Beverage — 0.0%** |
| 61000 | Post Holdings, Inc., 2.500%, 8/15/2027 | &nbsp;&nbsp; 65636 |
|  | **Independent Energy — 0.0%** | **Independent Energy — 0.0%** |
| 18000 | Northern Oil & Gas, Inc., 3.625%, 4/15/2029 | &nbsp;&nbsp; 17343 |
|  | **Industrial Other — 0.0%** | **Industrial Other — 0.0%** |
| 46000 | Fluor Corp., 1.125%, 8/15/2029 | &nbsp;&nbsp; 52403 |
| 16000 | Granite Construction, Inc., 3.750%, 5/15/2028 | &nbsp;&nbsp; 40592 |
|  |  | &nbsp;&nbsp; 92995 |
|  | **Leisure — 0.0%** | **Leisure — 0.0%** |
| 49000 | NCL Corp. Ltd., 0.875%, 4/15/2030(a) | &nbsp;&nbsp; 54543 |
|  | **Media Entertainment — 0.0%** | **Media Entertainment — 0.0%** |
| 17000 | Spotify USA, Inc., Zero Coupon, 3/15/2026 | &nbsp;&nbsp; 19295 |
|  | **Midstream — 0.0%** | **Midstream — 0.0%** |
| 33000 | UGI Corp., 5.000%, 6/01/2028 | &nbsp;&nbsp; 46761 |
|  | **Pharmaceuticals — 0.0%** | **Pharmaceuticals — 0.0%** |
| 27000 | Zoetis, Inc., 0.250%, 6/15/2029(a) | &nbsp;&nbsp; 27742 |
|  | **Retailers — 0.0%** | **Retailers — 0.0%** |
| 46000 | Burlington Stores, Inc., 1.250%, 12/15/2027 | &nbsp;&nbsp; 68126 |
| 15000 | Freshpet, Inc., 3.000%, 4/01/2028 | &nbsp;&nbsp; 17535 |
|  |  | &nbsp;&nbsp; 85661 |
|  | **Technology — 0.4%** | **Technology — 0.4%** |
| 32000 | Cloudflare, Inc., Zero Coupon, 6/15/2030(a) | &nbsp;&nbsp; 34784 |
| 20000 | &nbsp;&nbsp; Commvault Systems, Inc., Zero Coupon, <br> 9/15/2030(a)<br>| &nbsp;&nbsp; 17730 |
| 100000 | CyberArk Software Ltd., Zero Coupon, 6/15/2030(a) | &nbsp;&nbsp; 106850 |
| 52000 | Euronet Worldwide, Inc., 0.625%, 10/01/2030(a) | &nbsp;&nbsp; 47418 |
| 75000 | Guidewire Software, Inc., 1.250%, 11/01/2029 | &nbsp;&nbsp; 82462 |
| 12000 | InterDigital, Inc., 3.500%, 6/01/2027 | &nbsp;&nbsp; 49446 |
| 41000 | Nova Ltd., Zero Coupon, 9/15/2030(a) | &nbsp;&nbsp; 50984 |
| 78000 | Nutanix, Inc., 0.500%, 12/15/2029 | &nbsp;&nbsp; 75231 |
| 83000 | Rubrik, Inc., Zero Coupon, 6/15/2030(a) | &nbsp;&nbsp; 81547 |
| 16000 | Seagate HDD Cayman, 3.500%, 6/01/2028 | &nbsp;&nbsp; 53736 |
| 46000 | Snowflake, Inc., Zero Coupon, 10/01/2029 | &nbsp;&nbsp; 71024 |
| 29000 | Tyler Technologies, Inc., 0.250%, 3/15/2026 | &nbsp;&nbsp; 29319 |
| 57000 | Wix.com Ltd., Zero Coupon, 9/15/2030(a) | &nbsp;&nbsp; 50360 |
| 84000 | Wolfspeed, Inc., 2.500%, 6/15/2031 | &nbsp;&nbsp; 124425 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Technology — continued** | **Technology — continued** |
| $57000 | Wolfspeed, Inc., 2.500%, 6/15/2031(a) | &nbsp;&nbsp; $84431 |
| 72000 | Zscaler, Inc., Zero Coupon, 7/15/2028(a) | &nbsp;&nbsp; 67356 |
|  |  | &nbsp;&nbsp; 1027103 |
|  | &nbsp;&nbsp; Total Convertible Bonds <br>(Identified Cost $3,428,459)<br>| &nbsp;&nbsp; 3985725 |
|  | &nbsp;&nbsp; Total Bonds and Notes <br>(Identified Cost $251,453,963)<br>| &nbsp;&nbsp; 249889668 |
| **Senior Loans — 7.0%** | **Senior Loans — 7.0%** | **Senior Loans — 7.0%** |
|  | **Automotive — 0.0%** | **Automotive — 0.0%** |
| 216000 | &nbsp;&nbsp; First Brands Group LLC, 2021 Term Loan, <br> 9.570%, 3/30/2027(e)<br>| &nbsp;&nbsp; 438 |
| 286974 | &nbsp;&nbsp; First Brands Group LLC, 2022 Incremental Term <br> Loan, 3/30/2027(e)<br>| &nbsp;&nbsp; 583 |
| 94723 | &nbsp;&nbsp; First Brands Group LLC, 2025 DIP Term Loan, <br> 8.450% PIK and/or 1 mo. USD SOFR + 1.550% Cash, <br> 6/29/2026(c)(g)(h)<br>| &nbsp;&nbsp; 17050 |
|  |  | &nbsp;&nbsp; 18071 |
|  | **Brokerage — 0.2%** | **Brokerage — 0.2%** |
| 520414 | &nbsp;&nbsp; Advisor Group, Inc., 2025 Term Loan, 6 mo. USD <br> SOFR + 3.000%, 6.595%, 7/30/2032(c)(h)<br>| &nbsp;&nbsp; 522267 |
|  | **Consumer Cyclical Services — 1.3%** | **Consumer Cyclical Services — 1.3%** |
| 1245162 | &nbsp;&nbsp; Horizon U.S. Finco LP, Term Loan B, 6 mo. USD <br> SOFR + 4.500%, 8.198%, 10/31/2031(c)(h)<br>| &nbsp;&nbsp; 1212477 |
| 2540312 | &nbsp;&nbsp; PUG LLC, 2024 Extended Term Loan B, 1 mo. USD <br> SOFR + 4.750%, 8.466%, 3/15/2030(c)<br>| &nbsp;&nbsp; 2513841 |
|  |  | &nbsp;&nbsp; 3726318 |
|  | **Healthcare — 2.2%** | **Healthcare — 2.2%** |
| 1806590 | &nbsp;&nbsp; Bausch & Lomb Corp., 2025 Repriced Term Loan, <br> 1/15/2031(i)<br>| &nbsp;&nbsp; 1822849 |
| 1806154 | &nbsp;&nbsp; Bausch & Lomb Corp., 2025 Term Loan B, 1 mo. <br> USD SOFR + 4.250%, 7.966%, 1/15/2031(c)(h)<br>| &nbsp;&nbsp; 1822409 |
| 18607 | &nbsp;&nbsp; Hanger, Inc., 2024 Delayed Draw Term Loan, <br> 3.500%, 10/23/2031(j)<br>| &nbsp;&nbsp; 18653 |
| 26675 | &nbsp;&nbsp; Hanger, Inc., 2024 Delayed Draw Term Loan, 1 mo. <br> USD SOFR + 3.500%, 7.216%, 10/23/2031(c)(h)<br>| &nbsp;&nbsp; 26741 |
| 350955 | &nbsp;&nbsp; Hanger, Inc., 2024 Term Loan B, 1 mo. USD SOFR + <br> 3.500%, 7.216%, 10/23/2031(c)(h)<br>| &nbsp;&nbsp; 351822 |
| 551367 | &nbsp;&nbsp; Inception Holdco SARL, 2025 USD Repriced Term <br> Loan, 3 mo. USD SOFR + 3.250%, <br> 6.922%, 4/18/2031(c)(h)<br>| &nbsp;&nbsp; 555331 |
| 566214 | &nbsp;&nbsp; IVC Acquisition Ltd., 2025 USD Repriced Term Loan <br> B, 3 mo. USD SOFR + 3.750%, <br> 7.422%, 12/12/2028(c)(h)<br>| &nbsp;&nbsp; 568903 |
| 192105 | &nbsp;&nbsp; U.S. Fertility Enterprises LLC, 2025 Delayed Draw <br> Term Loan, 12/10/2032(i)<br>| &nbsp;&nbsp; 192586 |
| 1267895 | &nbsp;&nbsp; U.S. Fertility Enterprises LLC, 2025 Term Loan, <br> 12/10/2032(i)<br>| &nbsp;&nbsp; 1271065 |
|  |  | &nbsp;&nbsp; 6630359 |
|  | **Metals & Mining — 0.3%** | **Metals & Mining — 0.3%** |
| 312667 | &nbsp;&nbsp; GrafTech Finance, Inc., 2024 Delayed Draw Term <br> Loan, 3.750%, 12/21/2029(j)<br>| &nbsp;&nbsp; 317226 |
| 547167 | &nbsp;&nbsp; GrafTech Finance, Inc., 2024 Term Loan, 3 mo. USD <br> SOFR + 6.000%, 9.858%, 12/21/2029(c)(h)<br>| &nbsp;&nbsp; 555145 |
|  |  | &nbsp;&nbsp; 872371 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount** <br>| **Description** | **Value (†)** |
|  | **Pharmaceuticals — 0.3%** | **Pharmaceuticals — 0.3%** |
| $853658 | &nbsp;&nbsp; Dechra Pharmaceuticals Holdings Ltd., USD Term <br> Loan B, 6 mo. USD SOFR + 3.000%, <br> 7.197%, 1/27/2032(c)(h)<br>| &nbsp;&nbsp; $858729 |
|  | **Property & Casualty Insurance — 1.0%** | **Property & Casualty Insurance — 1.0%** |
| 978183 | &nbsp;&nbsp; Acrisure LLC, 2024 1st Lien Term Loan B6, 1 mo. <br> USD SOFR + 3.000%, 6.716%, 11/06/2030(c)(h)<br>| &nbsp;&nbsp; 976354 |
| 714435 | &nbsp;&nbsp; Ardonagh Midco 3 PLC, 2024 USD Term Loan B, <br> USD SOFR + 2.750%, 6.924%, 2/15/2031(c)(h)<br>| &nbsp;&nbsp; 712206 |
| 572925 | &nbsp;&nbsp; Asurion LLC, 2023 Term Loan B11, 1 mo. USD SOFR <br> + 4.250%, 8.066%, 8/19/2028(c)(h)<br>| &nbsp;&nbsp; 573641 |
| 557380 | &nbsp;&nbsp; Truist Insurance Holdings LLC, 2nd Lien Term Loan, <br> 3 mo. USD SOFR + 4.750%, 8.422%, 5/06/2032(c)(h)<br>| &nbsp;&nbsp; 563416 |
|  |  | &nbsp;&nbsp; 2825617 |
|  | **Retailers — 0.2%** | **Retailers — 0.2%** |
| 705666 | &nbsp;&nbsp; Evergreen Acqco 1 LP, 2025 Term Loan B, 3 mo. <br> USD SOFR + 3.000%, 6.701%, 9/17/2032(c)(h)<br>| &nbsp;&nbsp; 708489 |
|  | **Technology — 1.4%** | **Technology — 1.4%** |
| 713175 | &nbsp;&nbsp; CommScope, Inc., 2024 Term Loan, 1 mo. USD <br> SOFR + 4.750%, 8.466%, 12/17/2029(c)(h)<br>| &nbsp;&nbsp; 713511 |
| 234410 | &nbsp;&nbsp; Darktrace PLC, 1st Lien Term Loan, 3 mo. USD <br> SOFR + 3.250%, 7.185%, 10/09/2031(c)<br>| &nbsp;&nbsp; 235122 |
| 2175000 | Dayforce, Inc., 2025 Term Loan, 8/20/2032(i) | &nbsp;&nbsp; 2167235 |
| 220199 | &nbsp;&nbsp; GoTo Group, Inc., 2024 First Out Term Loan, 3 mo. <br> USD SOFR + 4.750%, 8.794%, 4/28/2028(c)(h)<br>| &nbsp;&nbsp; 194876 |
| 256669 | &nbsp;&nbsp; Mermaid Bidco, Inc., 2024 USD Term Loan B, 3 mo. <br> USD SOFR + 3.250%, 7.151%, 7/03/2031(c)(h)<br>| &nbsp;&nbsp; 257311 |
| 424038 | &nbsp;&nbsp; Project Alpha Intermediate Holding, Inc., 2024 1st <br> Lien Term Loan B, 3 mo. USD SOFR + 3.250%, <br> 6.922%, 10/26/2030(c)(h)<br>| &nbsp;&nbsp; 423101 |
|  |  | &nbsp;&nbsp; 3991156 |
|  | **Wireless — 0.1%** | **Wireless — 0.1%** |
| 425860 | &nbsp;&nbsp; Crown Subsea Communications Holding, Inc., 2025 <br> Term Loan B, 1 mo. USD SOFR + 3.500%, <br> 7.216%, 1/30/2031(c)(h)<br>| &nbsp;&nbsp; 428628 |
|  | &nbsp;&nbsp; Total Senior Loans <br>(Identified Cost $20,758,975)<br>| &nbsp;&nbsp; 20582005 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares**<br>|  |  |
| **Common Stocks— 2.4%** | **Common Stocks— 2.4%** | **Common Stocks— 2.4%** |
|  | **Aerospace & Defense — 0.1%** | **Aerospace & Defense — 0.1%** |
| 324 | General Electric Co. | &nbsp;&nbsp; 99802 |
| 314 | Howmet Aerospace, Inc. | &nbsp;&nbsp; 64376 |
|  |  | &nbsp;&nbsp; 164178 |
|  | **Air Freight & Logistics — 0.1%** | **Air Freight & Logistics — 0.1%** |
| 1595 | United Parcel Service, Inc., Class B | &nbsp;&nbsp; 158208 |
|  | **Banks — 0.1%** | **Banks — 0.1%** |
| 613 | Citigroup, Inc. | &nbsp;&nbsp; 71531 |
| 451 | PNC Financial Services Group, Inc. | &nbsp;&nbsp; 94137 |
| 2552 | U.S. Bancorp | &nbsp;&nbsp; 136175 |
|  |  | &nbsp;&nbsp; 301843 |
|  | **Biotechnology — 0.3%** | **Biotechnology — 0.3%** |
| 561 | AbbVie, Inc. | &nbsp;&nbsp; 128183 |
| 11746 | BioMarin Pharmaceutical, Inc.(f) | &nbsp;&nbsp; 698065 |
| 1001 | Gilead Sciences, Inc. | &nbsp;&nbsp; 122862 |
|  |  | &nbsp;&nbsp; 949110 |

---

------

---

| | | |
|:---|:---|:---|
| <br> **Shares**<br>| **Description** | **Value (†)** |
|  | **Capital Markets — 0.2%** | **Capital Markets — 0.2%** |
| 360 | Blackstone, Inc. | &nbsp;&nbsp; $55490 |
| 491 | CME Group, Inc. | &nbsp;&nbsp; 134082 |
| 255 | Moody's Corp. | &nbsp;&nbsp; 130267 |
| 1094 | Morgan Stanley | &nbsp;&nbsp; 194218 |
|  |  | &nbsp;&nbsp; 514057 |
|  | **Chemicals — 0.0%** | **Chemicals — 0.0%** |
| 2112 | Corteva, Inc. | &nbsp;&nbsp; 141567 |
|  | **Consumer Staples Distribution & Retail — 0.0%** | **Consumer Staples Distribution & Retail — 0.0%** |
| 143 | Costco Wholesale Corp. | &nbsp;&nbsp; 123315 |
|  | **Containers & Packaging — 0.1%** | **Containers & Packaging — 0.1%** |
| 827 | Packaging Corp. of America | &nbsp;&nbsp; 170552 |
|  | **Electric Utilities — 0.1%** | **Electric Utilities — 0.1%** |
| 1611 | Duke Energy Corp. | &nbsp;&nbsp; 188825 |
|  | **Electrical Equipment — 0.0%** | **Electrical Equipment — 0.0%** |
| 1043 | Emerson Electric Co. | &nbsp;&nbsp; 138427 |
|  | **Electronic Equipment, Instruments & Components — 0.0%** | **Electronic Equipment, Instruments & Components — 0.0%** |
| 535 | Amphenol Corp., Class A | &nbsp;&nbsp; 72300 |
|  | **Energy Equipment & Services — 0.0%** | **Energy Equipment & Services — 0.0%** |
| 90 | McDermott International Ltd.(f) | &nbsp;&nbsp; 1877 |
|  | **Financial Services — 0.1%** | **Financial Services — 0.1%** |
| 386 | Mastercard, Inc., Class A | &nbsp;&nbsp; 220360 |
|  | **Health Care Providers & Services — 0.0%** | **Health Care Providers & Services — 0.0%** |
| 186 | Elevance Health, Inc. | &nbsp;&nbsp; 65202 |
| 165 | UnitedHealth Group, Inc. | &nbsp;&nbsp; 54468 |
|  |  | &nbsp;&nbsp; 119670 |
|  | **Hotels, Restaurants & Leisure — 0.1%** | **Hotels, Restaurants & Leisure — 0.1%** |
| 29 | Booking Holdings, Inc. | &nbsp;&nbsp; 155305 |
| 346 | Royal Caribbean Cruises Ltd. | &nbsp;&nbsp; 96506 |
|  |  | &nbsp;&nbsp; 251811 |
|  | **Household Durables — 0.0%** | **Household Durables — 0.0%** |
| 439 | Garmin Ltd. | &nbsp;&nbsp; 89051 |
|  | **Household Products — 0.2%** | **Household Products — 0.2%** |
| 1405 | Colgate-Palmolive Co. | &nbsp;&nbsp; 111023 |
| 2057 | Kimberly-Clark Corp. | &nbsp;&nbsp; 207531 |
| 1249 | Procter & Gamble Co. | &nbsp;&nbsp; 178994 |
|  |  | &nbsp;&nbsp; 497548 |
|  | **Interactive Media & Services — 0.1%** | **Interactive Media & Services — 0.1%** |
| 611 | Alphabet, Inc., Class A | &nbsp;&nbsp; 191243 |
|  | **Media — 0.1%** | **Media — 0.1%** |
| 5428 | Comcast Corp., Class A | &nbsp;&nbsp; 162243 |
| 57592 | Optimum Communications, Inc., Class A(f) | &nbsp;&nbsp; 95027 |
|  |  | &nbsp;&nbsp; 257270 |
|  | **Metals & Mining — 0.0%** | **Metals & Mining — 0.0%** |
| 1073 | Kinross Gold Corp. | &nbsp;&nbsp; 30216 |
|  | **Oil, Gas & Consumable Fuels — 0.1%** | **Oil, Gas & Consumable Fuels — 0.1%** |
| 2801 | Battalion Oil Corp.(f) | &nbsp;&nbsp; 3165 |
| 1586 | Exxon Mobil Corp. | &nbsp;&nbsp; 190859 |
| 2515 | Williams Cos., Inc. | &nbsp;&nbsp; 151177 |
|  |  | &nbsp;&nbsp; 345201 |
|  | **Pharmaceuticals — 0.2%** | **Pharmaceuticals — 0.2%** |
| 4086 | Bristol-Myers Squibb Co. | &nbsp;&nbsp; 220399 |
| 2638 | Merck & Co., Inc. | &nbsp;&nbsp; 277676 |
|  |  | &nbsp;&nbsp; 498075 |

---

---

| | | |
|:---|:---|:---|
| <br> **Shares**<br>| **Description** | **Value (†)** |
|  | **Real Estate Management & Development — 0.0%** | **Real Estate Management & Development — 0.0%** |
| 76409 | Kaisa Group Holdings Ltd.(f) | &nbsp;&nbsp; $947 |
| 182087 | Times China Holdings Ltd.(f) | &nbsp;&nbsp; 2398 |
| 75564 | Yuzhou Group Holdings Co. Ltd.(f) | &nbsp;&nbsp; 1020 |
|  |  | &nbsp;&nbsp; 4365 |
|  | **Retail REITs — 0.1%** | **Retail REITs — 0.1%** |
| 958 | Simon Property Group, Inc. | &nbsp;&nbsp; 177335 |
|  | **Semiconductors & Semiconductor Equipment — 0.1%** | **Semiconductors & Semiconductor Equipment — 0.1%** |
| 82 | ASML Holding NV | &nbsp;&nbsp; 87729 |
| 308 | Broadcom, Inc. | &nbsp;&nbsp; 106599 |
| 182 | Lam Research Corp. | &nbsp;&nbsp; 31155 |
| 296 | &nbsp;&nbsp; Taiwan Semiconductor Manufacturing Co. Ltd., <br> ADR<br>| &nbsp;&nbsp; 89951 |
| 5954 | Wolfspeed, Inc.(f) | &nbsp;&nbsp; 103659 |
|  |  | &nbsp;&nbsp; 419093 |
|  | **Software — 0.2%** | **Software — 0.2%** |
| 461 | Microsoft Corp. | &nbsp;&nbsp; 222949 |
| 1019 | Salesforce, Inc. | &nbsp;&nbsp; 269943 |
| 798 | SAP SE, ADR | &nbsp;&nbsp; 193842 |
|  |  | &nbsp;&nbsp; 686734 |
|  | **Specialty Retail — 0.1%** | **Specialty Retail — 0.1%** |
| 1302 | TJX Cos., Inc. | &nbsp;&nbsp; 200000 |
|  | **Technology Hardware, Storage & Peripherals — 0.0%** | **Technology Hardware, Storage & Peripherals — 0.0%** |
| 546 | Apple, Inc. | &nbsp;&nbsp; 148436 |
|  | &nbsp;&nbsp; Total Common Stocks <br>(Identified Cost $9,056,954)<br>| &nbsp;&nbsp; 7060667 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount** <br>|  |  |
| **Equity-Linked Notes — 0.9%** | **Equity-Linked Notes — 0.9%** | **Equity-Linked Notes — 0.9%** |
| $467595 | &nbsp;&nbsp; Barclays Bank PLC, (Yum! Brands, Inc.), <br> 9.570%, 8/21/2026(a)<br>| &nbsp;&nbsp; 476622 |
| 457955 | &nbsp;&nbsp; Barclays Bank PLC, (Cheniere Energy, Inc.), <br> 14.470%, 1/16/2026(a)<br>| &nbsp;&nbsp; 381423 |
| 355621 | &nbsp;&nbsp; Barclays Bank PLC, (Freeport-McMoRan, Inc.), <br> 20.380%, 4/29/2026(a)<br>| &nbsp;&nbsp; 384425 |
| 464246 | &nbsp;&nbsp; BNP Paribas Issuance BV, (Progressive Corp.), <br> 12.920%, 2/20/2026(a)<br>| &nbsp;&nbsp; 415386 |
| 456807 | &nbsp;&nbsp; BNP Paribas Issuance BV, (Eaton Corp. PLC), <br> 16.040%, 1/06/2026(a)<br>| &nbsp;&nbsp; 443627 |
| 441640 | &nbsp;&nbsp; JPMorgan Chase Bank NA, (Bank of America <br> Corp.), 16.220%, 4/23/2026(a)<br>| &nbsp;&nbsp; 472281 |
|  | &nbsp;&nbsp; Total Equity-Linked Notes <br>(Identified Cost $2,643,864)<br>| &nbsp;&nbsp; 2573764 |

---

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares**<br>| **Description** | **Value (†)** |
| **Preferred Stocks — 0.1%** | **Preferred Stocks — 0.1%** | **Preferred Stocks — 0.1%** |
| **Convertible Preferred Stocks — 0.1%** | **Convertible Preferred Stocks — 0.1%** | **Convertible Preferred Stocks — 0.1%** |
|  | **Aerospace & Defense — 0.1%** | **Aerospace & Defense — 0.1%** |
| 3779 | Boeing Co., 6.000% | &nbsp;&nbsp; $260978 |
|  | **Brokerage — 0.0%** | **Brokerage — 0.0%** |
| 250 | Apollo Global Management, Inc., 6.750% | &nbsp;&nbsp; 18880 |
|  | **Electric — 0.0%** | **Electric — 0.0%** |
| 1356 | PG&E Corp., Series A, 6.000% | &nbsp;&nbsp; 55596 |
|  | &nbsp;&nbsp; Total Convertible Preferred Stocks <br>(Identified Cost $270,125)<br>| &nbsp;&nbsp; 335454 |
|  | &nbsp;&nbsp; Total Preferred Stocks <br>(Identified Cost $270,125)<br>| &nbsp;&nbsp; 335454 |
| **Other Investments — 0.0%** | **Other Investments — 0.0%** | **Other Investments — 0.0%** |
|  | **Professional Services — 0.0%** | **Professional Services — 0.0%** |
| 918139 | &nbsp;&nbsp; CFLD Cayman Trust Units(b)(f) <br>(Identified Cost $4,428)<br>| &nbsp;&nbsp; 4598 |
| **Warrants — 0.0%** | **Warrants — 0.0%** | **Warrants — 0.0%** |
| 22710 | &nbsp;&nbsp; McDermott International Ltd., Tranche A, <br> Expiration on 6/30/2027(b)(f)<br>| &nbsp;&nbsp; — |
| 25233 | &nbsp;&nbsp; McDermott International Ltd., Tranche B, <br> Expiration on 6/30/2027(b)(f)<br>| &nbsp;&nbsp; — |
|  | &nbsp;&nbsp; Total Warrants <br>(Identified Cost $35,225)<br>| &nbsp;&nbsp; — |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount** <br>| **Description** | **Value (†)** |
| **Short-Term Investments — 5.7%** | **Short-Term Investments — 5.7%** | **Short-Term Investments — 5.7%** |
| $10293938 | &nbsp;&nbsp; Tri-Party Repurchase Agreement with Fixed <br> Income Clearing Corporation, dated 12/31/2025 at <br> 2.150% to be repurchased at $10,295,167 on <br> 1/02/2026 collateralized by $10,456,200 <br> U.S. Treasury Note, 3.750% due 6/30/2027 valued at <br> $10,499,991 including accrued interest(k)<br>| &nbsp;&nbsp; $10293938 |
| 3978000 | U.S. Treasury Bills, 3.510%–3.527%, 4/07/2026(l)(m) | &nbsp;&nbsp; 3941006 |
| 2322000 | U.S. Treasury Bills, 3.745%, 1/15/2026(m)(n) | &nbsp;&nbsp; 2319033 |
|  | &nbsp;&nbsp; Total Short-Term Investments <br>(Identified Cost $16,553,292)<br>| &nbsp;&nbsp; 16553977 |
|  | &nbsp;&nbsp; Total Investments — 101.2% <br>(Identified Cost $300,776,826)<br>| &nbsp;&nbsp; 297000133 |
|  | Other assets less liabilities — (1.2)% | &nbsp;&nbsp; (3447426)<br>|
|  | Net Assets — 100.0% | &nbsp;&nbsp; $293552707 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

---

| | |
|:---|:---|
| (†) | &nbsp;&nbsp;&nbsp; Registered investment companies are required to value portfolio investments using an unadjusted, readily available market quotation. The Fund obtains <br> readily available market quotations from independent pricing services. Fund investments for which readily available market quotations are not available <br> are priced at fair value pursuant to the Fund's Valuation Procedures. The Board of Trustees has approved a valuation designee who is subject to the <br> Board's oversight. <br>Unadjusted readily available market quotations that are utilized for exchange traded equity securities (including shares of closed-end investment <br> companies and exchange-traded funds) include the last sale price quoted on the exchange where the security is traded most extensively. Futures <br> contracts are valued at the closing settlement price on the exchange on which the valuation designee believes that, over time, they are traded most <br> extensively. Shares of open-end investment companies are valued at net asset value ("NAV") per share. <br>Exchange traded equity securities for which there is no reported sale during the day are fair valued at the closing bid quotation as reported by an <br> independent pricing service. Unlisted equity securities (except unlisted preferred equity securities) are fair valued at the last sale price quoted in the <br> market where they are traded most extensively or, if there is no reported sale during the day, the closing bid quotation as reported by an independent <br> pricing service. If there is no last sale price or closing bid quotation available, unlisted equity securities will be fair valued using evaluated bids furnished <br> by an independent pricing service, if available. <br>Debt securities and unlisted preferred equity securities are fair valued based on evaluated bids furnished to the Fund by an independent pricing service <br> or bid prices obtained from broker-dealers. Equity-linked notes are fair valued at bid prices supplied by an independent pricing service. Senior loans are <br> fair valued at bid prices supplied by an independent pricing service, if available. Broker-dealer bid prices may be used to fair value debt, unlisted equities <br> and senior loans where an independent pricing service is unable to price an investment or where an independent pricing service does not provide a <br> reliable price for the investment. <br>The Fund may also fair value investments in other circumstances such as when extraordinary events occur after the close of a foreign market, but prior <br> to the close of the New York Stock Exchange. This may include situations relating to a single issuer (such as a declaration of bankruptcy or a delisting of <br> the issuer's security from the primary market on which it has traded) as well as events affecting the securities markets in general (such as market <br> disruptions or closings and significant fluctuations in U.S. and/or foreign markets). When fair valuing a Fund's investments, the valuation designee may, <br> among other things, use modeling tools or other processes that may take into account factors such as issuer specific information, or other related <br> market activity and/or information that occurred after the close of the foreign market but before the time the Fund's NAV is calculated. Fair valuation by <br> the Fund's valuation designee may require subjective determinations about the value of the investment, and fair values used to determine a Fund's NAV <br> may differ from quoted or published prices, or from prices that are used by others, for the same investments. In addition, the use of fair value pricing may <br> not always result in adjustments to the prices of investments held by a Fund. <br>The books and records of the Fund are maintained in U.S. dollars. The values of securities, currencies and other assets and liabilities denominated in <br> currencies other than U.S. dollars, if any, are translated into U.S. dollars based upon foreign exchange rates prevailing at the end of the period. <br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) All or a portion of these securities are exempt from registration under Rule 144A
 of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers.
 At December 31, 2025, the value of Rule 144A holdings amounted to $211,646,994 or 72.1% of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Level 3 security. Value has been determined using significant unobservable inputs.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) Variable rate security. Rate as of December 31, 2025 is disclosed. Issuers comprised
 of various lots with differing coupon rates have been aggregated for the purpose of presentation in the Portfolio of Investments and show a weighted average
 rate. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent
 and are based on current market conditions. These securities may not indicate a reference rate and/or spread in their description.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) Perpetual bond with no specified maturity date.

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(f) Non-income producing security.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(g) Payment–in–kind security for which the issuer, at each interest payment date, may make interest payments in cash and/or additional principal.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(h) Stated interest rate has been determined in accordance with the provisions of the
 loan agreement and is subject to a minimum benchmark floor rate which may range from 0.00% to 2.00%, to which the spread is added.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(i) Position is unsettled. Contract rate was not determined at December 31, 2025 and does
 not take effect until settlement date. Maturity date is not finalized until settlement date.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(j) Unfunded loan commitment. An unfunded loan commitment is a contractual obligation
 for future funding at the option of the borrower. The Fund receives a stated coupon rate until the borrower draws on the loan commitment, at which time
 the rate will become the stated rate in the loan agreement.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(k) The Fund may enter into repurchase agreements, under the terms of a Master Repurchase
 Agreement, under which the Fund acquires securities as collateral and agrees to resell the securities at an agreed upon time and at an agreed
 upon price. It is the Fund's policy that the market value of the collateral for repurchase agreements be at least equal to 102% of the repurchase price,
 including interest. Certain repurchase agreements are tri-party arrangements whereby the collateral is held in a segregated account for the benefit
 of the Fund and on behalf of the counterparty. Repurchase agreements could involve certain risks in the event of default or insolvency of the
 counterparty, including possible delays or restrictions upon the Fund's ability to dispose of the underlying securities. As of December 31, 2025, the Fund
 had an investment in a repurchase agreement for which the value of the related collateral exceeded the value of the repurchase agreement.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(l) The Fund's investment in U.S. Government/Agency securities is comprised of various
 lots with differing discount rates. These separate investments, which have the same maturity date, have been aggregated for the purpose of presentation
 in the Portfolio of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(m) Interest rate represents discount rate at time of purchase; not a coupon rate.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(n) Security (or a portion thereof) has been pledged as collateral for open derivative
 contracts.

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| ABS | Asset-Backed Securities |
| ADR | &nbsp;&nbsp;&nbsp; An American Depositary Receipt is a certificate issued by a custodian bank representing the right to receive securities of the foreign issuer described. The <br> values of ADRs may be significantly influenced by trading on exchanges not located in the United States.<br>|
| DIP | Debtor In Possession |
| PIK | Payment-in-Kind |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |

---

**Futures Contracts**

The Fund may enter into futures contracts. Futures contracts are agreements between two parties to buy and sell a particular instrument or index for a specified price on a specified future date.

When the Fund enters into a futures contract, it is required to deposit with (or for the benefit of) its broker an amount of cash or short-term high-quality securities as "initial margin." As the value of the contract changes, the value of the futures contract position increases or declines. Subsequent payments, known as "variation margin," are made or received by the Fund, depending on the price fluctuations in the fair value of the contract and the value of cash or securities on deposit with the broker. Realized gain or loss on a futures position is equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed, minus brokerage commissions. When the Fund enters into a futures contract certain risks may arise, such as illiquidity in the futures market, which may limit the Fund's ability to close out a futures contract prior to settlement date, and unanticipated movements in the value of securities or interest rates.

Futures contracts are exchange-traded. Exchange-traded futures contracts are standardized and are settled through a clearing house with fulfillment supported by the credit of the exchange. Therefore, counterparty credit risks to the Fund are reduced; however, in the event that a counterparty enters into bankruptcy, the Fund's claim against initial/variation margin on deposit with the counterparty may be subject to terms of a final settlement in bankruptcy court.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| At December 31, 2025, the Fund had the following open long futures contracts: | At December 31, 2025, the Fund had the following open long futures contracts: | At December 31, 2025, the Fund had the following open long futures contracts: | At December 31, 2025, the Fund had the following open long futures contracts: | At December 31, 2025, the Fund had the following open long futures contracts: | At December 31, 2025, the Fund had the following open long futures contracts: |
| **Financial Futures** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| CBOT 2 Year U.S. Treasury Notes Futures | 3/31/2026 | 100 | &nbsp;&nbsp;&nbsp; $20886797 | &nbsp;&nbsp;&nbsp; $20878906 | &nbsp;&nbsp;&nbsp; $(7891)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| At December 31, 2025, the Fund had the following open short futures contracts: | At December 31, 2025, the Fund had the following open short futures contracts: | At December 31, 2025, the Fund had the following open short futures contracts: | At December 31, 2025, the Fund had the following open short futures contracts: | At December 31, 2025, the Fund had the following open short futures contracts: | At December 31, 2025, the Fund had the following open short futures contracts: |
| **Financial Futures** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| CBOT 5 Year U.S. Treasury Notes Futures | 3/31/2026 | 104 | &nbsp;&nbsp;&nbsp; $11400279 | &nbsp;&nbsp;&nbsp; $11367687 | &nbsp;&nbsp;&nbsp; $32592 |
| CBOT U.S. Long Bond Futures | 3/20/2026 | 12 | &nbsp;&nbsp;&nbsp; 1407740 | &nbsp;&nbsp;&nbsp; 1387125 | &nbsp;&nbsp;&nbsp; 20615 |
| CBOT Ultra Long-Term U.S. Treasury Bond Futures | 3/20/2026 | 7 | &nbsp;&nbsp;&nbsp; 845981 | &nbsp;&nbsp;&nbsp; 826000 | &nbsp;&nbsp;&nbsp; 19981 |
| Ultra 10 Year U.S. Treasury Notes Futures | 3/20/2026 | 21 | &nbsp;&nbsp;&nbsp; 2436517 | &nbsp;&nbsp;&nbsp; 2415328 | &nbsp;&nbsp;&nbsp; 21189 |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp; $94377 |

---

**Fair Value Measurements**

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

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

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

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

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

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

------

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

The following is a summary of the inputs used to value the Fund's investments as of December 31, 2025, at value:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| **Description** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Bonds and Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Non-Convertible Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABS Home Equity | $— | $— | $42983 | $42983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Home Construction |  | 6066906 |  | 6066906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial Mortgage-Backed Securities |  | 3161423 | 4950 | 3166373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; All Other Non-Convertible Bonds(a) |  | 236627681 |  | 236627681 |
| &nbsp;&nbsp;&nbsp; Total Non-Convertible Bonds |  | 245856010 | 47933 | 245903943 |
| &nbsp;&nbsp;&nbsp; Convertible Bonds(a) |  | 3985725 |  | 3985725 |
| Total Bonds and Notes |  | 249841735 | 47933 | 249889668 |
| Senior Loans(a) |  | 20582005 |  | 20582005 |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Real Estate Management & Development | 1020 | 3345 |  | 4365 |
| &nbsp;&nbsp;&nbsp; All Other Common Stocks(a) | 7056302 |  |  | 7056302 |
| Total Common Stocks | 7057322 | 3345 |  | 7060667 |
| Equity-Linked Notes |  | 2573764 |  | 2573764 |
| Preferred Stocks(a) | 335454 |  |  | 335454 |
| Other Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Professional Services |  |  | 4598 | 4598 |
| Warrants |  |  |  |  |
| Short-Term Investments |  | 16553977 |  | 16553977 |
| Total Investments | 7392776 | 289554826 | 52531 | 297000133 |
| Futures Contracts (unrealized appreciation) | 94377 |  |  | 94377 |
| Total | $7487153 | $289554826 | $52531 | $297094510 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** |
| **Description** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Futures Contracts (unrealized depreciation) | $(7891)<br>| $— | $— | $(7891)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Details of the major categories of the Fund's investments are reflected within the Portfolio of Investments.

The following is a reconciliation of Level 3 investments for which significant unobservable inputs were used to determine fair value as of September 30, 2025 and/or December 31, 2025:

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| Investments in Securities | Balance as of <br>September 30, <br>2025<br>| Accrued <br>Discounts <br>(Premiums)<br>| Realized <br>Gain (Loss)<br>| Change in <br>Unrealized <br>Appreciation <br>(Depreciation)<br>| Purchases | Sales | Transfers <br>into <br>Level 3<br>| Transfers <br>out of <br>Level 3<br>| Balance as of <br>December 31, <br>2025<br>| Change in <br>Unrealized <br>Appreciation <br>(Depreciation) <br>from <br>Investments <br>Still Held at <br>December 31, <br>2025<br>|
| Bonds and Notes |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Non-Convertible Bonds |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABS Home Equity | $— | $— | $52 | $(133)<br>| $— | $(182)<br>| $43246 | $— | $42983 | $(133)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Home Construction |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Commercial <br> Mortgage-Backed Securities<br>| 4950 |  |  |  |  |  |  |  | 4950 |  |
| Other Investments |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Professional Services | 4514 |  |  | 84 |  |  |  |  | 4598 | 84 |
| Warrants |  |  |  |  |  |  |  |  |  |  |
| Total | $9464 | $— | $52 | $(49)<br>| $— | $(182)<br>| $43246 | $— | $52531 | $(49)<br>|

---

------

A debt security valued at $43,246 was transferred from Level 2 to Level 3 during the period ended December 31, 2025. At September 30, 2025, this security was fair valued based on evaluated bids furnished to the Fund by an independent pricing service in accordance with the Fund's valuation policies. At December 31, 2025, this security was fair valued as determined by the Fund's valuation designee as an independent pricing service did not provide a reliable price for the security.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

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

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $300831232.54

**Total Liabilities:** $7246129.23

**Net Assets:** $293585103.31

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4.50000000 | **1-Year:** -32.77000000 | **5-Year:** -135.72000000 | **10-Year:** -287.73000000 | **30-Year:** -70.82000000

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

- **3-Month:** -744.50000000 | **1-Year:** -21747.91000000 | **5-Year:** -55370.10000000 | **10-Year:** -15670.30000000 | **30-Year:** -3462.42000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018129 | 0.31%                | 0.37%                | 0.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $80976.34                | $-826038.16                                |
| Month 2  | $-1052.06                | $-566584.73                                |
| Month 3  | $-2045860.41             | $2028355.17                                |

**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        |   2515000 | PA      | $2466561.10   | 0.84%             | 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        |    360000 | PA      | $376989.94    | 0.13%             | 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        |   2175000 | PA      | $2196715.61   | 0.75%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                    | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       561 | NS      | $128182.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Acrisure, LLC                                 | Acrisure LLC 2024 1st Lien Term Loan B6                                          | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    978183 | PA      | $976353.79    | 0.33%             | 2030-11-06      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                   | Acushnet Co                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    345000 | PA      | $348876.39    | 0.12%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                            | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1608714.52   | 0.55%             | 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        |   1674000 | PA      | $1740451.32   | 0.59%             | 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        |     33000 | PA      | $54103.50     | 0.02%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                      | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1224221.00   | 0.42%             | 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        |   2400000 | PA      | $2473648.32   | 0.84%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                  | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       611 | NS      | $191243.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FINANCING SA                           | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    665000 | PA      | $465476.62    | 0.16%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Optimum Communications Inc                    | Optimum Communications Inc                                                       | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     57592 | NS      | $95026.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MFG INC                       | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105960.47    | 0.04%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                              | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    392000 | PA      | $403137.50    | 0.14%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                 | Amphenol Corp                                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       535 | NS      | $72299.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                        | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                      | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    696000 | PA      | $704141.11    | 0.24%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                           | Elevance Health Inc                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       186 | NS      | $65202.30     | 0.02%             |  |  |  | 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        |   2465000 | PA      | $2483637.52   | 0.85%             | 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        |       250 | NS      | $18880.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                     | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       546 | NS      | $148435.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA INC                                    | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    495000 | PA      | $486572.87    | 0.17%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                    | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    360000 | PA      | $379486.63    | 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        |   1205000 | PA      | $1158587.14   | 0.39%             | 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        |   3420000 | PA      | $3585373.38   | 1.22%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                   | Ashland Inc                                                                      | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1596154.38   | 0.54%             | 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        |    572925 | PA      | $573641.33    | 0.20%             | 2028-08-19      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                           | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1032755.72   | 0.35%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                           | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    545000 | PA      | $562627.48    | 0.19%             | 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        |    255000 | PA      | $265283.43    | 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        |    975000 | PA      | $1029521.03   | 0.35%             | 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        |   1740000 | PA      | $1823228.31   | 0.62%             | 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        |   2230000 | PA      | $2310496.89   | 0.79%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                     | Ball Corp                                                                        | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   3824000 | PA      | $3898157.26   | 1.33%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | Barclays Bank PLC                                                                | CUSIP: 06748N582<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |     10819 | PA      | $389659.67    | 0.13%             | 2026-04-29      | Fixed         | 20.38%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | Barclays Bank PLC                                                                | CUSIP: 06748N624<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      1948 | PA      | $386208.39    | 0.13%             | 2026-01-16      | Fixed         | 14.47%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                             | Barclays Bank PLC                                                                | CUSIP: 06748N814<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      3309 | PA      | $479853.24    | 0.16%             | 2026-08-21      | Fixed         | 9.57%                 | No            |                  2 | On Loan: No      |
| Battalion Oil Corp                            | Battalion Oil Corp                                                               | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |      2801 | NS      | $3165.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                         | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   2080000 | PA      | $1861600.00   | 0.63%             | 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        |    679000 | PA      | $703335.30    | 0.24%             | 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        |     11746 | NS      | $698064.78    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                | Blackstone Inc                                                                   | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       360 | NS      | $55490.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                 | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      3779 | NS      | $260977.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                          | Booking Holdings Inc                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        29 | NS      | $155304.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                       | Bristol-Myers Squibb Co                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      4086 | NS      | $220398.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                  | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       308 | NS      | $106598.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                      | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    207000 | PA      | $213128.65    | 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        |    946000 | PA      | $902731.10    | 0.31%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                         | Burlington Stores Inc                                                            | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     46000 | PA      | $68126.00     | 0.02%             | 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        |   1135000 | PA      | $1126019.31   | 0.38%             | 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        |    600000 | PA      | $593231.89    | 0.20%             | 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        |   3290000 | PA      | $3142109.57   | 1.07%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CG-CCRE Commercial Mortgage Trust             | CG-CCRE Commercial Mortgage Trust 2014-FL2                                       | CUSIP: 12528PAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91504 | PA      | $14087.57     | 0.00%             | 2031-11-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| CG-CCRE Commercial Mortgage Trust             | CG-CCRE Commercial Mortgage Trust 2014-FL2                                       | CUSIP: 12528PAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320265 | PA      | $16452.36     | 0.01%             | 2031-11-15      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                 | CME Group Inc                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       491 | NS      | $134082.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                           | COMM 2012-CCRE3 Mortgage Trust                                                   | CUSIP: 12624PAL9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    383003 | PA      | $367679.32    | 0.13%             | 2045-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1037501.89   | 0.35%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                 | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $634925.00    | 0.22%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $878107.56    | 0.30%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $441131.02    | 0.15%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2347212.64   | 0.80%             | 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        |    795000 | PA      | $628860.26    | 0.21%             | 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        |   1620000 | PA      | $1602696.13   | 0.55%             | 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        |    500000 | PA      | $535734.50    | 0.18%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                          | Carpenter Technology Corp                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    795000 | PA      | $807501.38    | 0.28%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                   | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2314574.40   | 0.79%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                   | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    154000 | PA      | $139251.24    | 0.05%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                            | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    936000 | PA      | $953300.00    | 0.32%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                 | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       613 | NS      | $71530.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust           | Citigroup Commercial Mortgage Trust 2014-GC21                                    | CUSIP: 17322MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590000 | PA      | $545295.11    | 0.19%             | 2047-05-10      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                         | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1737647.11   | 0.59%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                         | Civitas Resources Inc                                                            | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $2007034.90   | 0.68%             | 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        |    505000 | PA      | $505494.19    | 0.17%             | 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        |    395000 | PA      | $406503.98    | 0.14%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                          | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    420000 | PA      | $434998.89    | 0.15%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                | Cloudflare Inc                                                                   | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     32000 | PA      | $34784.00     | 0.01%             | 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        |      1405 | NS      | $111023.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                  | Comcast Corp                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      5428 | NS      | $162242.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                          | Commercial Metals Co                                                             | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    370000 | PA      | $351334.65    | 0.12%             | 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        |    925000 | PA      | $898160.29    | 0.31%             | 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        |    880000 | PA      | $845548.35    | 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        |    299000 | PA      | $305737.08    | 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        |    424000 | PA      | $434666.09    | 0.15%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                 | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277761.06    | 0.09%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COMMVAULT SYSTEMS INC                         | Commvault Systems Inc                                                            | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17729.80     | 0.01%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CORPORACION GEO SA DE CV                      | Corp GEO SAB de CV                                                               | CUSIP: 21986VAC9<br>LEI: 54930004KSSRAZ2P6765 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $2.00         | 0.00%             | 2022-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Corteva Inc                                   | Corteva Inc                                                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      2112 | NS      | $141567.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                         | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       143 | NS      | $123314.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Subsea Communications Holding,Inc.      | Crown Subsea Communications HoldingInc 2025 Term Loan B                          | CUSIP: 22860EAK8<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |    425860 | PA      | $428628.02    | 0.15%             | 2031-01-30      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                         | CyberArk Software Ltd                                                            | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |    100000 | PA      | $106850.00    | 0.04%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                      | DSLA Mortgage Loan Trust 2005-AR5                                                | CUSIP: 23332UFF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82807 | PA      | $42982.60     | 0.01%             | 2045-09-19      | Floating      | 4.51%                 | No            |                  3 | On Loan: No      |
| DAVITA INC                                    | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175030.20    | 0.06%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                    | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    745000 | PA      | $688285.61    | 0.23%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                  | DAYFORCE INC 2025 TERM LOAN                                                      | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |   2175000 | PA      | $2167235.25   | 0.74%             | 2032-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals Holdings Ltd           | Dechra Pharmaceuticals Holdings Ltd USD Term Loan B                              | CUSIP: 24343EAB1<br>LEI: 254900O65L5G9CGTAS28 | Long             | LON              | CORP              | US        |    855808 | PA      | $860891.74    | 0.29%             | 2032-01-27      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                         | Directv Financing LLC                                                            | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1788723.01   | 0.61%             | 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        |   2675000 | PA      | $2733988.51   | 0.93%             | 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        |    530000 | PA      | $438976.08    | 0.15%             | 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        |   1220000 | PA      | $1123171.77   | 0.38%             | 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        |    205000 | PA      | $213359.90    | 0.07%             | 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        |   1975000 | PA      | $1950960.73   | 0.66%             | 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        |   3005000 | PA      | $2914090.91   | 0.99%             | 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        |    430000 | PA      | $422153.55    | 0.14%             | 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        |    175000 | PA      | $177063.95    | 0.06%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                  | DoorDash Inc                                                                     | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65803.50     | 0.02%             | 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        |   1440000 | PA      | $1297242.39   | 0.44%             | 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        |      1611 | NS      | $188825.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                 | EchoStar Corp                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    543146 | PA      | $1814107.64   | 0.62%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                 | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   5180457 | PA      | $5728555.52   | 1.95%             | 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        |      1043 | NS      | $138426.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                            | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1441064.25   | 0.49%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                  | Entegris Inc                                                                     | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    315000 | PA      | $312693.66    | 0.11%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                  | Entegris Inc                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38426.17     | 0.01%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                     | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    770000 | PA      | $791727.09    | 0.27%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC                         | Euronet Worldwide Inc                                                            | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |     52000 | PA      | $47417.50     | 0.02%             | 2030-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                      | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1445000 | PA      | $1430834.19   | 0.49%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Evergreen Acqco 1 LP                          | Evergreen Acqco 1 LP 2025 Term Loan B                                            | CUSIP: 30015FAJ5<br>LEI: 549300F6POVHG3ME8T95 | Long             | LON              | CORP              | US        |    705667 | PA      | $708489.34    | 0.24%             | 2032-09-17      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                    | Evergy Inc                                                                       | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     31000 | PA      | $37727.00     | 0.01%             | 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        |      1586 | NS      | $190859.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE TREASURY PTY L                      | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    502000 | PA      | $485496.21    | 0.17%             | 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        |   2384000 | PA      | $2448718.45   | 0.83%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                        | First Brands Group LLC 2021 Term Loan                                            | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    216000 | PA      | $438.48       | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                        | First Brands Group LLC 2022 Incremental Term Loan                                | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    286974 | PA      | $582.56       | 0.00%             | 2027-03-30      | None          | 0.00%                 | 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        |     94723 | PA      | $17050.14     | 0.01%             | 2026-06-29      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                      | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1090000 | PA      | $1147784.58   | 0.39%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                              | FirstEnergy Corp                                                                 | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     58000 | PA      | $62408.00     | 0.02%             | 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        |   1551000 | PA      | $1536673.16   | 0.52%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                                    | Fluor Corp                                                                       | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     46000 | PA      | $52403.20     | 0.02%             | 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        |   1040000 | PA      | $1090801.91   | 0.37%             | 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        |   1035000 | PA      | $1111649.00   | 0.38%             | 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        |    295000 | PA      | $310536.12    | 0.11%             | 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        |    330000 | PA      | $341735.63    | 0.12%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FRESHPET INC                                  | Freshpet Inc                                                                     | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $17535.00     | 0.01%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                         | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $493199.62    | 0.17%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                         | GFL Environmental Inc                                                            | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $299914.77    | 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        |    230000 | PA      | $241309.56    | 0.08%             | 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        |    855000 | PA      | $867645.45    | 0.30%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Trust 2011-GC5                                            | CUSIP: 36191YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $99048.33     | 0.03%             | 2044-08-10      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Trust 2013-GC13                                           | CUSIP: 36198EAY1<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92813.00     | 0.03%             | 2046-07-10      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Trust 2014-GC22                                           | CUSIP: 36253BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $22096.60     | 0.01%             | 2047-06-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| General Electric Co                           | General Electric Co                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       324 | NS      | $99801.72     | 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        |   1145000 | PA      | $1130748.43   | 0.39%             | 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        |   1625000 | PA      | $1666536.82   | 0.57%             | 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        |      1001 | NS      | $122862.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GO DADDY OPCO/FINCO                           | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $282870.07    | 0.10%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                | GoTo Group Inc 2024 First Out Term Loan                                          | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |    220198 | PA      | $194875.67    | 0.07%             | 2028-04-28      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                | GoTo Group Inc                                                                   | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    640955 | PA      | $538402.20    | 0.18%             | 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        |    615000 | PA      | $456895.80    | 0.16%             | 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        |     16000 | PA      | $40592.00     | 0.01%             | 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        |     75000 | PA      | $82462.50     | 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        |    275000 | PA      | $258259.05    | 0.09%             | 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        |    975000 | PA      | $916845.11    | 0.31%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                    | Hanger Inc 2024 Term Loan B                                                      | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    350955 | PA      | $351822.03    | 0.12%             | 2031-10-23      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                    | Hanger Inc 2024 Delayed Draw Term Loan                                           | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     45282 | PA      | $45393.78     | 0.02%             | 2031-10-23      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| HERCULES LLC                                  | Hercules LLC                                                                     | CUSIP: 427056AU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    805000 | PA      | $806312.15    | 0.27%             | 2029-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                   | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MCJ6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $272028.43    | 0.09%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                      | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    205000 | PA      | $196201.40    | 0.07%             | 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        |   1945000 | PA      | $1805504.99   | 0.61%             | 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        |    395000 | PA      | $397712.79    | 0.14%             | 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        |   2692000 | PA      | $2759265.00   | 0.94%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                   | Hologic Inc                                                                      | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84996.35     | 0.03%             | 2028-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                   | Hologic Inc                                                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    910000 | PA      | $896869.62    | 0.31%             | 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        |   1245162 | PA      | $1212476.65   | 0.41%             | 2031-10-31      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                          | Howmet Aerospace Inc                                                             | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       314 | NS      | $64376.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inception Holdco Sarl                         | Inception Holdco Sarl 2025 USD Repriced Term Loan                                | CUSIP: 45073SAD7<br>LEI: 549300V0LY56J9HGCK92 | Long             | LON              | CORP              | US        |    551367 | PA      | $555331.38    | 0.19%             | 2031-04-18      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                         | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $192319.76    | 0.07%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                      | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    304000 | PA      | $292837.12    | 0.10%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                      | iHeartCommunications Inc                                                         | CUSIP: 45174HBK2<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    264000 | PA      | $216400.80    | 0.07%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                      | iHeartCommunications Inc                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    382750 | PA      | $334473.74    | 0.11%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                             | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1149878.01   | 0.39%             | 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        |    655000 | PA      | $635036.96    | 0.22%             | 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        |    150000 | PA      | $142342.77    | 0.05%             | 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        |     12000 | PA      | $49446.00     | 0.02%             | 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      | $341240.00    | 0.12%             | 2042-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                      | IREN Ltd                                                                         | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |     52000 | PA      | $38506.00     | 0.01%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                             | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    740000 | PA      | $730045.62    | 0.25%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                             | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    345000 | PA      | $340827.16    | 0.12%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                             | Iron Mountain Inc                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   1140000 | PA      | $1086713.42   | 0.37%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                             | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    205000 | PA      | $210578.26    | 0.07%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                     | Itron Inc                                                                        | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52552.50     | 0.02%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                       | JPMorgan Chase Bank NA                                                           | CUSIP: 4662AA612<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |     12542 | PA      | $477454.95    | 0.16%             | 2026-04-23      | Fixed         | 16.22%                | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C3                     | CUSIP: 46635TAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465000 | PA      | $441184.70    | 0.15%             | 2046-02-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                       | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $189137.94    | 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        |    770000 | PA      | $803723.19    | 0.27%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                      | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    739000 | PA      | $713572.64    | 0.24%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                | Ziff Davis Inc                                                                   | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |   2087000 | PA      | $1982138.69   | 0.68%             | 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        |      2057 | NS      | $207530.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGPIN INTERMEDIATE HO                       | Kingpin Intermediate Holdings LLC                                                | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1602369.44   | 0.55%             | 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        |      1073 | NS      | $30215.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                             | Lam Research Corp                                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       182 | NS      | $31154.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HLD                               | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    390000 | PA      | $389006.63    | 0.13%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                               | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145097.36    | 0.05%             | 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        |   1305000 | PA      | $1243243.49   | 0.42%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                                 | Darktrace PLC 1st Lien Term Loan                                                 | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    234410 | PA      | $235122.16    | 0.08%             | 2031-10-09      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                         | Level 3 Financing Inc                                                            | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1294025.00   | 0.44%             | 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        |   1030000 | PA      | $689976.40    | 0.24%             | 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        |    890000 | PA      | $872602.73    | 0.30%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                      | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1616929.00   | 0.55%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                      | Lyft Inc                                                                         | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |     49000 | PA      | $55272.00     | 0.02%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                       | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |    605000 | PA      | $646099.73    | 0.22%             | 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        |    295000 | PA      | $32447.05     | 0.01%             | 2030-10-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                      | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2877000 | PA      | $2525488.14   | 0.86%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                      | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    635000 | PA      | $448506.85    | 0.15%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED                            | MakeMyTrip Ltd                                                                   | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |     56000 | PA      | $54824.00     | 0.02%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                      | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1753173.72   | 0.60%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       386 | NS      | $220359.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES CO                          | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    420000 | PA      | $425949.26    | 0.15%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                          | Matador Resources Co                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1039380.54   | 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        |    980000 | PA      | $971292.97    | 0.33%             | 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        |      2638 | NS      | $277675.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mermaid Bidco Inc                             | Mermaid Bidco Inc 2024 USD Term Loan B                                           | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |    256669 | PA      | $257310.79    | 0.09%             | 2031-07-03      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       461 | NS      | $222948.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERAL RESOURCES LTD                         | Mineral Resources Ltd                                                            | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    175000 | PA      | $178727.50    | 0.06%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                         | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   2210000 | PA      | $2319395.73   | 0.79%             | 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        |   1365000 | PA      | $1266571.30   | 0.43%             | 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        |   1681000 | PA      | $1526646.04   | 0.52%             | 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        |    535000 | PA      | $545413.67    | 0.19%             | 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        |   1525000 | PA      | $1566220.69   | 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        |       255 | NS      | $130266.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                | Morgan Stanley                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1094 | NS      | $194217.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL USA INC                            | Murphy Oil USA Inc                                                               | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $962028.65    | 0.33%             | 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        |     49000 | PA      | $54543.13     | 0.02%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                | NRG Energy Inc                                                                   | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135363.56    | 0.05%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    530000 | PA      | $540493.47    | 0.18%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    428000 | PA      | $432352.76    | 0.15%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                          | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    855000 | PA      | $856460.98    | 0.29%             | 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        |    756000 | PA      | $745623.54    | 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        |    200000 | PA      | $188500.14    | 0.06%             | 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        |    765000 | PA      | $767155.77    | 0.26%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                        | Northern Oil & Gas Inc                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1400308.27   | 0.48%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                        | Northern Oil & Gas Inc                                                           | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17343.00     | 0.01%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                        | Brundage-Bone Concrete Pumping Holdings Inc                                      | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $193898.61    | 0.07%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NOVA LTD                                      | Nova Ltd                                                                         | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |     41000 | PA      | $50983.50     | 0.02%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                   | Nutanix Inc                                                                      | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     78000 | PA      | $75231.00     | 0.03%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                             | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2880015.85   | 0.98%             | 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        |    575000 | PA      | $582051.23    | 0.20%             | 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        |    380000 | PA      | $384265.88    | 0.13%             | 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        |    512000 | PA      | $517747.71    | 0.18%             | 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        |   1540000 | PA      | $1518057.77   | 0.52%             | 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        |    460000 | PA      | $457099.65    | 0.16%             | 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        |   1490000 | PA      | $1419082.18   | 0.48%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                      | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1115000 | PA      | $1144638.43   | 0.39%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                      | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30545.58     | 0.01%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    298000 | PA      | $282811.00    | 0.10%             | 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        |   2315000 | PA      | $2212726.40   | 0.75%             | 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        |    975000 | PA      | $909580.82    | 0.31%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Advisor Group Inc                             | Advisor Group Inc 2025 Term Loan                                                 | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    520414 | PA      | $522266.66    | 0.18%             | 2032-07-30      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                             | Owens & Minor Inc                                                                | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    290000 | PA      | $183840.08    | 0.06%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                     | PG&E Corp                                                                        | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |      1356 | NS      | $55596.00     | 0.02%             |  |  |  | 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        |       451 | NS      | $94137.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                     | Packaging Corp of America                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       827 | NS      | $170552.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PANTHER ESCROW ISSUER                         | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1227953.90   | 0.42%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                      | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1979807.27   | 0.67%             | 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        |   1485000 | PA      | $1475241.84   | 0.50%             | 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        |   2310000 | PA      | $2350850.96   | 0.80%             | 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        |     50000 | PA      | $53375.00     | 0.02%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                             | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    230000 | PA      | $223965.80    | 0.08%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                             | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $1017254.30   | 0.35%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                             | Post Holdings Inc                                                                | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     61000 | PA      | $65636.00     | 0.02%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                             | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80799.99     | 0.03%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                       | Procter & Gamble Co/The                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1249 | NS      | $178994.19    | 0.06%             |  |  |  | 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        |    424038 | PA      | $423101.03    | 0.14%             | 2030-10-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                       | PUG LLC 2024 Extended Term Loan B                                                | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |   2540312 | PA      | $2513841.53   | 0.86%             | 2030-03-15      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                         | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1306304.40   | 0.44%             | 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        |   1465000 | PA      | $1530393.94   | 0.52%             | 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        |   2340000 | PA      | $2255291.11   | 0.77%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                           | Resideo Funding Inc                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    900000 | PA      | $921179.70    | 0.31%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                                    | Rubrik Inc                                                                       | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |     83000 | PA      | $81547.50     | 0.03%             | 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        |    980000 | PA      | $1001332.52   | 0.34%             | 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        |    880000 | PA      | $886461.15    | 0.30%             | 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        |   1463000 | PA      | $1482512.97   | 0.50%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Salesforce Inc                                | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      1019 | NS      | $269943.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                        | SAP SE                                                                           | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       798 | NS      | $193842.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SATURN OIL & GAS INC                          | Saturn Oil & Gas Inc                                                             | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |    616000 | PA      | $607318.40    | 0.21%             | 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        |   1321000 | PA      | $1339150.24   | 0.46%             | 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        |    900000 | PA      | $927779.40    | 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        |    780000 | PA      | $764347.43    | 0.26%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd       | SEAGATE DATA STOR                                                                | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    140000 | PA      | $148461.18    | 0.05%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd       | SEAGATE DATA STOR                                                                | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    959000 | PA      | $911050.00    | 0.31%             | 2031-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                             | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    145000 | PA      | $148269.75    | 0.05%             | 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        |     16000 | PA      | $53736.00     | 0.02%             | 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        |    800000 | PA      | $780554.40    | 0.27%             | 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        |    540000 | PA      | $527417.95    | 0.18%             | 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        |   1909000 | PA      | $1791550.68   | 0.61%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                      | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    265000 | PA      | $277474.12    | 0.09%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                      | Simon Property Group Inc                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |       958 | NS      | $177335.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                                 | Snowflake Inc                                                                    | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     46000 | PA      | $71024.00     | 0.02%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                               | Spotify USA Inc                                                                  | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |     17000 | PA      | $19295.00     | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                     | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    953000 | PA      | $990986.58    | 0.34%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust                | Starwood Retail Property Trust 2014-STAR                                         | CUSIP: 85571XAA5<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |     91798 | PA      | $55492.56     | 0.02%             | 2027-11-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Starwood Retail Property Trust                | Starwood Retail Property Trust 2014-STAR                                         | CUSIP: 85571XAQ0<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $3200.00      | 0.00%             | 2027-11-15      | Floating      | 6.75%                 | No            |                  3 | On Loan: No      |
| Starwood Retail Property Trust                | Starwood Retail Property Trust 2014-STAR                                         | CUSIP: 85571XAS6<br>LEI: 5493007115G809OI4R97 | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $1750.00      | 0.00%             | 2027-11-15      | Floating      | 6.75%                 | No            |                  3 | On Loan: No      |
| Fixed Income Clearing Corp                    | FIXED INC CLEARING CORP.REPO                                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  10293938 | PA      | $10293937.91  | 3.51%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                     | Sunoco LP                                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    504000 | PA      | $532897.41    | 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        |    884000 | PA      | $890477.07    | 0.30%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                           | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1729480.21   | 0.59%             | 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        |      1302 | NS      | $200000.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd     | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       296 | NS      | $89951.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                       | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1463576.45   | 0.50%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                          | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    345000 | PA      | $351159.61    | 0.12%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                          | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1302807.56   | 0.44%             | 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        |   3345000 | PA      | $3441643.74   | 1.17%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                         | Teva Pharmaceutical Finance Co LLC                                               | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    390000 | PA      | $409460.55    | 0.14%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   3275000 | PA      | $2476570.00   | 0.84%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    320000 | PA      | $323616.42    | 0.11%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $230288.02    | 0.08%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    790000 | PA      | $869022.12    | 0.30%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                       | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $314852.45    | 0.11%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                             | Teva Pharmaceutical Finance Netherlands IV BV                                    | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    655000 | PA      | $679382.03    | 0.23%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                 | TopBuild Corp                                                                    | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   2537000 | PA      | $2566394.98   | 0.87%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                 | TransDigm Inc                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    630000 | PA      | $625823.29    | 0.21%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                 | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265002.40    | 0.09%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                 | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94185.60     | 0.03%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                 | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1340649.64   | 0.46%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                 | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194964.13    | 0.07%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                 | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    800000 | PA      | $830144.80    | 0.28%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                         | Transocean Aquila Ltd                                                            | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    242231 | PA      | $248113.55    | 0.08%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                      | Transocean International Ltd                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    422250 | PA      | $441212.40    | 0.15%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                      | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    198333 | PA      | $202554.26    | 0.07%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                           | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    882000 | PA      | $863273.55    | 0.29%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                           | Travel + Leisure Co                                                              | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    624000 | PA      | $633391.20    | 0.22%             | 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        |   2850000 | PA      | $2693138.57   | 0.92%             | 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        |     45000 | PA      | $46385.60     | 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        |    557379 | PA      | $563415.83    | 0.19%             | 2032-05-06      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                        | Tyler Technologies Inc                                                           | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29319.00     | 0.01%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UGI CORP                                      | UGI Corp                                                                         | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |     33000 | PA      | $46761.00     | 0.02%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                    | US Bancorp                                                                       | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      2552 | NS      | $136174.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                         | Uber Technologies Inc                                                            | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     62000 | PA      | $80414.00     | 0.03%             | 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: N/A                  | Long             | LON              | CORP              | US        |   1267895 | PA      | $1271064.48   | 0.43%             | 2032-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES LLC                  | US FERTILITY ENTERPRISES LLC 2025 DELAYED DRAW Term Loan                         | CUSIP: 90356EAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    192105 | PA      | $192585.52    | 0.07%             | 2032-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                     | United Parcel Service Inc                                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1595 | NS      | $158208.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                       | United Rentals North America Inc                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1373335.70   | 0.47%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                       | United Rentals North America Inc                                                 | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    630000 | PA      | $610708.33    | 0.21%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                       | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    155000 | PA      | $145419.33    | 0.05%             | 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        |     35000 | PA      | $36458.56     | 0.01%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bills                                                              | CUSIP: 912797RJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2322000 | PA      | $2319032.32   | 0.79%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bills                                                              | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2940000 | PA      | $2912659.09   | 0.99%             | 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        |       165 | NS      | $54468.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                         | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2312272.14   | 0.79%             | 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        |    565000 | PA      | $618648.72    | 0.21%             | 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        |   2092000 | PA      | $2142710.14   | 0.73%             | 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        |   1080000 | PA      | $1106233.57   | 0.38%             | 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        |     68000 | PA      | $69247.42     | 0.02%             | 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        |      4000 | PA      | $4087.13      | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                      | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     77000 | PA      | $70067.91     | 0.02%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                      | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    135000 | PA      | $115750.60    | 0.04%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                        | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2298116.34   | 0.78%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                              | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1782498.30   | 0.61%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                 | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |   1601000 | PA      | $1586183.93   | 0.54%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST              | WFRBS Commercial Mortgage Trust 2012-C10                                         | CUSIP: 92890NAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $466389.40    | 0.16%             | 2045-12-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST              | WFRBS Commercial Mortgage Trust 2011-C3                                          | CUSIP: 92935VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158612 | PA      | $57103.44     | 0.02%             | 2044-03-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST              | WFRBS Commercial Mortgage Trust 2011-C4                                          | CUSIP: 92936CAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $193725.00    | 0.07%             | 2044-06-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| WIX LTD                                       | Wix.com Ltd                                                                      | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |     57000 | PA      | $50359.50     | 0.02%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                             | WBI Operating LLC                                                                | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2132000 | PA      | $2144855.96   | 0.73%             | 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        |      1390 | PA      | $448919.13    | 0.15%             | 2026-01-06      | Fixed         | 16.04%                | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                   | Wayfair LLC                                                                      | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159819.15    | 0.05%             | 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        |   1729000 | PA      | $1770689.65   | 0.60%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust         | Wells Fargo Commercial Mortgage Trust 2016-C36                                   | CUSIP: 95000MBV2<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $128748.62    | 0.04%             | 2059-11-15      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                       | BNP Paribas Issuance BV                                                          | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      1914 | PA      | $419717.83    | 0.14%             | 2026-02-20      | Fixed         | 12.92%                | No            |                  2 | On Loan: No      |
| CFLDTRUSTUNT                                  | CFLDTRUSTUNT                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    918139 | NS      | $4598.48      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WHIRLPOOL CORP                                | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    321000 | PA      | $320609.91    | 0.11%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    395000 | PA      | $383033.91    | 0.13%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                          | Williams Cos Inc/The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      2515 | NS      | $151176.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC                                 | Wolfspeed Inc                                                                    | CUSIP: 977852AP7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     84000 | PA      | $124425.00    | 0.04%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                 | Wolfspeed Inc                                                                    | CUSIP: 977852AQ5<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     57000 | PA      | $84431.25     | 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        |      5954 | NS      | $103659.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF COMPUTE LLC                              | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1477376.25   | 0.50%             | 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        |    695000 | PA      | $677665.10    | 0.23%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                               | Yum! Brands Inc                                                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1981574.10   | 0.67%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                               | Yum! Brands Inc                                                                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1049995.18   | 0.36%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                               | Yum! Brands Inc                                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    290000 | PA      | $284198.30    | 0.10%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                 | ZF North America Capital Inc                                                     | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    534000 | PA      | $542794.98    | 0.18%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                 | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156424.45    | 0.05%             | 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        |   1306000 | PA      | $1290551.97   | 0.44%             | 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        |    235000 | PA      | $229814.80    | 0.08%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                       | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2155314.54   | 0.73%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                    | Zoetis Inc                                                                       | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27742.50     | 0.01%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC.                                  | Zscaler Inc                                                                      | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |     72000 | PA      | $67356.00     | 0.02%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Co Ltd                  | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | EC               | CORP              | KY        |     75564 | NS      | $1019.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA EVERGRANDE GROUP                        | China Evergrande Group                                                           | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $1528.00      | 0.00%             | 2022-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                            | Leviathan Bond Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     35000 | PA      | $35185.15     | 0.01%             | 2027-06-30      | Fixed         | 6.50%                 | 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      | $3500.00      | 0.00%             | 2024-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                       | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    150000 | PA      | $147938.25    | 0.05%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                        | CFLD Cayman Investment Ltd                                                       | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |    429065 | PA      | $15208.21     | 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        |    226880 | PA      | $8041.76      | 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        |     49972 | PA      | $1183.34      | 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        |    205000 | PA      | $3587.50      | 0.00%             | 2025-08-27      | 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        |     74922 | PA      | $11208.33     | 0.00%             | 2026-09-30      | 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        |     75104 | PA      | $11358.73     | 0.00%             | 2026-09-30      | 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        |    226405 | PA      | $33394.74     | 0.01%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                      | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    106874 | PA      | $16041.79     | 0.01%             | 2030-09-30      | 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        |    226953 | PA      | $34289.19     | 0.01%             | 2029-09-30      | 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        |     88172 | PA      | $11462.36     | 0.00%             | 2032-09-30      | 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        |    150572 | PA      | $22781.54     | 0.01%             | 2027-09-30      | 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        |    616362 | PA      | $34436.14     | 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        |      6050 | PA      | $199.65       | 0.00%             | 2031-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     66841 | PA      | $1587.47      | 0.00%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     78839 | PA      | $7883.09      | 0.00%             | 2027-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    155360 | PA      | $3107.20      | 0.00%             | 2030-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    116395 | PA      | $2327.90      | 0.00%             | 2029-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    217938 | PA      | $2722.05      | 0.00%             | 2031-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                  | Yuzhou Group Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     62893 | PA      | $62.89        | 0.00%             | 2034-06-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                      | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     92464 | PA      | $1938.05      | 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        |     61642 | PA      | $1386.95      | 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        |    154107 | PA      | $2904.92      | 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        |    184929 | PA      | $2773.94      | 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        |    277394 | PA      | $4260.77      | 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        |    259911 | PA      | $3725.36      | 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        |    123285 | PA      | $462.32       | 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        |     77056 | PA      | $385.28       | 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        |     61642 | PA      | $616.42       | 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        |    123285 | PA      | $462.32       | 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        |    290733 | PA      | $726.83       | 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        |    154107 | PA      | $192.63       | 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        |    154107 | PA      | $192.63       | 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        |     71065 | PA      | $1115.72      | 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        |    263540 | PA      | $3742.27      | 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        |    322104 | PA      | $2596.16      | 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        |     63170 | PA      | $543.89       | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US LONG BOND(CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -12 | NC      | $20614.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US ULTRA BOND CBT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -7 | NC      | $19981.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 5YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -104 | NC      | $32591.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 2YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       100 | NC      | $-7890.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 10YR ULTRA FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -21 | NC      | $21188.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaisa Group Holdings Ltd                      | Kaisa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | KY        |     76409 | NS      | $946.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GrafTech Finance Inc                          | GrafTech Finance Inc 2024 Delayed Draw Term Loan                                 | CUSIP: 000000000<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |    312667 | PA      | $317225.75    | 0.11%             | 2029-12-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                 | CommScope Inc 2024 Term Loan                                                     | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |    713175 | PA      | $713510.65    | 0.24%             | 2029-12-17      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| GrafTech Finance Inc                          | GrafTech Finance Inc 2024 Term Loan                                              | CUSIP: 000000000<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |    547167 | PA      | $555145.05    | 0.19%             | 2029-12-21      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Ltd                      | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | EC               | CORP              | KY        |    182087 | NS      | $2398.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA EVERGRANDE GROUP                        | China Evergrande Group                                                           | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $1250.00      | 0.00%             | 2025-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                     | Bausch & Lomb Corporation 2025 Term Loan B                                       | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   1806154 | PA      | $1822409.31   | 0.62%             | 2031-01-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORPORATION                     | BAUSCH + LOMB CORPORATION 2025 REPRICED TERM LOAN                                | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   1806590 | PA      | $1822849.35   | 0.62%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                           | IVC Acquisition Ltd 2025 USD Repriced Term Loan B                                | CUSIP: 000000000<br>LEI: 254900WZMD2JOGND1Z32 | Long             | LON              | CORP              | CA        |    566214 | PA      | $568903.43    | 0.19%             | 2028-12-12      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd                   | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | N/A              | DE               |  | BM        |     22710 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mcdermott International Ltd                   | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | N/A              | DE               |  | BM        |     25233 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mcdermott International Ltd                   | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |        90 | NS      | $1876.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                    | Garmin Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       439 | NS      | $89051.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                               | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        82 | NS      | $87728.52     | 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        |    714435 | PA      | $712206.35    | 0.24%             | 2031-02-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                   | Royal Caribbean Cruises Ltd                                                      | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |       346 | NS      | $96506.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

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

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer