# EDGAR Filing Document

**Accession Number:** 0000003794
**File Stem:** 0001752724-23-070274
**Filing Date:** 2023-3
**Character Count:** 499682
**Document Hash:** 208c66198e4d435026b6752fc8fae1b5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070274.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-070274

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB BOND FUND, INC.
- **CENTRAL INDEX KEY:** 0000003794
- **IRS NUMBER:** 132754393
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02383
- **FILM NUMBER:** 23770469

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN BOND FUND INC
- **DATE OF NAME CHANGE:** 20030319

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE BOND FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### AB High Yield Portfolio (Series ID: S000045256)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000140936 | Advisor Class | HIYYX           |
| C000140937 | Class A       | HIAYX           |
| C000140942 | Class Z       | HIZYX           |

## Nport-Ex

**AB High Yield Portfolio** 

**Portfolio of Investments** 

**January 31, 2023 (unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **CORPORATES - NON-INVESTMENT GRADE – 65.9%** |  |  |  |
|  **Industrial – 60.7%** |  |  |  |
|  **Basic – 3.9%** |  |  |  |
|  Arconic Corp. <br>6.125%, 02/15/2028<sup>(a)</sup> | U.S.$| &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;11 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10602 |
|  ASP Unifrax Holdings, Inc.<br>5.25%, 09/30/2028<sup>(a)</sup> |  | 170 | 145184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 09/30/2029<sup>(a)</sup> |  | 17 | 12304 |
|  Big River Steel LLC/BRS Finance Corp. <br>6.625%, 01/31/2029<sup>(a)</sup> |  | 16 | 15771 |
|  Cleveland-Cliffs, Inc. <br>4.625%, 03/01/2029<sup>(a)</sup> |  | 6 | 5605 |
|  Constellium SE <br>3.125%, 07/15/2029<sup>(a)</sup> | EUR | 166 | 149534 |
|  Crown Americas LLC/Crown Americas Capital Corp. VI <br>4.75%, 02/01/2026 | U.S.$| 7 | 6830 |
|  CVR Partners LP/CVR Nitrogen Finance Corp. <br>6.125%, 06/15/2028<sup>(a)</sup> |  | 29 | 26335 |
|  Element Solutions, Inc. <br>3.875%, 09/01/2028<sup>(a)</sup> |  | 110 | 97278 |
|  ERP Iron Ore, LLC <br>9.039%, 12/31/2019<sup>(b) (c) (d) (e) (f)</sup> |  | 5 | 3332 |
|  FMG Resources (August 2006) Pty Ltd.<br>4.375%, 04/01/2031<sup>(a)</sup> |  | 145 | 127949 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 04/15/2032<sup>(a)</sup> |  | 180 | 175557 |
|  Graham Packaging Co., Inc. <br>7.125%, 08/15/2028<sup>(a)</sup> |  | 119 | 104536 |
|  Graphic Packaging International LLC<br>3.75%, 02/01/2030<sup>(a)</sup> |  | 23 | 20072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 07/15/2027<sup>(a)</sup> |  | 28 | 26940 |
|  Guala Closures SpA <br>3.25%, 06/15/2028<sup>(a)</sup> | EUR | 200 | 187732 |
|  INEOS Styrolution Group GmbH <br>2.25%, 01/16/2027<sup>(a)</sup> |  | 100 | 93665 |
|  Ingevity Corp. <br>3.875%, 11/01/2028<sup>(a)</sup> | U.S.$| 30 | 26393 |
|  Intelligent Packaging Holdco Issuer LP <br>9.00% (9.00% Cash or 9.75% PIK), 01/15/2026<sup>(a) (b)</sup> |  | 39 | 27993 |
|  Intelligent Packaging Ltd. Finco, Inc./Intelligent Packaging Ltd. Co-Issuer LLC <br>6.00%, 09/15/2028<sup>(a)</sup> |  | 98 | 87403 |
|  Kobe US Midco 2, Inc. <br>9.25% (9.25% Cash or 10.00% PIK), 11/01/2026<sup>(a) (b)</sup> |  | 97 | 71697 |
|  Magnetation LLC/Mag Finance Corp. <br>11.00%, 05/15/2018<sup>(c) (d) (e) (f) (g)</sup> |  | 60 | 0 |
|  Monitchem HoldCo 3 SA <br>5.25%, 03/15/2025<sup>(a)</sup> | EUR | 207 | 218289 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Rimini Bidco SpA <br>7.296% (EURIBOR 3 Month + 5.25%), 12/14/2026<sup>(h)</sup> | EUR | &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;100 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104117 |
|  SCIL IV LLC/SCIL USA Holdings LLC <br>5.375%, 11/01/2026<sup>(a)</sup> | U.S.$| 431 | 397685 |
|  Sealed Air Corp.<br>5.50%, 09/15/2025<sup>(a)</sup> |  | 33 | 32835 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 02/01/2028<sup>(a)</sup> |  | 53 | 53494 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 07/15/2033<sup>(a)</sup> |  | 99 | 102962 |
|  WR Grace Holdings LLC<br>4.875%, 06/15/2027<sup>(a)</sup> |  | 158 | 147416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 08/15/2029<sup>(a)</sup> |  | 261 | 217404 |
|  |  |  | 2696914 |
|  **Capital Goods – 4.3%** |  |  |  |
|  ARD Finance SA <br>5.00% (5.00% Cash or 5.75% PIK), 06/30/2027<sup>(a) (b)</sup> | EUR | 120 | 98514 |
|  Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC <br>3.00%, 09/01/2029<sup>(a)</sup> |  | 100 | 84296 |
|  Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.<br>4.125%, 08/15/2026<sup>(a)</sup> | U.S.$| 200 | 182568 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/15/2027<sup>(a)</sup> |  | 200 | 164877 |
|  Ball Corp. <br>2.875%, 08/15/2030 |  | 182 | 149546 |
|  Bombardier, Inc.<br>6.00%, 02/15/2028<sup>(a)</sup> |  | 3 | 2848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 04/15/2027<sup>(a)</sup> |  | 173 | 172997 |
|  Chart Industries, Inc. <br>7.50%, 01/01/2030<sup>(a)</sup> |  | 41 | 41882 |
|  Clean Harbors, Inc.<br>4.875%, 07/15/2027<sup>(a)</sup> |  | 16 | 15434 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 07/15/2029<sup>(a)</sup> |  | 11 | 10583 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 02/01/2031<sup>(a)</sup> |  | 68 | 69270 |
|  Crown Americas LLC <br>5.25%, 04/01/2030 |  | 31 | 29837 |
|  Crown Cork & Seal Co., Inc. <br>7.375%, 12/15/2026 |  | 20 | 20888 |
|  Eco Material Technologies, Inc. <br>7.875%, 01/31/2027<sup>(a)</sup> |  | 101 | 97255 |
|  EnerSys <br>4.375%, 12/15/2027<sup>(a)</sup> |  | 80 | 73900 |
|  Gates Global LLC/Gates Corp. <br>6.25%, 01/15/2026<sup>(a)</sup> |  | 34 | 33484 |
|  GFL Environmental, Inc. <br>3.50%, 09/01/2028<sup>(a)</sup> |  | 28 | 24940 |
|  Granite US Holdings Corp. <br>11.00%, 10/01/2027<sup>(a)</sup> |  | 18 | 18979 |
|  Griffon Corp. <br>5.75%, 03/01/2028 |  | 39 | 36926 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Harsco Corp. <br>5.75%, 07/31/2027<sup>(a)</sup> | U.S.$| &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;151 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127704 |
|  JELD-WEN, Inc. <br>4.625%, 12/15/2025<sup>(a)</sup> |  | 6 | 5310 |
|  LSB Industries, Inc. <br>6.25%, 10/15/2028<sup>(a)</sup> |  | 52 | 46856 |
|  Madison IAQ LLC <br>5.875%, 06/30/2029<sup>(a)</sup> |  | 263 | 211304 |
|  Mueller Water Products, Inc. <br>4.00%, 06/15/2029<sup>(a)</sup> |  | 13 | 11607 |
|  Renk AG/Frankfurt am Main <br>5.75%, 07/15/2025<sup>(a)</sup> | EUR | 100 | 105760 |
|  Stericycle, Inc. <br>3.875%, 01/15/2029<sup>(a)</sup> | U.S.$| 55 | 48877 |
|  Stevens Holding Co., Inc. <br>6.125%, 10/01/2026<sup>(a)</sup> |  | 20 | 20296 |
|  TK Elevator Midco GmbH <br>4.375%, 07/15/2027<sup>(a)</sup> | EUR | 100 | 98429 |
|  TransDigm, Inc.<br>4.625%, 01/15/2029 | U.S.$| 150 | 135407 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 05/01/2029 |  | 84 | 75970 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 03/15/2026<sup>(a)</sup> |  | 243 | 242910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 06/15/2026 |  | 79 | 78015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 12/15/2025<sup>(a)</sup> |  | 61 | 62257 |
|  Triumph Group, Inc.<br>6.25%, 09/15/2024<sup>(a)</sup> |  | 258 | 249392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 08/15/2025 |  | 23 | 19567 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.875%, 06/01/2024<sup>(a)</sup> |  | 28 | 28534 |
|  WESCO Distribution, Inc.<br>7.125%, 06/15/2025<sup>(a)</sup> |  | 14 | 14223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 06/15/2028<sup>(a)</sup> |  | 107 | 110051 |
|  |  |  | 3021493 |
|  **Communications - Media – 8.4%** |  |  |  |
|  Advantage Sales & Marketing, Inc. <br>6.50%, 11/15/2028<sup>(a)</sup> |  | 106 | 80613 |
|  Altice Financing SA <br>5.00%, 01/15/2028<sup>(a)</sup> |  | 228 | 193309 |
|  AMC Networks, Inc. <br>4.25%, 02/15/2029 |  | 298 | 182876 |
|  Arches Buyer, Inc. <br>6.125%, 12/01/2028<sup>(a)</sup> |  | 100 | 84258 |
|  CCO Holdings LLC/CCO Holdings Capital Corp.<br>4.25%, 02/01/2031<sup>(a)</sup> |  | 50 | 41644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/15/2034<sup>(a)</sup> |  | 482 | 376736 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/2030<sup>(a)</sup> |  | 235 | 200921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/2033<sup>(a)</sup> |  | 53 | 43065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/01/2030<sup>(a)</sup> |  | 40 | 34978 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/01/2028<sup>(a)</sup> |  | 193 | 180149 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 05/01/2027<sup>(a)</sup> |  | 295 | 281108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 09/01/2029<sup>(a)</sup> |  | 66 | 63678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 03/01/2031<sup>(a)</sup> |  | 169 | 168782 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Clear Channel Outdoor Holdings, Inc. <br>5.125%, 08/15/2027<sup>(a)</sup> | U.S.$| &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;88 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80161 |
|  CSC Holdings LLC<br>3.375%, 02/15/2031<sup>(a)</sup> |  | 208 | 145083 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/2031<sup>(a)</sup> |  | 200 | 147349 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 12/01/2030<sup>(a)</sup> |  | 516 | 305148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 04/01/2028<sup>(a)</sup> |  | 200 | 146109 |
|  DISH DBS Corp.<br>5.25%, 12/01/2026<sup>(a)</sup> |  | 218 | 187840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/01/2028<sup>(a)</sup> |  | 263 | 215704 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 11/15/2024 |  | 86 | 81204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 07/01/2028 |  | 71 | 51045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 07/01/2026 |  | 101 | 81934 |
|  DISH Network Corp. <br>3.375%, 08/15/2026<sup>(i)</sup> |  | 27 | 17625 |
|  Gray Escrow II, Inc. <br>5.375%, 11/15/2031<sup>(a)</sup> |  | 338 | 259949 |
|  iHeartCommunications, Inc.<br>4.75%, 01/15/2028<sup>(a)</sup> |  | 118 | 100961 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/15/2027<sup>(a)</sup> |  | 37 | 33172 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 05/01/2026 |  | 5 | 4895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 05/01/2027 |  | 40 | 36085 |
|  Lamar Media Corp. <br>4.875%, 01/15/2029 |  | 8 | 7566 |
|  LCPR Senior Secured Financing DAC <br>6.75%, 10/15/2027<sup>(a)</sup> |  | 200 | 193234 |
|  McGraw-Hill Education, Inc. <br>5.75%, 08/01/2028<sup>(a)</sup> |  | 138 | 121252 |
|  National CineMedia LLC<br>5.75%, 08/15/2026 |  | 21 | 467 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 04/15/2028<sup>(a)</sup> |  | 60 | 15461 |
|  Outfront Media Capital LLC/Outfront Media Capital Corp.<br>4.25%, 01/15/2029<sup>(a)</sup> |  | 101 | 86922 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 03/15/2030<sup>(a)</sup> |  | 11 | 9451 |
|  Radiate Holdco LLC/Radiate Finance, Inc. <br>4.50%, 09/15/2026<sup>(a)</sup> |  | 214 | 163920 |
|  Sinclair Television Group, Inc.<br>4.125%, 12/01/2030<sup>(a)</sup> |  | 79 | 62809 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 02/15/2027<sup>(a)</sup> |  | 9 | 7982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/01/2030<sup>(a)</sup> |  | 344 | 274321 |
|  Sirius XM Radio, Inc.<br>3.875%, 09/01/2031<sup>(a)</sup> |  | 338 | 278101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/15/2028<sup>(a)</sup> |  | 83 | 73782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 07/01/2030<sup>(a)</sup> |  | 111 | 95124 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/01/2029<sup>(a)</sup> |  | 24 | 22503 |
|  Summer BC Holdco B SARL <br>5.75%, 10/31/2026<sup>(a)</sup> | EUR | 100 | 97833 |
|  Summer BidCo BV <br>9.00% (9.00% Cash or 9.75% PIK), 11/15/2025<sup>(a) (b)</sup> |  | 157 | 127908 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  TEGNA, Inc. <br>5.00%, 09/15/2029 | U.S.$| &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;61 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57446 |
|  Univision Communications, Inc.<br>4.50%, 05/01/2029<sup>(a)</sup> |  | 71 | 61075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 06/30/2030<sup>(a)</sup> |  | 150 | 147047 |
|  Urban One, Inc. <br>7.375%, 02/01/2028<sup>(a)</sup> |  | 54 | 48758 |
|  VZ Vendor Financing II BV <br>2.875%, 01/15/2029<sup>(a)</sup> | EUR | 100 | 85395 |
|  |  |  | 5864738 |
|  **Communications - Telecommunications – 3.3%** |  |  |  |
|  Altice France SA/France<br>3.375%, 01/15/2028<sup>(a)</sup> |  | 100 | 85289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/15/2028<sup>(a)</sup> | U.S.$| 200 | 165766 |
|  Connect Finco SARL/Connect US Finco LLC <br>6.75%, 10/01/2026<sup>(a)</sup> |  | 200 | 191250 |
|  Consolidated Communications, Inc. <br>6.50%, 10/01/2028<sup>(a)</sup> |  | 309 | 252224 |
|  Embarq Corp. <br>7.995%, 06/01/2036 |  | 123 | 59274 |
|  Frontier Communications Holdings LLC<br>6.75%, 05/01/2029<sup>(a)</sup> |  | 43 | 36852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 05/15/2030<sup>(a)</sup> |  | 69 | 71478 |
|  Hughes Satellite Systems Corp. <br>6.625%, 08/01/2026 |  | 163 | 157589 |
|  Intelsat Jackson Holdings SA<br>5.50%, 08/01/2023<sup>(d) (e) (f)</sup> |  | 158 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 10/15/2024<sup>(d) (e) (f) (g)</sup> |  | 47 | 0 |
|  Kaixo Bondco Telecom SA <br>5.125%, 09/30/2029<sup>(a)</sup> | EUR | 100 | 94089 |
|  Level 3 Financing, Inc.<br>3.75%, 07/15/2029<sup>(a)</sup> | U.S.$| 180 | 131743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/01/2028<sup>(a)</sup> |  | 134 | 106158 |
|  Lorca Telecom Bondco SA <br>4.00%, 09/18/2027<sup>(a)</sup> | EUR | 142 | 141650 |
|  Nexstar Media, Inc. <br>5.625%, 07/15/2027<sup>(a)</sup> | U.S.$| 76 | 72404 |
|  Telecom Italia Capital SA<br>6.375%, 11/15/2033 |  | 90 | 76209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.20%, 07/18/2036 |  | 175 | 149100 |
|  United Group BV <br>4.00%, 11/15/2027<sup>(a)</sup> | EUR | 394 | 341790 |
|  Vmed O2 UK Financing I PLC <br>4.75%, 07/15/2031<sup>(a)</sup> | U.S.$| 200 | 170302 |
|  |  |  | 2303167 |
|  **Consumer Cyclical - Automotive – 4.7%** |  |  |  |
|  Allison Transmission, Inc. <br>5.875%, 06/01/2029<sup>(a)</sup> |  | 108 | 104018 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Clarios Global LP/Clarios US Finance Co. <br>8.50%, 05/15/2027<sup>(a)</sup> | U.S.$| &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;59 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58823 |
|  Dana, Inc. <br>4.25%, 09/01/2030 |  | 20 | 16958 |
|  Dealer Tire LLC/DT Issuer LLC <br>8.00%, 02/01/2028<sup>(a)</sup> |  | 338 | 313010 |
|  Exide Technologies<br>(Exchange Priority)<br>11.00%, 10/31/2024<sup>(d) (e) (f) (g)</sup> |  | 32 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; (First Lien)<br>11.00%, 10/31/2024<sup>(d) (e) (f) (g)</sup> |  | 13 | 0 |
|  Ford Motor Co.<br>3.25%, 02/12/2032 |  | 162 | 128642 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/2043 |  | 43 | 33583 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 08/19/2032 |  | 307 | 301244 |
|  Ford Motor Credit Co. LLC<br>2.70%, 08/10/2026 |  | 200 | 178488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/13/2030 |  | 200 | 174602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/28/2027 |  | 200 | 191961 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.113%, 05/03/2029 |  | 200 | 189497 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.35%, 11/04/2027 |  | 206 | 216037 |
|  Goodyear Tire & Rubber Co. (The) <br>5.00%, 07/15/2029 |  | 153 | 134931 |
|  IHO Verwaltungs GmbH<br>3.75% (3.75% Cash or 4.50% PIK), 09/15/2026<sup>(a) (b)</sup> | EUR | 100 | 97798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00% (6.00% Cash or 6.75% PIK), 05/15/2027<sup>(a) (b)</sup> | U.S.$| 200 | 184928 |
|  Jaguar Land Rover Automotive PLC<br>4.50%, 01/15/2026<sup>(a)</sup> | EUR | 110 | 110367 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/01/2027<sup>(a)</sup> | U.S.$| 200 | 165743 |
|  Mclaren Finance PLC <br>7.50%, 08/01/2026<sup>(a)</sup> |  | 200 | 147336 |
|  PM General Purchaser LLC <br>9.50%, 10/01/2028<sup>(a)</sup> |  | 90 | 68845 |
|  Real Hero Merger Sub 2, Inc. <br>6.25%, 02/01/2029<sup>(a)</sup> |  | 130 | 96433 |
|  Titan International, Inc. <br>7.00%, 04/30/2028 |  | 19 | 18199 |
|  ZF Europe Finance BV <br>3.00%, 10/23/2029<sup>(a)</sup> | EUR | 200 | 178732 |
|  ZF Finance GmbH<br>2.25%, 05/03/2028<sup>(a)</sup> |  | 100 | 90162 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 05/25/2027<sup>(a)</sup> |  | 100 | 95646 |
|  |  |  | 3295983 |
|  **Consumer Cyclical - Entertainment – 3.4%** |  |  |  |
|  Boyne USA, Inc. <br>4.75%, 05/15/2029<sup>(a)</sup> | U.S.$| 26 | 23568 |
|  Carnival Corp.<br>4.00%, 08/01/2028<sup>(a)</sup> |  | 220 | 189655 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/01/2027<sup>(a)</sup> |  | 195 | 161850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.875%, 08/01/2027<sup>(a)</sup> |  | 78 | 80145 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.50%, 02/01/2026<sup>(a)</sup> |  | 260 | 271375 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Cedar Fair LP <br>5.25%, 07/15/2029 | U.S.$| &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;15 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13800 |
|  Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Op<br>5.375%, 04/15/2027 |  | 23 | 22257 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 05/01/2025<sup>(a)</sup> |  | 63 | 62565 |
|  Cinemark USA, Inc. <br>5.25%, 07/15/2028<sup>(a)</sup> |  | 151 | 123827 |
|  Lindblad Expeditions LLC <br>6.75%, 02/15/2027<sup>(a)</sup> |  | 41 | 40146 |
|  NCL Corp., Ltd. <br>3.625%, 12/15/2024<sup>(a)</sup> |  | 79 | 74162 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 03/15/2026<sup>(a)</sup> |  | 24 | 20759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 02/01/2028<sup>(a)</sup> |  | 90 | 91501 |
|  Royal Caribbean Cruises Ltd.<br>5.375%, 07/15/2027<sup>(a)</sup> |  | 91 | 78760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/31/2026<sup>(a)</sup> |  | 49 | 43610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/01/2028<sup>(a)</sup> |  | 173 | 148780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 01/15/2029<sup>(a)</sup> |  | 82 | 86305 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.50%, 06/01/2025<sup>(a)</sup> |  | 74 | 79272 |
|  SeaWorld Parks & Entertainment, Inc.<br>5.25%, 08/15/2029<sup>(a)</sup> |  | 121 | 109836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 05/01/2025<sup>(a)</sup> |  | 33 | 33874 |
|  Six Flags Entertainment Corp. <br>4.875%, 07/31/2024<sup>(a)</sup> |  | 117 | 114499 |
|  Vail Resorts, Inc. <br>6.25%, 05/15/2025<sup>(a)</sup> |  | 28 | 28156 |
|  Viking Cruises Ltd.<br>5.875%, 09/15/2027<sup>(a)</sup> |  | 16 | 13644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 02/15/2029<sup>(a)</sup> |  | 79 | 68735 |
| &nbsp;&nbsp;&nbsp;&nbsp; 13.00%, 05/15/2025<sup>(a)</sup> |  | 148 | 157012 |
|  Viking Ocean Cruises Ship VII Ltd. <br>5.625%, 02/15/2029<sup>(a)</sup> |  | 29 | 24801 |
|  VOC Escrow Ltd. <br>5.00%, 02/15/2028<sup>(a)</sup> |  | 241 | 212098 |
|  |  |  | 2374992 |
|  **Consumer Cyclical - Other – 4.7%** |  |  |  |
|  Adams Homes, Inc. <br>7.50%, 02/15/2025<sup>(a)</sup> |  | 41 | 35372 |
|  Allwyn Entertainment Financing UK PLC <br>5.887% (EURIBOR 3 Month + 4.12%),, 02/15/2028<sup>(h)</sup> | EUR | 113 | 121925 |
|  Beazer Homes USA, Inc. <br>6.75%, 03/15/2025 | U.S.$| 28 | 27677 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Brookfield Residential Properties, Inc./Brookfield Residential US LLC <br>6.25%, 09/15/2027<sup>(a)</sup> | U.S.$| &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;151 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134552 |
|  Builders FirstSource, Inc. <br>6.375%, 06/15/2032<sup>(a)</sup> |  | 115 | 112620 |
|  Caesars Entertainment, Inc.<br>6.25%, 07/01/2025<sup>(a)</sup> |  | 239 | 238105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 02/15/2030<sup>(a)</sup> |  | 65 | 66236 |
|  Churchill Downs, Inc. <br>4.75%, 01/15/2028<sup>(a)</sup> |  | 105 | 98229 |
|  Cirsa Finance International SARL <br>4.75%, 05/22/2025<sup>(a)</sup> | EUR | 100 | 103317 |
|  CP Atlas Buyer, Inc. <br>7.00%, 12/01/2028<sup>(a)</sup> | U.S.$| 26 | 20083 |
|  Everi Holdings, Inc. <br>5.00%, 07/15/2029<sup>(a)</sup> |  | 21 | 18989 |
|  Five Point Operating Co. LP/Five Point Capital Corp. <br>7.875%, 11/15/2025<sup>(a)</sup> |  | 223 | 200751 |
|  Forestar Group, Inc. <br>3.85%, 05/15/2026<sup>(a)</sup> |  | 41 | 36751 |
|  Hilton Domestic Operating Co., Inc.<br>3.625%, 02/15/2032<sup>(a)</sup> |  | 320 | 267686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 01/15/2030 |  | 17 | 16015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/01/2028<sup>(a)</sup> |  | 11 | 10907 |
|  Hilton Grand Vacations Borrower Escrow LLC/Hilton Grand Vacations Borrower Esc<br>4.875%, 07/01/2031<sup>(a)</sup> |  | 163 | 141283 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/01/2029<sup>(a)</sup> |  | 49 | 43804 |
|  Installed Building Products, Inc. <br>5.75%, 02/01/2028<sup>(a)</sup> |  | 40 | 36868 |
|  International Game Technology PLC <br>4.125%, 04/15/2026<sup>(a)</sup> |  | 200 | 190343 |
|  Mattamy Group Corp. <br>4.625%, 03/01/2030<sup>(a)</sup> |  | 288 | 243109 |
|  MGM Resorts International<br>4.75%, 10/15/2028 |  | 138 | 125076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 03/15/2023 |  | 33 | 33018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 05/01/2025 |  | 90 | 90571 |
|  NH Hotel Group SA <br>4.00%, 07/02/2026<sup>(a)</sup> | EUR | 139 | 141701 |
|  Premier Entertainment Sub LLC/Premier Entertainment Finance Corp. <br>5.625%, 09/01/2029<sup>(a)</sup> | U.S.$| 20 | 14538 |
|  Scientific Games International, Inc. <br>7.00%, 05/15/2028<sup>(a)</sup> |  | 9 | 8925 |
|  Shea Homes LP/Shea Homes Funding Corp. <br>4.75%, 04/01/2029 |  | 20 | 17434 |
|  Sugarhouse HSP Gaming Prop Mezz LP/Sugarhouse HSP Gaming Finance Corp. <br>5.875%, 05/15/2025<sup>(a)</sup> |  | 16 | 15059 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Taylor Morrison Communities, Inc.<br>5.125%, 08/01/2030<sup>(a)</sup> | U.S.$| &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;61 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 06/15/2027<sup>(a)</sup> |  | 17 | 16722 |
|  Taylor Morrison Communities, Inc./Taylor Morrison Holdings II, Inc. <br>5.625%, 03/01/2024<sup>(a)</sup> |  | 17 | 17417 |
|  Travel & Leisure Co.<br>4.50%, 12/01/2029<sup>(a)</sup> |  | 52 | 44883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 03/01/2030<sup>(a)</sup> |  | 12 | 10275 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 07/31/2026<sup>(a)</sup> |  | 249 | 247171 |
|  Wyndham Hotels & Resorts, Inc. <br>4.375%, 08/15/2028<sup>(a)</sup> |  | 70 | 64912 |
|  Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp. <br>5.25%, 05/15/2027<sup>(a)</sup> |  | 184 | 173788 |
|  Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.<br>5.125%, 10/01/2029<sup>(a)</sup> |  | 86 | 76737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 04/15/2025<sup>(a)</sup> |  | 3 | 3010 |
|  |  |  | 3321619 |
|  **Consumer Cyclical - Restaurants – 0.5%** |  |  |  |
|  1011778 BC ULC/New Red Finance, Inc. <br>3.50%, 02/15/2029<sup>(a)</sup> |  | 146 | 128103 |
|  IRB Holding Corp. <br>7.00%, 06/15/2025<sup>(a)</sup> |  | 5 | 5016 |
|  Papa John's International, Inc. <br>3.875%, 09/15/2029<sup>(a)</sup> |  | 22 | 19015 |
|  Stonegate Pub Co. Financing 2019 PLC <br>8.25%, 07/31/2025<sup>(a)</sup> | GBP | 113 | 129271 |
|  Yum! Brands, Inc. <br>4.625%, 01/31/2032 | U.S.$| 96 | 87446 |
|  |  |  | 368851 |
|  **Consumer Cyclical - Retailers – 3.6%** |  |  |  |
|  Arko Corp. <br>5.125%, 11/15/2029<sup>(a)</sup> |  | 99 | 78407 |
|  Asbury Automotive Group, Inc.<br>4.625%, 11/15/2029<sup>(a)</sup> |  | 99 | 87472 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/2032<sup>(a)</sup> |  | 26 | 22458 |
|  Bath & Body Works, Inc.<br>6.625%, 10/01/2030<sup>(a)</sup> |  | 117 | 114329 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 07/01/2036 |  | 48 | 43397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 11/01/2035 |  | 128 | 117462 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 06/15/2029 |  | 17 | 17244 |
|  BCPE Ulysses Intermediate, Inc. <br>7.75% (7.75% Cash or 8.50% PIK), 04/01/2027<sup>(a) (b)</sup> |  | 28 | 20905 |
|  Carvana Co.<br>5.50%, 04/15/2027<sup>(a)</sup> |  | 39 | 17551 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 10/01/2028<sup>(a)</sup> |  | 114 | 49640 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  FirstCash, Inc. <br>5.625%, 01/01/2030<sup>(a)</sup> | U.S.$| &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;11 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10098 |
|  Foundation Building Materials, Inc. <br>6.00%, 03/01/2029<sup>(a)</sup> |  | 29 | 23327 |
|  Kontoor Brands, Inc. <br>4.125%, 11/15/2029<sup>(a)</sup> |  | 72 | 62197 |
|  Levi Strauss & Co. <br>3.50%, 03/01/2031<sup>(a)</sup> |  | 71 | 60014 |
|  Michaels Cos, Inc. (The)<br>5.25%, 05/01/2028<sup>(a)</sup> |  | 221 | 185261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 05/01/2029<sup>(a)</sup> |  | 58 | 44059 |
|  Murphy Oil USA, Inc. <br>5.625%, 05/01/2027 |  | 2 | 2289 |
|  NMG Holding Co., Inc./Neiman Marcus Group LLC <br>7.125%, 04/01/2026<sup>(a)</sup> |  | 216 | 207230 |
|  Penske Automotive Group, Inc. <br>3.75%, 06/15/2029 |  | 80 | 67965 |
|  PetSmart, Inc./PetSmart Finance Corp. <br>7.75%, 02/15/2029<sup>(a)</sup> |  | 250 | 246489 |
|  Rite Aid Corp.<br>7.50%, 07/01/2025<sup>(a)</sup> |  | 17 | 11212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/15/2026<sup>(a)</sup> |  | 263 | 146604 |
|  Sonic Automotive, Inc.<br>4.625%, 11/15/2029<sup>(a)</sup> |  | 115 | 95647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 11/15/2031<sup>(a)</sup> |  | 115 | 91652 |
|  Specialty Building Products Holdings LLC/SBP Finance Corp. <br>6.375%, 09/30/2026<sup>(a)</sup> |  | 406 | 365630 |
|  SRS Distribution, Inc. <br>6.125%, 07/01/2029<sup>(a)</sup> |  | 19 | 16338 |
|  Staples, Inc.<br>7.50%, 04/15/2026<sup>(a)</sup> |  | 206 | 182888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.75%, 04/15/2027<sup>(a)</sup> |  | 61 | 46214 |
|  TPro Acquisition Corp. <br>11.00%, 10/15/2024<sup>(a)</sup> |  | 33 | 32261 |
|  White Cap Buyer LLC <br>6.875%, 10/15/2028<sup>(a)</sup> |  | 19 | 17398 |
|  William Carter Co. (The) <br>5.625%, 03/15/2027<sup>(a)</sup> |  | 37 | 36102 |
|  |  |  | 2519740 |
|  **Consumer Non-Cyclical – 9.1%** |  |  |  |
|  AHP Health Partners, Inc. <br>5.75%, 07/15/2029<sup>(a)</sup> |  | 10 | 8219 |
|  Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<br>3.50%, 03/15/2029<sup>(a)</sup> |  | 346 | 298444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 02/15/2030<sup>(a)</sup> |  | 100 | 92174 |
|  Bausch Health Americas, Inc. <br>8.50%, 01/31/2027<sup>(a)</sup> |  | 59 | 31115 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Bausch Health Cos., Inc.<br>4.875%, 06/01/2028<sup>(a)</sup> | U.S.$| &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;196 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125815 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/2029<sup>(a)</sup> |  | 20 | 8950 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 02/15/2029<sup>(a)</sup> |  | 31 | 14341 |
|  CAB SELAS <br>3.375%, 02/01/2028<sup>(a)</sup> | EUR | 182 | 165230 |
|  Catalent Pharma Solutions, Inc. <br>3.125%, 02/15/2029<sup>(a)</sup> | U.S.$| 14 | 11617 |
|  CD&R Smokey Buyer, Inc. <br>6.75%, 07/15/2025<sup>(a)</sup> |  | 78 | 70767 |
|  Chrome Bidco SASU <br>3.50%, 05/31/2028<sup>(a)</sup> | EUR | 200 | 180404 |
|  CHS/Community Health Systems, Inc.<br>4.75%, 02/15/2031<sup>(a)</sup> | U.S.$| 20 | 15365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/2030<sup>(a)</sup> |  | 498 | 401379 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 03/15/2027<sup>(a)</sup> |  | 17 | 15046 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/2029<sup>(a)</sup> |  | 14 | 12294 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 04/01/2028<sup>(a)</sup> |  | 138 | 84234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 04/15/2029<sup>(a)</sup> |  | 126 | 79651 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 03/15/2026<sup>(a)</sup> |  | 44 | 42719 |
|  DaVita, Inc.<br>3.75%, 02/15/2031<sup>(a)</sup> |  | 154 | 119718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 06/01/2030<sup>(a)</sup> |  | 212 | 178604 |
|  Elanco Animal Health, Inc. <br>6.40%, 08/28/2028 |  | 141 | 138514 |
|  Embecta Corp. <br>5.00%, 02/15/2030<sup>(a)</sup> |  | 197 | 162232 |
|  Emergent BioSolutions, Inc. <br>3.875%, 08/15/2028<sup>(a)</sup> |  | 122 | 52994 |
|  Garden Spinco Corp. <br>8.625%, 07/20/2030<sup>(a)</sup> |  | 82 | 88152 |
|  Grifols Escrow Issuer SA <br>3.875%, 10/15/2028<sup>(a)</sup> | EUR | 100 | 92221 |
|  Gruenenthal GmbH<br>3.625%, 11/15/2026<sup>(a)</sup> |  | 100 | 100064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 05/15/2028<sup>(a)</sup> |  | 239 | 236444 |
|  Lamb Weston Holdings, Inc.<br>4.125%, 01/31/2030<sup>(a)</sup> | U.S.$| 99 | 89246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 05/15/2028<sup>(a)</sup> |  | 17 | 16446 |
|  Legacy LifePoint Health LLC<br>4.375%, 02/15/2027<sup>(a)</sup> |  | 107 | 93545 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 04/15/2025<sup>(a)</sup> |  | 102 | 99408 |
|  LifePoint Health, Inc. <br>5.375%, 01/15/2029<sup>(a)</sup> |  | 424 | 284072 |
|  Mallinckrodt International Finance SA/Mallinckrodt CB LLC <br>10.00%, 06/15/2029<sup>(a)</sup> |  | 2 | 1147 |
|  Medline Borrower LP<br>3.875%, 04/01/2029<sup>(a)</sup> |  | 164 | 140325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 10/01/2029<sup>(a)</sup> |  | 425 | 356669 |
|  ModivCare, Inc. <br>5.875%, 11/15/2025<sup>(a)</sup> |  | 24 | 23226 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Nidda Healthcare Holding GmbH <br>7.50%, 08/21/2026<sup>(a)</sup> | EUR | &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;270 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286305 |
|  Organon & Co./Organon Foreign Debt Co-Issuer BV <br>2.875%, 04/30/2028<sup>(a)</sup> |  | 100 | 95159 |
|  Performance Food Group, Inc. <br>4.25%, 08/01/2029<sup>(a)</sup> | U.S.$| 75 | 66905 |
|  Perrigo Finance Unlimited Co. <br>4.40%, 06/15/2030 |  | 219 | 191778 |
|  Picard Groupe SAS <br>3.875%, 07/01/2026<sup>(a)</sup> | EUR | 100 | 98625 |
|  Post Holdings, Inc.<br>4.50%, 09/15/2031<sup>(a)</sup> | U.S.$| 125 | 107810 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 04/15/2030<sup>(a)</sup> |  | 58 | 51042 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 12/15/2029<sup>(a)</sup> |  | 100 | 92784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/01/2027<sup>(a)</sup> |  | 14 | 13805 |
|  Primo Water Holdings, Inc. <br>4.375%, 04/30/2029<sup>(a)</sup> |  | 29 | 25338 |
|  Radiology Partners, Inc. <br>9.25%, 02/01/2028<sup>(a)</sup> |  | 6 | 3629 |
|  RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc. <br>9.75%, 12/01/2026<sup>(a)</sup> |  | 24 | 21022 |
|  RP Escrow Issuer LLC <br>5.25%, 12/15/2025<sup>(a)</sup> |  | 316 | 257797 |
|  Spectrum Brands, Inc.<br>3.875%, 03/15/2031<sup>(a)</sup> |  | 193 | 155647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/15/2025 |  | 3 | 2977 |
|  Tenet Healthcare Corp.<br>4.375%, 01/15/2030 |  | 153 | 136171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 10/01/2028 |  | 131 | 122001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 06/15/2030<sup>(a)</sup> |  | 149 | 144722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 02/01/2027<sup>(a)</sup> |  | 51 | 49981 |
|  Triton Water Holdings, Inc. <br>6.25%, 04/01/2029<sup>(a)</sup> |  | 222 | 176090 |
|  US Acute Care Solutions LLC <br>6.375%, 03/01/2026<sup>(a)</sup> |  | 342 | 309729 |
|  US Renal Care, Inc. <br>10.625%, 07/15/2027<sup>(a)</sup> |  | 80 | 26198 |
|  |  |  | 6366306 |
|  **Energy – 3.7%** |  |  |  |
|  Berry Petroleum Co. LLC <br>7.00%, 02/15/2026<sup>(a)</sup> |  | 63 | 60637 |
|  Blue Racer Midstream LLC/Blue Racer Finance Corp. <br>7.625%, 12/15/2025<sup>(a)</sup> |  | 23 | 23354 |
|  Callon Petroleum Co. <br>8.25%, 07/15/2025 |  | 8 | 8000 |
|  Citgo Holding, Inc. <br>9.25%, 08/01/2024<sup>(a)</sup> |  | 72 | 72536 |
|  CITGO Petroleum Corp.<br>6.375%, 06/15/2026<sup>(a)</sup> |  | 16 | 15686 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 06/15/2025<sup>(a)</sup> |  | 50 | 49600 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Civitas Resources, Inc. <br>5.00%, 10/15/2026<sup>(a)</sup> | U.S.$| &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;58 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54292 |
|  CNX Resources Corp. <br>6.00%, 01/15/2029<sup>(a)</sup> |  | 37 | 34194 |
|  Comstock Resources, Inc. <br>6.75%, 03/01/2029<sup>(a)</sup> |  | 58 | 53437 |
|  Crescent Energy Finance LLC <br>7.25%, 05/01/2026<sup>(a)</sup> |  | 89 | 85418 |
|  Encino Acquisition Partners Holdings LLC <br>8.50%, 05/01/2028<sup>(a)</sup> |  | 86 | 80672 |
|  EnLink Midstream Partners LP <br>Series C <br>8.879% (LIBOR 3 Month + 4.11%), 03/03/2023<sup>(h) (j)</sup> |  | 102 | 85707 |
|  EQM Midstream Partners LP<br>4.50%, 01/15/2029<sup>(a)</sup> |  | 65 | 56991 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/2031<sup>(a)</sup> |  | 119 | 100802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/15/2028 |  | 18 | 16606 |
|  Genesis Energy LP/Genesis Energy Finance Corp.<br>6.25%, 05/15/2026 |  | 7 | 6705 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/01/2025 |  | 24 | 23587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 02/01/2028 |  | 28 | 27111 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 01/15/2027 |  | 56 | 55284 |
|  Global Partners LP/GLP Finance Corp.<br>6.875%, 01/15/2029 |  | 96 | 90535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 08/01/2027 |  | 21 | 20264 |
|  Gulfport Energy Corp.<br>6.00%, 10/15/2024<sup>(e)</sup> |  | 128 | 81 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 05/15/2025<sup>(e)</sup> |  | 24 | 15 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 01/15/2026<sup>(e)</sup> |  | 30 | 19 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 05/01/2023<sup>(e)</sup> |  | 4 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 05/17/2026<sup>(a)</sup> |  | 29 | 28655 |
|  Hess Midstream Operations LP <br>4.25%, 02/15/2030<sup>(a)</sup> |  | 17 | 14902 |
|  Hilcorp Energy I LP/Hilcorp Finance Co. <br>5.75%, 02/01/2029<sup>(a)</sup> |  | 5 | 4651 |
|  ITT Holdings LLC <br>6.50%, 08/01/2029<sup>(a)</sup> |  | 227 | 197340 |
|  Moss Creek Resources Holdings, Inc. <br>10.50%, 05/15/2027<sup>(a)</sup> |  | 48 | 46625 |
|  Murphy Oil Corp. <br>6.125%, 12/01/2042 |  | 21 | 17205 |
|  Nabors Industries Ltd.<br>7.25%, 01/15/2026<sup>(a)</sup> |  | 27 | 26257 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 01/15/2028<sup>(a)</sup> |  | 37 | 35259 |
|  Nabors Industries, Inc. <br>7.375%, 05/15/2027<sup>(a)</sup> |  | 47 | 47061 |
|  New Fortress Energy, Inc. <br>6.75%, 09/15/2025<sup>(a)</sup> |  | 77 | 73871 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | | **U.S. $ Value** |
|  NGL Energy Operating LLC/NGL Energy Finance Corp. <br>7.50%, 02/01/2026<sup>(a)</sup> | U.S.$| &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;64 |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60799 |
|  NuStar Logistics LP <br>6.375%, 10/01/2030 |  | 17 |  | 16380 |
|  Occidental Petroleum Corp.<br>5.50%, 12/01/2025 |  | 28 |  | 28183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.55%, 03/15/2026 |  | 272 |  | 274955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 01/01/2031 |  | 46 |  | 48088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 03/15/2040 |  | 69 |  | 69627 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 07/15/2027 |  | 42 |  | 46467 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.875%, 07/15/2030 |  | 42 |  | 49393 |
|  PDC Energy, Inc. <br>5.75%, 05/15/2026 |  | 51 |  | 49321 |
|  Southwestern Energy Co.<br>5.70%, 01/23/2025 |  | 32 |  | 31750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 09/15/2028 |  | 10 |  | 10501 |
|  Summit Midstream Holdings LLC/Summit Midstream Finance Corp. <br>8.50%, 10/15/2026<sup>(a)</sup> |  | 150 |  | 145982 |
|  Sunnova Energy Corp. <br>5.875%, 09/01/2026<sup>(a)</sup> |  | 40 |  | 36002 |
|  Sunoco LP/Sunoco Finance Corp. <br>5.875%, 03/15/2028 |  | 16 |  | 15684 |
|  Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp.<br>6.00%, 12/31/2030<sup>(a)</sup> |  | 14 |  | 12752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 09/01/2031<sup>(a)</sup> |  | 7 |  | 6311 |
|  Transocean Guardian Ltd. <br>5.875%, 01/15/2024<sup>(a)</sup> |  | 107 |  | 108368 |
|  Transocean Phoenix 2 Ltd. <br>7.75%, 10/15/2024<sup>(a)</sup> |  | 20 |  | 20677 |
|  Transocean, Inc. <br>6.80%, 03/15/2038 |  | 0 | \*\* | 118 |
|  Venture Global Calcasieu Pass LLC <br>4.125%, 08/15/2031<sup>(a)</sup> |  | 69 |  | 61222 |
|  Weatherford International Ltd. <br>11.00%, 12/01/2024<sup>(a)</sup> |  | 2 |  | 2061 |
|  |  |  |  | 2608003 |
|  **Other Industrial – 0.4%** |  |  |  |  |
|  American Builders & Contractors Supply Co., Inc. <br>4.00%, 01/15/2028<sup>(a)</sup> |  | 35 |  | 31951 |
|  Belden, Inc.<br>3.375%, 07/15/2031<sup>(a)</sup> | EUR | 153 |  | 141460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 03/15/2028<sup>(a)</sup> |  | 100 |  | 99825 |
|  |  |  |  | 273236 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Services – 4.7%** |  |  |  |
|  ADT Security Corp. (The) <br>4.875%, 07/15/2032<sup>(a)</sup> | U.S.$| &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;87 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77784 |
|  Allied Universal Holdco LLC/Allied Universal Finance Corp. <br>9.75%, 07/15/2027<sup>(a)</sup> |  | 51 | 48720 |
|  Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL<br>4.625%, 06/01/2028<sup>(a)</sup> |  | 200 | 170697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/01/2028<sup>(a)</sup> | GBP | 100 | 101744 |
|  ANGI Group LLC <br>3.875%, 08/15/2028<sup>(a)</sup> | U.S.$| 194 | 148724 |
|  Aptim Corp. <br>7.75%, 06/15/2025<sup>(a)</sup> |  | 76 | 54126 |
|  APX Group, Inc.<br>5.75%, 07/15/2029<sup>(a)</sup> |  | 44 | 38107 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 02/15/2027<sup>(a)</sup> |  | 43 | 42156 |
|  Aramark Services, Inc. <br>5.00%, 02/01/2028<sup>(a)</sup> |  | 152 | 143400 |
|  Block, Inc.<br>2.75%, 06/01/2026 |  | 118 | 107281 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 06/01/2031 |  | 100 | 83902 |
|  Elior Group SA <br>3.75%, 07/15/2026<sup>(a)</sup> | EUR | 100 | 90586 |
|  Garda World Security Corp.<br>4.625%, 02/15/2027<sup>(a)</sup> | U.S.$| 151 | 138167 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.50%, 11/01/2027<sup>(a)</sup> |  | 71 | 70434 |
|  Millennium Escrow Corp. <br>6.625%, 08/01/2026<sup>(a)</sup> |  | 134 | 93140 |
|  Monitronics International, Inc. <br>9.125%, 04/01/2020<sup>(c) (d) (e) (f)</sup> |  | 14 | 0 |
|  MPH Acquisition Holdings LLC<br>5.50%, 09/01/2028<sup>(a)</sup> |  | 193 | 160318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/01/2028<sup>(a)</sup> |  | 312 | 226599 |
|  Neptune Bidco US, Inc. <br>9.29%, 04/15/2029<sup>(a)</sup> |  | 242 | 235508 |
|  Prime Security Services Borrower LLC/Prime Finance, Inc.<br>3.375%, 08/31/2027<sup>(a)</sup> |  | 105 | 93418 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 01/15/2028<sup>(a)</sup> |  | 169 | 160261 |
|  Q-Park Holding I BV <br>2.00%, 03/01/2027<sup>(a)</sup> | EUR | 236 | 217218 |
|  Ritchie Bros Auctioneers, Inc. <br>5.375%, 01/15/2025<sup>(a)</sup> | U.S.$| 12 | 11911 |
|  Sabre GLBL, Inc.<br>7.375%, 09/01/2025<sup>(a)</sup> |  | 101 | 99802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 04/15/2025<sup>(a)</sup> |  | 65 | 66384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.25%, 12/15/2027<sup>(a)</sup> |  | 110 | 116595 |
|  Service Corp. International/US <br>3.375%, 08/15/2030 |  | 22 | 18576 |
|  TripAdvisor, Inc. <br>7.00%, 07/15/2025<sup>(a)</sup> |  | 27 | 27123 |
|  Verisure Holding AB <br>3.875%, 07/15/2026<sup>(a)</sup> | EUR | 139 | 139996 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Verscend Escrow Corp. <br>9.75%, 08/15/2026<sup>(a)</sup> | U.S.$| &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;137 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137612 |
|  WASH Multifamily Acquisition, Inc. <br>5.75%, 04/15/2026<sup>(a)</sup> |  | 17 | 15738 |
|  ZipRecruiter, Inc. <br>5.00%, 01/15/2030<sup>(a)</sup> |  | 186 | 162659 |
|  |  |  | 3298686 |
|  **Technology – 3.4%** |  |  |  |
|  Ahead DB Holdings LLC <br>6.625%, 05/01/2028<sup>(a)</sup> |  | 37 | 31280 |
|  AthenaHealth Group, Inc. <br>6.50%, 02/15/2030<sup>(a)</sup> |  | 42 | 34661 |
|  Boxer Parent Co., Inc. <br>7.125%, 10/02/2025<sup>(a)</sup> |  | 44 | 43711 |
|  Centurion Bidco SpA <br>5.875%, 09/30/2026<sup>(a)</sup> | EUR | 141 | 140021 |
|  CommScope, Inc.<br>4.75%, 09/01/2029<sup>(a)</sup> | U.S.$| 28 | 23256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 03/01/2026<sup>(a)</sup> |  | 128 | 122727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 03/01/2027<sup>(a)</sup> |  | 29 | 24657 |
|  Elastic NV <br>4.125%, 07/15/2029<sup>(a)</sup> |  | 17 | 14519 |
|  Entegris Escrow Corp. <br>5.95%, 06/15/2030<sup>(a)</sup> |  | 164 | 157533 |
|  Gen Digital, Inc. <br>6.75%, 09/30/2027<sup>(a)</sup> |  | 194 | 196719 |
|  GoTo Group, Inc. <br>5.50%, 09/01/2027<sup>(a)</sup> |  | 148 | 74552 |
|  Imola Merger Corp. <br>4.75%, 05/15/2029<sup>(a)</sup> |  | 40 | 34814 |
|  NCR Corp.<br>5.00%, 10/01/2028<sup>(a)</sup> |  | 86 | 76498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 04/15/2029<sup>(a)</sup> |  | 209 | 181849 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 09/01/2027<sup>(a)</sup> |  | 27 | 26340 |
|  Playtika Holding Corp. <br>4.25%, 03/15/2029<sup>(a)</sup> |  | 50 | 41542 |
|  Presidio Holdings, Inc.<br>4.875%, 02/01/2027<sup>(a)</sup> |  | 125 | 116456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 02/01/2028<sup>(a)</sup> |  | 193 | 185565 |
|  Rackspace Technology Global, Inc.<br>3.50%, 02/15/2028<sup>(a)</sup> |  | 341 | 205026 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 12/01/2028<sup>(a)</sup> |  | 109 | 40091 |
|  Science Applications International Corp. <br>4.875%, 04/01/2028<sup>(a)</sup> |  | 15 | 14058 |
|  Seagate HDD Cayman <br>4.091%, 06/01/2029 |  | 117 | 103952 |
|  Sensata Technologies, Inc. <br>3.75%, 02/15/2031<sup>(a)</sup> |  | 102 | 87071 |
|  TeamSystem SpA <br>3.50%, 02/15/2028<sup>(a)</sup> | EUR | 150 | 142768 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Veritas US, Inc./Veritas Bermuda Ltd. <br>7.50%, 09/01/2025<sup>(a)</sup> | U.S.$| &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;305 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201196 |
|  Virtusa Corp. <br>7.125%, 12/15/2028<sup>(a)</sup> |  | 37 | 31088 |
|  Xerox Corp. <br>4.625%, 03/15/2023 |  | 2 | 1993 |
|  |  |  | 2353943 |
|  **Transportation - Airlines – 1.0%** |  |  |  |
|  Air Canada <br>3.875%, 08/15/2026<sup>(a)</sup> |  | 25 | 23131 |
|  Allegiant Travel Co. <br>7.25%, 08/15/2027<sup>(a)</sup> |  | 38 | 37202 |
|  American Airlines, Inc./AAdvantage Loyalty IP Ltd.<br>5.50%, 04/20/2026<sup>(a)</sup> |  | 183 | 179273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/20/2029<sup>(a)</sup> |  | 161 | 155612 |
|  Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd. <br>5.75%, 01/20/2026<sup>(a)</sup> |  | 186 | 178249 |
|  Spirit Loyalty Cayman Ltd./Spirit IP Cayman Ltd. <br>8.00%, 09/20/2025<sup>(a)</sup> |  | 96 | 98695 |
|  United Airlines, Inc. <br>4.625%, 04/15/2029<sup>(a)</sup> |  | 22 | 20073 |
|  |  |  | 692235 |
|  **Transportation - Services – 1.6%** |  |  |  |
|  AerCap Global Aviation Trust <br>6.50%, 06/15/2045<sup>(a)</sup> |  | 200 | 195522 |
|  Atlantia SpA <br>1.875%, 02/12/2028<sup>(a)</sup> | EUR | 153 | 143383 |
|  Avis Budget Car Rental LLC/Avis Budget Finance, Inc.<br>5.375%, 03/01/2029<sup>(a)</sup> | U.S.$| 157 | 140454 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/15/2027<sup>(a)</sup> |  | 22 | 20690 |
|  BCP V Modular Services Finance PLC <br>6.75%, 11/30/2029 | EUR | 113 | 97362 |
|  Hertz Corp. (The)<br>4.625%, 12/01/2026<sup>(a)</sup> | U.S.$| 183 | 162594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/01/2029<sup>(a)</sup> |  | 76 | 62113 |
|  Kapla Holding SAS <br>3.375%, 12/15/2026<sup>(a)</sup> | EUR | 149 | 145602 |
|  Loxam SAS <br>4.50%, 02/15/2027 |  | 113 | 116275 |
|  PROG Holdings, Inc. <br>6.00%, 11/15/2029<sup>(a)</sup> | U.S.$| 32 | 27121 |
|  |  |  | 1111116 |
|  |  |  | 42471022 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Financial Institutions – 4.3%** |  |  |  |
|  **Banking – 0.4%** |  |  |  |
|  Ally Financial, Inc. <br>Series C <br>4.70%, 05/15/2028<sup>(j)</sup> | U.S.$| &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;28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21490 |
|  Bread Financial Holdings, Inc.<br>4.75%, 12/15/2024<sup>(a)</sup> |  | 103 | 93420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 01/15/2026<sup>(a)</sup> |  | 22 | 20234 |
|  Credit Suisse Group AG <br>5.25%, 02/11/2027<sup>(a) (j)</sup> |  | 200 | 150609 |
|  Societe Generale SA <br>8.00%, 09/29/2025<sup>(a) (j)</sup> |  | 3 | 3036 |
|  |  |  | 288789 |
|  **Brokerage – 0.2%** |  |  |  |
|  Advisor Group Holdings, Inc. <br>10.75%, 08/01/2027<sup>(a)</sup> |  | 87 | 89902 |
|  AG Issuer LLC <br>6.25%, 03/01/2028<sup>(a)</sup> |  | 36 | 34020 |
|  Hightower Holding LLC <br>6.75%, 04/15/2029<sup>(a)</sup> |  | 11 | 9482 |
|  NFP Corp. <br>7.50%, 10/01/2030<sup>(a)</sup> |  | 10 | 9543 |
|  |  |  | 142947 |
|  **Finance – 1.6%** |  |  |  |
|  Aircastle Ltd. <br>5.25%, 06/15/2026<sup>(a) (j)</sup> |  | 31 | 25439 |
|  Castlelake Aviation Finance DAC <br>5.00%, 04/15/2027<sup>(a)</sup> |  | 98 | 89359 |
|  CNG Holdings, Inc. <br>12.50%, 06/15/2024<sup>(a)</sup> |  | 32 | 27112 |
|  Compass Group Diversified Holdings LLC <br>5.25%, 04/15/2029<sup>(a)</sup> |  | 55 | 49525 |
|  Curo Group Holdings Corp. <br>7.50%, 08/01/2028<sup>(a)</sup> |  | 214 | 97103 |
|  Enova International, Inc.<br>8.50%, 09/01/2024<sup>(a)</sup> |  | 13 | 12719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 09/15/2025<sup>(a)</sup> |  | 131 | 124628 |
|  goeasy Ltd. <br>5.375%, 12/01/2024<sup>(a)</sup> |  | 63 | 60375 |
|  Jefferies Finance LLC/JFIN Co-Issuer Corp. <br>5.00%, 08/15/2028<sup>(a)</sup> |  | 200 | 170812 |
|  Navient Corp.<br>5.625%, 08/01/2033 |  | 151 | 118210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 03/25/2024 |  | 115 | 114743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 09/25/2023 |  | 35 | 35149 |
|  SLM Corp. <br>3.125%, 11/02/2026 |  | 78 | 68873 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Synchrony Financial <br>7.25%, 02/02/2033 | U.S.$| &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;103 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102869 |
|  |  |  | 1096916 |
|  **Insurance – 0.1%** |  |  |  |
|  Acrisure LLC/Acrisure Finance, Inc.<br>6.00%, 08/01/2029<sup>(a)</sup> |  | 19 | 15671 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.125%, 08/01/2026<sup>(a)</sup> |  | 40 | 40188 |
|  |  |  | 55859 |
|  **Other Finance – 0.6%** |  |  |  |
|  Armor Holdco, Inc. <br>8.50%, 11/15/2029<sup>(a)</sup> |  | 151 | 128942 |
|  Coinbase Global, Inc.<br>3.375%, 10/01/2028<sup>(a)</sup> |  | 54 | 34828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 10/01/2031<sup>(a)</sup> |  | 78 | 45329 |
|  Intrum AB <br>3.50%, 07/15/2026<sup>(a)</sup> | EUR | 100 | 95366 |
|  Motion Finco SARL <br>7.00%, 05/15/2025<sup>(a)</sup> |  | 132 | 145166 |
|  |  |  | 449631 |
|  **REITs – 1.4%** |  |  |  |
|  ADLER Group SA <br>2.75%, 11/13/2026<sup>(a)</sup> |  | 100 | 44610 |
|  Aedas Homes Opco SLU <br>4.00%, 08/15/2026 |  | 111 | 106300 |
|  Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LL<br>4.50%, 04/01/2027<sup>(a)</sup> | U.S.$| 137 | 120602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/15/2026<sup>(a)</sup> |  | 2 | 1886 |
|  Diversified Healthcare Trust<br>4.75%, 02/15/2028 |  | 55 | 33486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.75%, 06/15/2025 |  | 46 | 45143 |
|  Iron Mountain, Inc.<br>4.50%, 02/15/2031<sup>(a)</sup> |  | 198 | 169739 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 09/15/2029<sup>(a)</sup> |  | 69 | 62367 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/15/2030<sup>(a)</sup> |  | 25 | 22626 |
|  Service Properties Trust<br>4.50%, 06/15/2023 |  | 25 | 24844 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 09/15/2025 |  | 247 | 243294 |
|  Vivion Investments SARL <br>3.00%, 08/08/2024<sup>(a)</sup> | EUR | 100 | 91597 |
|  |  |  | 966494 |
|  |  |  | 3000636 |
|  **Utility – 0.9%** |  |  |  |
|  **Electric – 0.6%** |  |  |  |
|  Calpine Corp.<br>4.50%, 02/15/2028<sup>(a)</sup> | U.S.$| 100 | 92354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 03/15/2028<sup>(a)</sup> |  | 96 | 86900 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Vistra Corp.<br>7.00%, 12/15/2026<sup>(a) (j)</sup> | U.S.$| &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;28 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 10/15/2026<sup>(a) (j)</sup> |  | 29 | 28405 |
|  Vistra Operations Co. LLC<br>4.375%, 05/01/2029<sup>(a)</sup> |  | 103 | 90662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/01/2026<sup>(a)</sup> |  | 78 | 75988 |
|  |  |  | 400667 |
|  **Natural Gas – 0.3%** |  |  |  |
|  AmeriGas Partners LP/AmeriGas Finance Corp.<br>5.75%, 05/20/2027 |  | 14 | 13194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 08/20/2026 |  | 11 | 10625 |
|  UGI International LLC <br>2.50%, 12/01/2029<sup>(a)</sup> | EUR | 261 | 230525 |
|  |  |  | 254344 |
|  |  |  | 655011 |
|  Total Corporates - Non-Investment Grade <br>(cost $50,185,603) |  |  | 46126669 |
|  **CORPORATES - INVESTMENT GRADE – 14.4%** |  |  |  |
|  **Industrial – 7.7%** |  |  |  |
|  **Basic – 0.9%** |  |  |  |
|  ArcelorMittal SA <br>7.00%, 10/15/2039 | U.S.$| 25 | 26841 |
|  Arconic Corp. <br>6.00%, 05/15/2025<sup>(a)</sup> |  | 20 | 19900 |
|  Celanese US Holdings LLC<br>5.90%, 07/05/2024 |  | 43 | 43251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.05%, 03/15/2025 |  | 43 | 43336 |
|  CF Industries, Inc. <br>5.15%, 03/15/2034 |  | 23 | 22721 |
|  Freeport-McMoRan, Inc.<br>5.25%, 09/01/2029 |  | 104 | 103167 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 11/14/2034 |  | 99 | 98694 |
|  INEOS Finance PLC <br>2.875%, 05/01/2026<sup>(a)</sup> | EUR | 178 | 174159 |
|  Olin Corp. <br>5.625%, 08/01/2029 | U.S.$| 135 | 131605 |
|  |  |  | 663674 |
|  **Capital Goods – 0.1%** |  |  |  |
|  General Electric Co. <br>Series D <br>8.099% (LIBOR 3 Month + 3.33%), 03/15/2023<sup>(h) (j)</sup> |  | 40 | 39976 |
|  Howmet Aerospace, Inc. <br>5.90%, 02/01/2027 |  | 4 | 4069 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Regal Rexnord Corp.<br>6.30%, 02/15/2030<sup>(a)</sup> | U.S.$| &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;27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 04/15/2033<sup>(a)</sup> |  | 32 | 32770 |
|  |  |  | 104305 |
|  **Communications - Media – 1.0%** |  |  |  |
|  Directv Financing LLC/Directv Financing Co-Obligor, Inc. <br>5.875%, 08/15/2027<sup>(a)</sup> |  | 314 | 284409 |
|  Discovery Communications LLC <br>4.125%, 05/15/2029 |  | 12 | 11027 |
|  Netflix, Inc.<br>4.375%, 11/15/2026 |  | 25 | 24850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 04/15/2028 |  | 286 | 285757 |
|  Warnermedia Holdings, Inc.<br>3.755%, 03/15/2027<sup>(a)</sup> |  | 47 | 44036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.279%, 03/15/2032<sup>(a)</sup> |  | 65 | 57806 |
|  |  |  | 707885 |
|  **Communications - Telecommunications – 0.9%** |  |  |  |
|  Hughes Satellite Systems Corp. <br>5.25%, 08/01/2026 |  | 21 | 20434 |
|  Level 3 Financing, Inc. <br>3.875%, 11/15/2029<sup>(a)</sup> |  | 86 | 69673 |
|  Sprint Capital Corp. <br>8.75%, 03/15/2032 |  | 357 | 440781 |
|  Sprint LLC <br>7.875%, 09/15/2023 |  | 73 | 74083 |
|  |  |  | 604971 |
|  **Consumer Cyclical - Entertainment – 0.2%** |  |  |  |
|  Mattel, Inc.<br>3.375%, 04/01/2026<sup>(a)</sup> |  | 78 | 72962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 12/15/2027<sup>(a)</sup> |  | 66 | 66084 |
|  |  |  | 139046 |
|  **Consumer Cyclical - Other – 0.6%** |  |  |  |
|  MDC Holdings, Inc. <br>6.00%, 01/15/2043 |  | 87 | 77024 |
|  Resorts World Las Vegas LLC/RWLV Capital, Inc. <br>4.625%, 04/16/2029<sup>(a)</sup> |  | 300 | 245667 |
|  Toll Brothers Finance Corp. <br>4.875%, 03/15/2027 |  | 93 | 90759 |
|  |  |  | 413450 |
|  **Consumer Cyclical - Retailers – 0.3%** |  |  |  |
|  Macy's Retail Holdings LLC<br>4.50%, 12/15/2034 |  | 225 | 165218 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 03/15/2030<sup>(a)</sup> |  | 45 | 41107 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 03/15/2032<sup>(a)</sup> |  | 37 | 33152 |
|  |  |  | 239477 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Consumer Non-Cyclical – 1.2%** |  |  |  |
|  BAT Capital Corp. <br>7.75%, 10/19/2032 | U.S.$| &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;70 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78115 |
|  BAT International Finance PLC <br>4.448%, 03/16/2028 |  | 116 | 110810 |
|  Charles River Laboratories International, Inc. <br>3.75%, 03/15/2029<sup>(a)</sup> |  | 42 | 37490 |
|  HCA, Inc.<br>5.375%, 09/01/2026 |  | 33 | 33191 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 09/01/2028 |  | 35 | 35587 |
|  Newell Brands, Inc.<br>4.45%, 04/01/2026 |  | 190 | 180483 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/01/2025 |  | 12 | 11725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/01/2046 |  | 27 | 22481 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 09/15/2027 |  | 35 | 35189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 09/15/2029 |  | 35 | 35482 |
|  Pilgrim's Pride Corp.<br>3.50%, 03/01/2032<sup>(a)</sup> |  | 148 | 120466 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 09/30/2027<sup>(a)</sup> |  | 136 | 134892 |
|  |  |  | 835911 |
|  **Energy – 1.8%** |  |  |  |
|  Antero Resources Corp. <br>7.625%, 02/01/2029<sup>(a)</sup> |  | 3 | 3073 |
|  Apache Corp. <br>5.10%, 09/01/2040 |  | 326 | 284340 |
|  Cenovus Energy, Inc.<br>5.40%, 06/15/2047 |  | 2 | 1931 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 11/15/2039 |  | 1 | 1601 |
|  Continental Resources, Inc./OK<br>4.90%, 06/01/2044 |  | 16 | 12753 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/2031<sup>(a)</sup> |  | 28 | 27486 |
|  EnLink Midstream Partners LP <br>5.60%, 04/01/2044 |  | 14 | 11726 |
|  EQT Corp.<br>3.90%, 10/01/2027 |  | 118 | 111902 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 02/01/2025 |  | 70 | 70793 |
|  Hess Corp. <br>7.30%, 08/15/2031 |  | 36 | 40369 |
|  Marathon Oil Corp. <br>6.80%, 03/15/2032 |  | 34 | 36521 |
|  Var Energi ASA<br>7.50%, 01/15/2028<sup>(a)</sup> |  | 200 | 210140 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/15/2032<sup>(a)</sup> |  | 200 | 216904 |
|  Western Midstream Operating LP<br>3.95%, 06/01/2025 |  | 26 | 24914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 02/01/2030 |  | 49 | 44860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 07/01/2026 |  | 41 | 39537 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/15/2028 |  | 12 | 11413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 04/01/2044 |  | 26 | 22866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/01/2050 |  | 84 | 72884 |
|  |  |  | 1246013 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Services – 0.0%** |  |  |  |
|  Expedia Group, Inc. <br>6.25%, 05/01/2025<sup>(a)</sup> | U.S.$| &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;5 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5087 |
|  **Technology – 0.3%** |  |  |  |
|  Broadcom, Inc.<br>4.00%, 04/15/2029<sup>(a)</sup> |  | 16 | 14977 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 04/15/2032<sup>(a)</sup> |  | 63 | 57539 |
|  HP, Inc. <br>5.50%, 01/15/2033 |  | 91 | 89389 |
|  MSCI, Inc. <br>4.00%, 11/15/2029<sup>(a)</sup> |  | 25 | 22797 |
|  Western Digital Corp. <br>2.85%, 02/01/2029 |  | 14 | 11415 |
|  |  |  | 196117 |
|  **Transportation - Airlines – 0.4%** |  |  |  |
|  Delta Air Lines, Inc./SkyMiles IP Ltd. <br>4.75%, 10/20/2028<sup>(a)</sup> |  | 45 | 43758 |
|  Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd. <br>6.50%, 06/20/2027<sup>(a)</sup> |  | 211 | 212822 |
|  |  |  | 256580 |
|  |  |  | 5412516 |
|  **Financial Institutions – 6.4%** |  |  |  |
|  **Banking – 5.0%** |  |  |  |
|  AIB Group PLC <br>7.583%, 10/14/2026<sup>(a)</sup> |  | 200 | 206724 |
|  Ally Financial, Inc. <br>Series B <br>4.70%, 05/15/2026<sup>(j)</sup> |  | 164 | 134882 |
|  Bank of Ireland Group PLC <br>6.253%, 09/16/2026<sup>(a)</sup> |  | 200 | 202279 |
|  Barclays PLC <br>8.00%, 03/15/2029<sup>(j)</sup> |  | 200 | 200586 |
|  BNP Paribas SA <br>4.625%, 02/25/2031<sup>(a)</sup> <sup>(j)</sup> |  | 200 | 164066 |
|  Citigroup, Inc.<br>Series W<br>4.00%, 12/10/2025<sup>(j)</sup> |  | 18 | 16789 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series Y<br>4.15%, 11/15/2026<sup>(j)</sup> |  | 46 | 41112 |
|  Credit Suisse Group AG <br>6.373%, 07/15/2026<sup>(a)</sup> |  | 250 | 242533 |
|  Deutsche Bank AG/New York NY <br>6.72%, 01/18/2029 |  | 160 | 168060 |
|  Discover Financial Services <br>6.70%, 11/29/2032 |  | 58 | 61980 |
|  First-Citizens Bank & Trust Co. <br>3.929%, 06/19/2024 |  | 37 | 36766 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Goldman Sachs Group, Inc. (The) <br>Series P <br>7.466% (LIBOR 3 Month + 2.87%), 03/03/2023<sup>(h) (j)</sup> | U.S.$| &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;46 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45535 |
|  HSBC Holdings PLC<br>4.762%, 03/29/2033 |  | 203 | 187144 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.336%, 11/03/2026 |  | 200 | 210883 |
|  Intesa Sanpaolo SpA <br>7.00%, 11/21/2025<sup>(a)</sup> |  | 350 | 361149 |
|  Lloyds Banking Group PLC<br>6.00%, 06/07/2032<sup>(j)</sup> | GBP | 8 | 9076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.953%, 11/15/2033 | U.S.$| 200 | 227948 |
|  NatWest Group PLC <br>7.472%, 11/10/2026 |  | 205 | 216668 |
|  Santander UK Group Holdings PLC <br>6.833%, 11/21/2026 |  | 353 | 364839 |
|  Standard Chartered PLC <br>7.776%, 11/16/2025<sup>(a)</sup> |  | 273 | 284489 |
|  Wells Fargo & Co. <br>Series BB <br>3.90%, 03/15/2026<sup>(j)</sup> |  | 111 | 102245 |
|  |  |  | 3485753 |
|  **Brokerage – 0.0%** |  |  |  |
|  Charles Schwab Corp. (The) <br>Series G <br>5.375%, 06/01/2025<sup>(j)</sup> |  | 20 | 19913 |
|  LPL Holdings, Inc. <br>4.00%, 03/15/2029<sup>(a)</sup> |  | 12 | 10739 |
|  |  |  | 30652 |
|  **Finance – 0.4%** |  |  |  |
|  Air Lease Corp. <br>Series B <br>4.65%, 06/15/2026<sup>(j)</sup> |  | 50 | 44397 |
|  Aircastle Ltd.<br>2.85%, 01/26/2028<sup>(a)</sup> |  | 2 | 1741 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/11/2025<sup>(a)</sup> |  | 148 | 144809 |
|  Aviation Capital Group LLC<br>1.95%, 01/30/2026<sup>(a)</sup> |  | 2 | 1778 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 11/01/2027<sup>(a)</sup> |  | 18 | 16125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 08/01/2025<sup>(a)</sup> |  | 16 | 15094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/30/2024<sup>(a)</sup> |  | 36 | 35334 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 10/01/2025<sup>(a)</sup> |  | 6 | 5730 |
|  |  |  | 265008 |
|  **Insurance – 0.2%** |  |  |  |
|  ACE Capital Trust II <br>9.70%, 04/01/2030 |  | 20 | 25200 |
|  Liberty Mutual Group, Inc. <br>7.80%, 03/15/2037<sup>(a)</sup> |  | 55 | 61144 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Prudential Financial, Inc.<br>5.20%, 03/15/2044 | U.S.$| &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;20 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 06/15/2043 |  | 50 | 49645 |
|  |  |  | 155598 |
|  **REITs – 0.8%** |  |  |  |
|  MPT Operating Partnership LP/MPT Finance Corp.<br>3.50%, 03/15/2031 |  | 314 | 221233 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 08/01/2029 |  | 21 | 16332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/15/2027 |  | 122 | 103161 |
|  Office Properties Income Trust <br>3.45%, 10/15/2031 |  | 59 | 41083 |
|  VICI Properties LP/VICI Note Co., Inc.<br>5.625%, 05/01/2024<sup>(a)</sup> |  | 93 | 92886 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 02/01/2027<sup>(a)</sup> |  | 59 | 58719 |
|  |  |  | 533414 |
|  |  |  | 4470425 |
|  **Utility – 0.3%** |  |  |  |
|  **Electric – 0.3%** |  |  |  |
|  Enel Finance International NV <br>7.50%, 10/14/2032<sup>(a)</sup> |  | 200 | 224530 |
|  Total Corporates - Investment Grade <br>(cost $10,190,315) |  |  | 10107471 |
|  **GOVERNMENTS - TREASURIES – 5.2%** |  |  |  |
|  **Mexico – 0.1%** |  |  |  |
|  Mexican Bonos<br>Series M<br>5.75%, 03/05/2026 | MXN | 1202 | 57868 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series M 20<br>10.00%, 12/05/2024 |  | 480 | 25507 |
|  |  |  | 83375 |
|  **United States – 5.1%** |  |  |  |
|  U.S. Treasury Bonds <br>4.50%, 05/15/2038 | U.S.$| 488 | 540445 |
|  U.S. Treasury Notes<br>2.625%, 05/31/2027 |  | 1526 | 1459953 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 09/30/2029 |  | 1578 | 1601670 |
|  |  |  | 3602068 |
|  Total Governments - Treasuries <br>(cost $3,653,050) |  |  | 3685443 |
|  **BANK LOANS – 3.3%** |  |  |  |
|  **Industrial – 3.0%** |  |  |  |
|  **Capital Goods – 0.3%** |  |  |  |
|  ACProducts Holdings, Inc. <br>8.980% (LIBOR 3 Month + 4.25%), 05/17/2028<sup>(k)</sup> |  | 98 | 78388 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | | **U.S. $ Value** |
|  Apex Tool Group, LLC <br>9.828% (SOFR 1 Month + 5.25%), 02/08/2029<sup>(k)</sup> | U.S.$| &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;45 |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38954 |
|  Chariot Buyer, LLC <br>7.820% (LIBOR 1 Month + 3.25%), 11/03/2028<sup>(k)</sup> |  | 20 |  | 19091 |
|  Granite US Holdings Corporation <br>8.750% (LIBOR 3 Month + 4.00%), 09/30/2026<sup>(k)</sup> |  | 54 |  | 54151 |
|  |  |  |  | 190584 |
|  **Communications - Media – 0.1%** |  |  |  |  |
|  Advantage Sales & Marketing, Inc. <br>9.288% (LIBOR 3 Month + 4.50%), 10/28/2027<sup>(k)</sup> |  | 37 |  | 31037 |
|  Clear Channel Outdoor Holdings, Inc.<br>8.070% (LIBOR 1 Month + 3.50%), 08/21/2026<sup>(k)</sup> |  | 0 | \*\* | 29 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.325% (LIBOR 3 Month + 3.50%), 08/21/2026<sup>(k)</sup> |  | 12 |  | 10996 |
|  iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.) <br>7.570% (LIBOR 1 Month + 3.00%), 05/01/2026<sup>(k)</sup> |  | 18 |  | 17446 |
|  Univision Communications, Inc. <br>7.320% (LIBOR 1 Month + 2.75%), 03/15/2024<sup>(k)</sup> |  | 10 |  | 9904 |
|  |  |  |  | 69412 |
|  **Communications - Telecommunications – 0.4%** |  |  |  |  |
|  Crown Subsea Communications Holding, Inc. <br>9.316% (LIBOR 1 Month + 4.75%), 04/27/2027<sup>(k)</sup> |  | 56 |  | 55801 |
|  DIRECTV Financing, LLC <br>9.570% (LIBOR 1 Month + 5.00%), 08/02/2027<sup>(k)</sup> |  | 53 |  | 52291 |
|  Proofpoint, Inc. <br>10.985% (LIBOR 3 Month + 6.25%), 08/31/2029<sup>(k)</sup> |  | 120 |  | 115200 |
|  Zacapa SARL <br>8.830% (SOFR 3 Month + 4.25%), 03/22/2029<sup>(k)</sup> |  | 98 |  | 96024 |
|  |  |  |  | 319316 |
|  **Consumer Cyclical - Automotive – 0.1%** |  |  |  |  |
|  Clarios Global LP <br>7.820% (LIBOR 1 Month + 3.25%), 04/30/2026<sup>(k)</sup> |  | 42 |  | 42057 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Consumer Cyclical - Entertainment – 0.2%** |  |  |  |
|  Seaworld Parks & Entertainment, Inc. <br>7.625% (LIBOR 1 Month + 3.00%), 08/25/2028<sup>(k)</sup> | U.S.$| &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;116 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115205 |
|  **Consumer Cyclical - Other – 0.1%** |  |  |  |
|  Caesars Entertainment, Inc. <br>01/20/2030<sup>(l)</sup> |  | 10 | 9986 |
|  Caesars Resort Collection, LLC <br>7.320% (LIBOR 1 Week + 2.75%), 12/23/2024<sup>(k)</sup> |  | 28 | 28174 |
|  Flutter Entertainment PLC <br>6.980% (LIBOR 3 Month + 2.25%), 07/21/2026<sup>(k)</sup> |  | 4 | 4043 |
|  |  |  | 42203 |
|  **Consumer Cyclical - Restaurants – 0.0%** |  |  |  |
|  IRB Holding Corp. <br>7.134% (LIBOR 1 Month + 2.75%), 02/05/2025<sup>(k)</sup> |  | 6 | 5939 |
|  **Consumer Cyclical - Retailers – 0.1%** |  |  |  |
|  Great Outdoors Group, LLC <br>8.320% (LIBOR 1 Month + 3.75%), 03/06/2028<sup>(k)</sup> |  | 17 | 16254 |
|  Restoration Hardware, Inc. <br>7.911% (SOFR 1 Month + 3.25%), 10/20/2028<sup>(k)</sup> |  | 70 | 67818 |
|  |  |  | 84072 |
|  **Consumer Non-Cyclical – 0.4%** |  |  |  |
|  Gainwell Acquisition Corp. <br>8.730% (LIBOR 3 Month + 4.00%), 10/01/2027<sup>(k)</sup> |  | 39 | 38217 |
|  Kronos Acquisition Holdings, Inc. <br>8.485% (LIBOR 3 Month + 3.75%), 12/22/2026<sup>(k)</sup> |  | 39 | 38047 |
|  LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings, Inc.) <br>8.575% (LIBOR 3 Month + 3.75%), 11/16/2025<sup>(k)</sup> |  | 27 | 26520 |
|  PetSmart, LLC <br>8.411% (SOFR 1 Month + 3.75%), 02/11/2028<sup>(k)</sup> |  | 79 | 78160 |
|  US Radiology Specialists, Inc. (US Outpatient Imaging Services, Inc.) <br>9.875% (LIBOR 1 Month + 5.25%), 12/15/2027<sup>(k)</sup> |  | 88 | 84287 |
|  |  |  | 265231 |
|  **Energy – 0.4%** |  |  |  |
|  GIP II Blue Holding, L.P. <br>9.230% (LIBOR 3 Month + 4.50%), 09/29/2028<sup>(k)</sup> |  | 202 | 201448 |
|  Parkway Generation, LLC <br>9.430% (SOFR 1 Month + 4.75%), 02/18/2029<sup>(k)</sup> |  | 110 | 108442 |
|  |  |  | 309890 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **Other Industrial – 0.2%** |  |  |  |
|  American Tire Distributors, Inc. <br>11.068% (LIBOR 3 Month + 6.25%), 10/20/2028<sup>(k)</sup> | U.S.$| &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;82 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75087 |
|  Dealer Tire Financial, LLC<br>9.061% (SOFR 1 Month + 4.50%), 12/14/2027<sup>(k)</sup> |  | 13 | 12644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.170% (SOFR 3 Month + 4.50%), 12/14/2027<sup>(k)</sup> |  | 7 | 6800 |
|  FCG Acquisitions, Inc. <br>11.480% (LIBOR 3 Month + 6.75%), 03/30/2029<sup>(k)</sup> |  | 30 | 28050 |
|  Rockwood Service Corporation <br>8.820% (LIBOR 1 Month + 4.25%), 01/23/2027<sup>(k)</sup> |  | 3 | 3231 |
|  |  |  | 125812 |
|  **Services – 0.1%** |  |  |  |
|  Amentum Government Services Holdings, LLC<br>8.170% (LIBOR 3 Month + 4.00%), 01/29/2027<sup>(d) (k)</sup> |  | 5 | 4818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.570% (LIBOR 1 Month + 4.00%), 01/29/2027<sup>(k)</sup> |  | 15 | 14470 |
|  Garda World Security Corporation <br>8.930% (LIBOR 3 Month + 4.25%), 10/30/2026<sup>(k)</sup> |  | 58 | 57515 |
|  Verscend Holding Corp. <br>8.570% (LIBOR 1 Month + 4.00%), 08/27/2025<sup>(k)</sup> |  | 26 | 25710 |
|  |  |  | 102513 |
|  **Technology – 0.6%** |  |  |  |
|  Ascend Learning, LLC <br>10.320% (LIBOR 1 Month + 5.75%), 12/10/2029<sup>(k)</sup> |  | 50 | 43232 |
|  Banff Guarantor, Inc. <br>10.070% (LIBOR 1 Month + 5.50%), 02/27/2026<sup>(d) (k)</sup> |  | 50 | 47000 |
|  Boxer Parent Company, Inc. <br>8.320% (LIBOR 1 Month + 3.75%), 10/02/2025<sup>(k)</sup> |  | 57 | 56035 |
|  Endurance International Group Holdings, Inc. <br>7.884% (LIBOR 1 Month + 3.50%), 02/10/2028<sup>(k)</sup> |  | 73 | 68821 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | | **U.S. $ Value** |
|  FINThrive Software Intermediate Holdings, Inc. <br>11.320% (LIBOR 1 Month + 6.75%), 12/17/2029<sup>(d) (k)</sup> | U.S.$| &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;50 |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34188 |
|  Loyalty Ventures, Inc. <br>11.000% (PRIME 3 Month + 3.50%), 11/03/2027<sup>(k)</sup> |  | 122 |  | 47314 |
|  Peraton Corp. <br>8.320% (LIBOR 1 Month + 3.75%), 02/01/2028<sup>(k)</sup> |  | 32 |  | 32287 |
|  Playtika Holding Corp. <br>7.320% (LIBOR 1 Month + 2.75%), 03/13/2028<sup>(k)</sup> |  | 59 |  | 58374 |
|  Presidio Holdings, Inc.<br>8.070% (LIBOR 1 Month + 3.50%), 01/22/2027<sup>(d) (k)</sup> |  | 1 |  | 593 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.330% (LIBOR 3 Month + 3.50%), 01/22/2027<sup>(k)</sup> |  | 14 |  | 14220 |
|  Veritas US, Inc. <br>9.730% (LIBOR 3 Month + 5.00%), 09/01/2025<sup>(k)</sup> |  | 83 |  | 55902 |
|  |  |  |  | 457966 |
|  |  |  |  | 2130200 |
|  **Financial Institutions – 0.2%** |  |  |  |  |
|  **Finance – 0.0%** |  |  |  |  |
|  Orbit Private Holdings I Ltd. <br>9.541% (SOFR 6 Month + 4.50%), 12/11/2028<sup>(k)</sup> |  | 30 |  | 29651 |
|  **Insurance – 0.2%** |  |  |  |  |
|  Cross Financial Corp. <br>8.625% (LIBOR 1 Month + 4.00%), 09/15/2027<sup>(k)</sup> |  | 44 |  | 43846 |
|  Hub International Limited<br>7.949% (LIBOR 2 Month + 3.25%), 04/25/2025<sup>(k)</sup> |  | 0 | \*\* | 168 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.058% (LIBOR 3 Month + 3.25%), 04/25/2025<sup>(k)</sup> |  | 66 |  | 65959 |
|  |  |  |  | 109973 |
|  |  |  |  | 139624 |
|  **Utility – 0.1%** |  |  |  |  |
|  **Electric – 0.1%** |  |  |  |  |
|  Granite Generation LLC <br>8.320% (LIBOR 1 Month + 3.75%), 11/09/2026<sup>(k)</sup> |  | 49 |  | 47730 |
|  Total Bank Loans <br>(cost $2,485,198) |  |  |  | 2317554 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  **EMERGING MARKETS - CORPORATE BONDS – 1.5%** |  |  |  |
|  **Industrial – 1.5%** |  |  |  |
|  **Basic – 0.1%** |  |  |  |
|  Eldorado Gold Corp. <br>6.25%, 09/01/2029<sup>(a)</sup> | U.S.$| &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;91 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82099 |
|  **Communications - Telecommunications – 0.2%** |  |  |  |
|  Sable International Finance Ltd. <br>5.75%, 09/07/2027<sup>(a)</sup> |  | 180 | 172050 |
|  **Consumer Cyclical - Other – 0.9%** |  |  |  |
|  Melco Resorts Finance Ltd. <br>5.375%, 12/04/2029<sup>(a)</sup> |  | 236 | 202370 |
|  MGM China Holdings Ltd. <br>4.75%, 02/01/2027<sup>(a)</sup> |  | 221 | 199176 |
|  Studio City Co., Ltd. <br>7.00%, 02/15/2027<sup>(a)</sup> |  | 200 | 193000 |
|  |  |  | 594546 |
|  **Consumer Cyclical - Retailers – 0.0%** |  |  |  |
|  K201640219 South Africa Ltd. <br>Zero Coupon, 06/25/2023<sup>(d) (f)</sup> | ZAR | 1 | 0 |
|  K2016470219 South Africa Ltd. <br>3.00%, 12/31/2023<sup>(b) (f) (g)</sup> | U.S.$| 1 | 1 |
|  |  |  | 1 |
|  **Consumer Non-Cyclical – 0.0%** |  |  |  |
|  Tonon Luxembourg SA <br>6.50%, 10/31/2024<sup>(e) (f) (g) (m)</sup> |  | 2 | 0 |
|  Virgolino de Oliveira Finance SA <br>10.50%, 01/28/2018<sup>(c) (d) (e) (f) (g)</sup> |  | 96 | 10 |
|  |  |  | 10 |
|  **Technology – 0.3%** |  |  |  |
|  CA Magnum Holdings <br>5.375%, 10/31/2026<sup>(a)</sup> |  | 200 | 184000 |
|  |  |  | 1032706 |
|  **Utility – 0.0%** |  |  |  |
|  **Electric – 0.0%** |  |  |  |
|  Terraform Global Operating LP <br>6.125%, 03/01/2026<sup>(g)</sup> |  | 28 | 26634 |
|  Total Emerging Markets - Corporate Bonds <br>(cost $1,219,508) |  |  | 1059340 |
|  | **Shares** | **Shares** |  |
|  **COMMON STOCKS – 0.5%** |  |  |  |
|  **Energy – 0.2%** |  |  |  |
|  **Energy Equipment & Services – 0.0%** |  |  |  |
|  BIS Industries Holdings Ltd.<sup>(d) (e) (f)</sup> |  | 21027 | 0 |
|  CHC Group LLC<sup>(e)</sup> |  | 468 | 1 |
|  Diamond Offshore Drilling, Inc.<sup>(a) (e)</sup> |  | 1142 | 13087 |
|  Vantage Drilling International<sup>(e)</sup> |  | 118 | 1652 |
|  |  |  | 14740 |

---

------

---

| | | |
|:---|:---|:---|
| **Company** | **Shares** | **U.S. $ Value** |
|  **Oil, Gas & Consumable Fuels – 0.2%** |  |  |
|  Berry Corp. | 2975 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27370 |
|  Civitas Resources, Inc. | &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;523 | 34806 |
|  Denbury, Inc.<sup>(e)</sup> | 339 | 29418 |
|  Edcon Ltd.<sup>(d) (e) (f)</sup> | 8218 | 0 |
|  Global Partners LP/MA | 1004 | 37138 |
|  SandRidge Energy, Inc.<sup>(e)</sup> | 5 | 79 |
|  |  | 128811 |
|  |  | 143551 |
|  **Consumer Staples – 0.1%** |  |  |
|  **Household Products – 0.1%** |  |  |
|  Southeastern Grocers, Inc.<sup>(d) (e) (f)</sup> | 3584 | 82432 |
|  **Consumer Discretionary – 0.1%** |  |  |
|  **Diversified Consumer Services – 0.0%** |  |  |
|  Monitronics International, Inc.<sup>(e)</sup> | 262 | 39 |
|  **Hotels, Restaurants & Leisure – 0.0%** |  |  |
|  Caesars Entertainment, Inc.<sup>(e)</sup> | 151 | 7861 |
|  **Multiline Retail – 0.1%** |  |  |
|  ATD New Holdings, Inc.<sup>(d) (e)</sup> | 1009 | 61751 |
|  K201640219 South Africa Ltd. A Shares<sup>(d) (e) (f)</sup> | 191574 | 0 |
|  K201640219 South Africa Ltd. B Shares<sup>(d) (e) (f)</sup> | 30276 | 0 |
|  |  | 61751 |
|  |  | 69651 |
|  **Communication Services – 0.1%** |  |  |
|  **Diversified Telecommunication Services – 0.1%** |  |  |
|  Intelsat Jackson Holdings SA<sup>(d) (e) (f)</sup> | 402 | 0 |
|  Intelsat SA/Luxembourg<sup>(d) (e)</sup> | 1932 | 44275 |
|  |  | 44275 |
|  **Media – 0.0%** |  |  |
|  DISH Network Corp. - Class A<sup>(e)</sup> | 100 | 1439 |
|  iHeartMedia, Inc. - Class A<sup>(e)</sup> | 1045 | 8099 |
|  |  | 9538 |
|  |  | 53813 |
|  **Industrials – 0.0%** |  |  |
|  **Construction & Engineering – 0.0%** |  |  |
|  WillScot Mobile Mini Holdings Corp.<sup>(e)</sup> | 49 | 2375 |
|  **Electrical Equipment – 0.0%** |  |  |
|  Exide Corp.<sup>(d) (e) (f)</sup> | 7 | 2450 |
|  |  | 4825 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **Shares** | **U.S. $ Value** |
|  **Health Care – 0.0%** |  |  |  |
|  **Pharmaceuticals – 0.0%** |  |  |  |
|  Mallinckrodt PLC<sup>(e)</sup> |  | &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;91 | $&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;683 |
|  **Materials – 0.0%** |  |  |  |
|  **Containers & Packaging – 0.0%** |  |  |  |
|  Westrock Co. |  | 6 | 235 |
|  Total Common Stocks <br>(cost $567,295) |  |  | 355190 |
|  **PREFERRED STOCKS – 0.2%** |  |  |  |
|  **Industrial – 0.1%** |  |  |  |
|  **Consumer Cyclical - Automotive – 0.0%** |  |  |  |
|  Exide International Holdings LP <br>0.00%<sup>(d) (f) (g)</sup> |  | 39 | 28275 |
|  **Energy – 0.0%** |  |  |  |
|  Gulfport Energy Corp. <br>10.00%<sup>(d) (e)</sup> |  | 4 | 18400 |
|  **Industrial Conglomerates – 0.1%** |  |  |  |
|  WESCO International, Inc. <br>Series A <br>10.625% |  | 1425 | 38760 |
|  |  |  | 85435 |
|  **Financial Institutions – 0.1%** |  |  |  |
|  **Capital Markets – 0.1%** |  |  |  |
|  Ladenburg Thalmann Financial Services, Inc. <br>Series A <br>8.00% |  | 2175 | 31755 |
|  **Consumer Discretionary – 0.0%** |  |  |  |
|  **Household Durables – 0.0%** |  |  |  |
|  Hovnanian Enterprises, Inc. <br>7.625% |  | 490 | 9506 |
|  Total Preferred Stocks <br>(cost $93,585) |  |  | 126696 |
|  | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** |  |
|  **COLLATERALIZED MORTGAGE OBLIGATIONS – 0.1%** |  |  |  |
|  **Risk Share Floating Rate – 0.1%** |  |  |  |
|  Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes<br>Series 2013-DN2, Class M2<br>8.756% (LIBOR 1 Month + 4.25%), 11/25/2023<sup>(h)</sup> | U.S.$| 18 | 18597 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-HQ2, Class M3<br>8.256% (LIBOR 1 Month + 3.75%), 09/25/2024<sup>(h)</sup> |  | 21 | 21227 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| | **Principal**<br> **Amount**<br> **(000)** | **Principal**<br> **Amount**<br> **(000)** | **U.S. $ Value** |
|  Federal National Mortgage Association Connecticut Avenue Securities <br>Series 2014-C01, Class M2 <br>8.906% (LIBOR 1 Month + 4.40%), 01/25/2024<sup>(h)</sup> | U.S.$| 4 | $4301 |
|  |  |  | 44125 |
|  **Non-Agency Fixed Rate – 0.0%** |  |  |  |
|  Alternative Loan Trust <br>Series 2006-28CB, Class A14 <br>6.25%, 10/25/2036 |  | 4 | 2001 |
|  CSMC Mortgage-Backed Trust <br>Series 2006-7, Class 3A12 <br>6.25%, 08/25/2036 |  | 4 | 1646 |
|  |  |  | 3647 |
|  Total Collateralized Mortgage Obligations <br>(cost $50,078) |  |  | 47772 |
|  **COMMERCIAL MORTGAGE-BACKED SECURITIES – 0.1%** |  |  |  |
|  **Non-Agency Fixed Rate CMBS – 0.1%** |  |  |  |
|  Citigroup Commercial Mortgage Trust <br>Series 2014-GC23, Class D <br>4.481%, 07/10/2047<sup>(a)</sup> |  | 15 | 13174 |
|  GS Mortgage Securities Trust <br>Series 2014-GC18, Class D <br>5.055%, 01/10/2047<sup>(a)</sup> |  | 12 | 4370 |
|  JPMBB Commercial Mortgage Securities Trust <br>Series 2013-C17, Class D <br>4.883%, 01/15/2047<sup>(a)</sup> |  | 29 | 27222 |
|  Total Commercial Mortgage-Backed Securities <br>(cost $54,297) |  |  | 44766 |
|  **EMERGING MARKETS - TREASURIES – 0.0%** |  |  |  |
|  **South Africa – 0.0%** |  |  |  |
|  Republic of South Africa Government Bond <br>Series 2023 <br>7.75%, 02/28/2023 <br>(cost $21,078) | ZAR | 283 | 16243 |
|  | **Shares** | **Shares** |  |
|  **RIGHTS – 0.0%** |  |  |  |
|  Vistra Energy Corp., expiring 12/31/2049<sup>(d)</sup> <br>(cost $0) |  | 3442 | 4072 |
|  **SHORT-TERM INVESTMENTS – 8.0%** |  |  |  |
|  **Investment Companies – 8.0%** |  |  |  |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio - Class AB,<br>4.15%<sup>(n) (o) (p)</sup> <br>(cost $5,603,733) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5603733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5603733 |

---

------

---

| | |
|:---|:---|
| | **U.S. $ Value** |
|  **Total Investments – 99.2%** <br> (cost $74,123,740)<sup>(q)</sup> | $69494949 |
|  Other assets less liabilities – 0.8% | 525540 |
|  **Net Assets – 100.0%** | $**70020489** |

---

**FUTURES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number<br>of<br>Contracts** | **Expiration<br>Month** | **Current<br>Notional** | **Value and<br>Unrealized<br>Appreciation<br>(Depreciation)** |
| **Sold Contracts** |  |  |  |  |
| Euro-OAT Futures | 1 | March 2023 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142982 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4892 |

---

**FORWARD CURRENCY EXCHANGE CONTRACTS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to**<br> **Deliver**<br> **(000)** | **Contracts to**<br> **Deliver**<br> **(000)** | **In Exchange**<br> **For**<br> **(000)** | **In Exchange**<br> **For**<br> **(000)** | **Settlement**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| Brown Brothers Harriman & Co. | EUR | 158 | USD | 171 | 02/27/2023 | $(463) |
| Brown Brothers Harriman & Co. | USD | 97 | EUR | 92 | 02/27/2023 | 2710 |
| Brown Brothers Harriman & Co. | USD | 151 | EUR | 138 | 02/27/2023 | (122) |
| Brown Brothers Harriman & Co. | MXN | 1170 | USD | 62 | 03/16/2023 | 25 |
| Brown Brothers Harriman & Co. | GBP | 204 | USD | 250 | 03/24/2023 | (2213) |
| UBS AG | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6196 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6541 | 02/27/2023 | (205698) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(205761) |

---

**CENTRALLY CLEARED INTEREST RATE SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | **Rate Type** | **Rate Type** | | | | |
| **Notional**<br> **Amount**<br> **(000)** | **Notional**<br> **Amount**<br> **(000)** | <br>**Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** | <br>**Payment<br>Frequency<br>Paid/<br>Received** |<br>**Market<br>Value** |<br>**Upfront<br>Premiums<br>Paid<br>(Received)** |<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
| USD | 1770 | 03/06/2023 | 3 Month<br>LIBOR | 2.714% | Quarterly/<br>Semi-Annual | $3123 | $— | $3123 |
| USD | 2835 | 09/02/2025 | 2.248% | 3 Month<br>LIBOR | Semi-Annual/<br>Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132263 | (8311) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140574 |
| USD | 961 | 01/15/2026 | 1.978% | 3 Month<br>LIBOR | Semi-Annual/<br>Quarterly | 56721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5398 | 51323 |
| USD | 651 | 02/16/2026 | 1.625% | 3 Month<br>LIBOR | Semi-Annual/<br>Quarterly | 46315 | 7434 | 38881 |
| USD | 150 | 03/31/2026 | 1.693% | 3 Month<br>LIBOR | Semi-Annual/<br>Quarterly | 9999 |  | 9999 |
| USD | 100 | 05/03/2026 | 1.770% | 3 Month<br>LIBOR | Semi-Annual/<br>Quarterly | 7361 |  | 7361 |

---

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | **Rate Type** | **Rate Type** | | | | |
| **Notional**<br> **Amount**<br> **(000)** | **Notional**<br> **Amount**<br> **(000)** | <br>**Termination<br>Date** | **Payments<br>made<br>by the<br>Fund** | **Payments<br>received<br>by the<br>Fund** | <br>**Payment<br>Frequency<br>Paid/<br>Received** |<br>**Market<br>Value** |<br>**Upfront<br>Premiums<br>Paid<br>(Received)** |<br>**Unrealized<br>Appreciation<br>(Depreciation)** |
| USD | 800 | 06/01/2026 | 1.714% | 3 Month<br>LIBOR | Semi-Annual/<br>Quarterly | $59948 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32362 | $27586 |
| USD | 4650 | 04/28/2027 | 3 Month<br>LIBOR | 2.330% | Quarterly/<br>Semi-Annual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(236022) | 16658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(252680) |
| USD | 350 | 05/03/2027 | 2.285% | 3 Month<br>LIBOR | Semi-Annual/<br>Quarterly | 22364 | 112 | 22252 |
| USD | 940 | 03/06/2028 | 2.876% | 3 Month<br>LIBOR | Semi-Annual/<br>Quarterly | 31441 |  | 31441 |
|  |  |  |  |  |  | $133513 | $53653 | $79860 |

---

**CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap Counterparty & <br>Referenced Obligation** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>January 31,<br>2023** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Buy Contracts** |  |  |  |  |  |  |  |  |
| Credit Suisse International |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB- Series 6, 05/11/2063\* | (5.00)% | Monthly | 7.50% | USD | 123 | $45330 | $14187 | $31143 |
| Goldman Sachs International |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | (3.00) | Monthly | 7.50 | USD | 119 | 28968 | 11033 | 17935 |
| **Sale Contracts** |  |  |  |  |  |  |  |  |
| BNP Paribas SA |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Altice France SA, 6/20/2024\* | 5.00 | Quarterly | 4.28 | EUR | 70 | 984 | 1746 | (762) |
| Credit Suisse International |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB- Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 20 | (7303) | (2256) | (5047) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB- Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17377) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4980) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12397) |
| Deutsche Bank AG |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 156 | (37643) | (9898) | (27745) |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BBB- Series 6, 05/11/2063\* | 3.00 | Monthly | 7.50 | USD | 46 | (11203) | (2869) | (8334) |
| Goldman Sachs International |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Avis Budget Car Rental LLC, 5.250%, 03/15/2025, 12/20/2023\* | 5.00 | Quarterly | 1.38 | USD | 10 | 373 | 114 | 259 |

---

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap Counterparty & <br>Referenced Obligation** | **Fixed<br>Rate<br>(Pay)<br>Receive** | **Payment<br>Frequency** | **Implied<br>Credit<br>Spread at<br>January 31,<br>2023** | **Notional<br>Amount<br>(000)** | **Notional<br>Amount<br>(000)** | **Market<br>Value** | **Upfront<br>Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Avis Budget Car Rental LLC, 5.250%, 03/15/2025, 12/20/2023\* | 5.00% | Quarterly | 1.38% | USD | 20 | $746 | $357 | $389 |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-CMBX.NA.BB- Series 6, 05/11/2063\* | 5.00 | Monthly | 7.50 | USD | 111 | (41025) | (18452) | (22573) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38150) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11018) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27132) |

---

*\** *Termination date* 

**TOTAL RETURN SWAPS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty & <br>Referenced Obligation** | **Rate Paid/<br>Received** | **Payment<br>Frequency** | **Current<br>Notional<br>(000)** | **Current<br>Notional<br>(000)** | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
| **Receive Total Return on Reference Obligation** |  |  |  |  |  |  |
| Goldman Sachs International |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Markit iBoxx USD Contingent Convertible Liquid Developed Market AT1 | 1 Day SOFR | Maturity | USD | 607 | 06/20/2023 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23853 |

---

*\*\** *Principal amount less than 500.* 

*(a)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities are considered restricted, but liquid and may be resold in transactions exempt from registration. At January 31, 2023, the aggregate market value of these securities amounted to $44,561,673 or 63.6% of net assets.* 

*(b)* *Pay-In-Kind Payments (PIK). The issuer may pay cash interest and/or interest in additional debt securities. Rates shown are the rates in effect at January 31, 2023.* 

*(c)* *Defaulted matured security.* 

*(d)* *Security in which significant unobservable inputs (Level 3) were used in determining fair value.* 

*(e)* *Non-income producing security.* 

*(f)* *Fair valued by the Adviser.* 

*(g)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities, which represent 0.08% of net assets as of January 31, 2023, are considered illiquid and restricted. Additional information regarding such securities follows:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **144A/Restricted & Illiquid Securities** | **Acquisition<br>Date** | **Cost** | | **Market<br>Value** | | **Percentage<br>of<br>Net Assets** |
|  *Exide International Holdings LP* |  | $*29328* | | $*28275* | | *0.04%* |
|  *Exide Technologies (Exchange Priority) <br>11.00%, 10/31/2024* | *10/29/2020* | *0* | | *0* | | *0.00%* |
|  *Exide Technologies (First Lien) <br>11.00%, 10/31/2024* | *10/29/2020* | *0* | | *0* | | *0.00%* |
|  *Intelsat Jackson Holdings SA <br>8.50%, 10/15/2024* | *09/05/2018-04/17/2019* | *0* | | *0* | | *0.00%* |
|  *K2016470219 South Africa Ltd. <br>3.00%, 12/31/2023* | *03/13/2015-06/30/2021* | *51* | | *1* | | *0.00%* |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **144A/Restricted & Illiquid Securities** | **Acquisition<br>Date** | **Cost** | | **Market<br>Value** | | **Percentage<br>of<br>Net Assets** |
|  *Magnetation LLC/Mag Finance Corp. <br>11.00%, 05/15/2018* | *02/19/2015* | $*36767* | | $*0* | | *0.00%* |
|  *Terraform Global Operating LP <br>6.125%, 03/01/2026* | *02/08/2018*<br> *06/04/2019* | *28001* | | *26634* | | *0.04%* |
|  *Tonon Luxembourg SA <br>6.50%, 10/31/2024* | *05/03/2019-10/31/2020* | *4111* | | *0* | | *0.00%* |
|  *Virgolino de Oliveira Finance SA <br>10.50%, 01/28/2018* | *02/13/2013* | *96161* | | *10* | | *0.00%* |

---

*(h)* *Floating Rate Security. Stated interest/floor/ceiling rate was in effect at January 31, 2023.* 

*(i)* *Convertible security.* 

*(j)* *Securities are perpetual and, thus, do not have a predetermined maturity date. The date shown, if applicable, reflects the next call date.* 

*(k)* *The stated coupon rate represents the greater of the LIBOR or an alternate base rate such as the PRIME/SOFR or the LIBOR/PRIME/SOFR floor rate plus spread at January 31, 2023.* 

*(l)* *This position or a portion of this position represents an unsettled loan purchase. The coupon rate will be determined at the time of settlement and will be based upon the London-Interbank Offered Rate ("LIBOR") plus a premium which was determined at the time of purchase.* 

*(m)* *Defaulted.* 

*(n)* *To obtain a copy of the fund's shareholder report, please go to the Securities and Exchange Commission's website at www.sec.gov, or call AB at (800) 227-4618.* 

*(o)* *The rate shown represents the 7-day yield as of period end.* 

*(p)* *Affiliated investments.* 

*(q)* *As of January 31, 2023, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $1,616,934 and gross unrealized depreciation of investments was $(6,370,013), resulting in net unrealized depreciation of $(4,753,079).* 

*Currency Abbreviations:* 

*EUR – Euro* 

*GBP – Great British Pound* 

*MXN – Mexican Peso* 

*USD – United States Dollar* 

*ZAR – South African Rand* 

*Glossary:* 

*CDX-CMBX.NA – North American Commercial Mortgage-Backed Index* 

*CMBS – Commercial Mortgage-Backed Securities* 

*EURIBOR – Euro Interbank Offered Rate* 

*LIBOR – London Interbank Offered Rate* 

*OAT – Obligations Assimilables du Trésor* 

*REIT – Real Estate Investment Trust* 

*SOFR – Secured Overnight Financing Rate* 

------

**AB High Yield Portfolio** 

**January 31, 2023 (unaudited)** 

In accordance with U.S. GAAP regarding fair value measurements, fair value is defined as the price that the Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. U.S. GAAP establishes a framework for measuring fair value, and a three-level hierarchy for fair value measurements based upon the transparency of inputs to the valuation of an asset or liability (including those valued based on their market values). Inputs may be observable or unobservable and refer broadly to the assumptions that market participants would use in pricing the asset or liability. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the Fund. Unobservable inputs reflect the Fund's own assumptions about the assumptions that market participants would use in pricing the asset or liability based on the best information available in the circumstances. Each investment is assigned a level based upon the observability of the inputs which are significant to the overall valuation. The three-tier hierarchy of inputs is summarized below.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - quoted prices in active markets for identical investments

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates,
prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of
investments)

The fair value of debt instruments, such as bonds, and over-the-counter derivatives is generally based on market price quotations, recently executed market transactions (where observable) or industry recognized modeling techniques and are generally classified as Level 2. Pricing vendor inputs to Level 2 valuations may include quoted prices for similar investments in active markets, interest rate curves, coupon rates, currency rates, yield curves, option adjusted spreads, default rates, credit spreads and other unique security features in order to estimate the relevant cash flows which are then discounted to calculate fair values. If these inputs are unobservable and significant to the fair value, these investments will be classified as Level 3.

Where readily available market prices or relevant bid prices are not available for certain equity investments, such investments may be valued based on similar publicly traded investments, movements in relevant indices since last available prices or based upon underlying company fundamentals and comparable company data (such as multiples to earnings or other multiples to equity). Where an investment is valued using an observable input, such as another publicly traded security, the investment will be classified as Level 2. If management determines that an adjustment is appropriate based on restrictions on resale, illiquidity or uncertainty, and such adjustment is a significant component of the valuation, the investment will be classified as Level 3. An investment will also be classified as Level 3 where management uses company fundamentals and other significant inputs to determine the valuation.

Options are valued using market-based inputs to models, broker or dealer quotations, or alternative pricing sources with reasonable levels of price transparency, where such inputs and models are available. Alternatively, the values may be obtained through unobservable management determined inputs and/or management's proprietary models. Where models are used, the selection of a particular model to value an option depends upon the contractual terms of, and specific risks inherent in, the option as well as the availability of pricing information in the market. Valuation models require a variety of inputs, including contractual terms, market prices, measures of volatility and correlations of such inputs. Exchange traded options generally will be classified as Level 2. For options that do not trade on an exchange but trade in liquid markets, inputs can generally be verified and model selection does not involve significant management judgment. Options are classified within Level 2 on the fair value hierarchy when all of the significant inputs can be corroborated to market evidence. Otherwise such instruments are classified as Level 3.

Valuations of mortgage-backed or other asset-backed securities, by pricing vendors, are based on both proprietary and industry recognized models and discounted cash flow techniques. Significant inputs to the valuation of these instruments are value of the collateral, the rates and timing of delinquencies, the rates and timing of prepayments, and default and loss expectations, which are driven in part by housing prices for residential mortgages. Significant inputs are determined based on relative value analyses, which incorporate comparisons to instruments with similar collateral and risk profiles, including relevant indices. Mortgage and asset-backed securities for which management has collected current observable data through pricing services are generally categorized within Level 2. Those investments for which current observable data has not been provided are classified as Level 3.

------

Bank loan prices are provided by third party pricing services and consist of a composite of the quotes received by the vendor into a consensus price. Certain bank loans are classified as Level 3, as significant input used in the fair value measurement of these instruments is the market quotes that are received by the vendor and these inputs are not observable.

Other fixed income investments, including non-U.S. government and corporate debt, are generally valued using quoted market prices, if available, which are typically impacted by current interest rates, maturity dates and any perceived credit risk of the issuer. Additionally, in the absence of quoted market prices, these inputs are used by pricing vendors to derive a valuation based upon industry or proprietary models which incorporate issuer specific data with relevant yield/spread comparisons with more widely quoted bonds with similar key characteristics. Those investments for which there are observable inputs are classified as Level 2. Where the inputs are not observable, the investments are classified as Level 3.

The following table summarizes the valuation of the Fund's investments by the above fair value hierarchy levels as of January 31, 2023:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** |  |  |  |  |
| Corporates - Non-Investment Grade | $-0- | $46123337 | $3332 | $46126669 |
| Corporates - Investment Grade | 164066 | 9943405 | -0- | 10107471 |
| Government - Treasuries | -0- | 3685443 | -0- | 3685443 |
| Bank Loans | -0- | 2202265 | 115289 | 2317554 |
| Emerging Markets – Corporate Bonds | -0- | 1059330 | 10 | 1059340 |
| Common Stocks | 164281 | 1 | 190908 | 355190 |
| Preferred Stocks | 48266 | 31755 | 46675 | 126696 |
| Collateralized Mortgage Obligations | -0- | 47772 | -0- | 47772 |
| Commercial Mortgage-Backed Securities | -0- | 44766 | -0- | 44766 |
| Emerging Markets - Treasuries | -0- | 16243 | -0- | 16243 |
| Rights | -0- | -0- | 4072 | 4072 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Companies | 5603733 | -0- | -0- | 5603733 |
| Total Investments in Securities | 5980346 | 63154317 | 360286 | 69494949 |
| **Other Financial Instruments\*:** |  |  |  |  |
| **Assets** |  |  |  |  |
| Futures | 4892 | -0- | -0- | 4892 |
| Forward Currency Exchange Contracts | -0- | 2735 | -0- | 2735 |
| Centrally Cleared Interest Rate Swaps | -0- | 369535 | -0- | 369535 |
| Credit Default Swaps | -0- | 76401 | -0- | 76401 |
| Total Return Swaps | -0- | 23853 | -0- | 23853 |
| **Liabilities** |  |  |  |  |
| Forward Currency Exchange Contracts | -0- | (208496) | -0- | (208496) |
| Centrally Cleared Interest Rate Swaps | -0- | (236022) | -0- | (236022) |
| Credit Default Swaps | -0- | (114551) | -0- | (114551) |
| **Total** | $**5985238** | $**63067772** | $**360286** | $**69413296** |

---

*#* *The Fund held securities with zero market value at period end.* 

*\** *Other financial instruments are derivative instruments, such as futures, forwards and swaps, which are valued at the unrealized appreciation (depreciation) on the instrument. Other financial instruments may also include swaps with upfront premiums, written options and written swaptions which are valued at market value.* 

A summary of the Fund's transactions in AB mutual funds for the three months ended January 31, 2023 is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Fund** | **Market Value**<br> **10/31/22**<br> **(000)** | **Purchases**<br> **at Cost**<br> **(000)** | **Sales**<br> **Proceeds**<br> **(000)** | **Market Value**<br> **1/31/23**<br> **(000)** | **Dividend**<br> **Income**<br> **(000)** |
| Government Money Market Portfolio | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5336 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16190 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15922 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5604 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AB BOND FUND, INC.

- **b. Investment Company Act file number:** 811-02383

- **c. CIK number of Registrant:** 0000003794

- **d. LEI of Registrant:** 549300RYJMGGIS1UBQ97

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

  - **Telephone number:** 212-969-1000

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

- **a. Name of Series:** AB High Yield Portfolio

- **b. EDGAR series identifier (if any):** S000045256

- **c. LEI of Series:** 549300MPOC5PMZ9DOR54

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $71595683.71

**Total Liabilities:** $1789523.64

**Net Assets:** $69806160.07

**Delayed Delivery Securities:** $377000.00

**Cash Not Reported:** $83155.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -0.93000000 | **5-Year:** -60.31000000 | **10-Year:** -157.92000000 | **30-Year:** 0.00000000

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

- **3-Month:** -2355.43000000 | **1-Year:** -2626.61000000 | **5-Year:** -13933.93000000 | **10-Year:** -7804.33000000 | **30-Year:** -3998.98000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000140936 | 2.84%                | -0.83%               | 4.08%                |
| Class ID C000140942 | 2.84%                | -0.83%               | 4.08%                |
| Class ID C000140937 | 2.82%                | -0.85%               | 4.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-793835.78              | $2814473.63                                |
| Month 2  | $-120568.78              | $-592291.05                                |
| Month 3  | $-243602.64              | $2628439.60                                |

**Designated Index Information**

- **Index Name:** Bloomberg US High Yield 2% Issuer Cap

- **Index Identifier:** BBUH2ICTRR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHS/COMMUNITY HEALTH SYS                                                     | CHS/Community Health Systems Inc                                                                                                                  | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12293.50     | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                      | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $43065.29     | 0.06%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                     | Outfront Media Capital LLC / Outfront Media Capital Corp                                                                                          | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $9451.15      | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING                                                        | Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC                                                                     | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     98000 | PA      | $87402.48     | 0.13%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                                                     | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc                                                                  | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $43803.66     | 0.06%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAB                                                                          | CAB SELAS                                                                                                                                         | CUSIP: 000000000<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |    182000 | PA      | $165229.57    | 0.24%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Global Partners LP/MA                                                        | Global Partners LP/MA                                                                                                                             | CUSIP: 37946R109<br>LEI: 549300PCHWTW9P4DU444 | Long             | EC               | CORP              | US        |      1004 | NS      | $37137.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                                            | Expedia Group Inc                                                                                                                                 | CUSIP: 30212PAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5086.68      | 0.01%             | 2025-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                                           | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                                                  | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |   5603733 | NS      | $5603732.87   | 8.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                     | Western Midstream Operating LP                                                                                                                    | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11412.52     | 0.02%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXIDE PREFERRED                                                              | EXIDE PREFERRED                                                                                                                                   | CUSIP: 000000000<br>LEI: 335800X6SNGIZCBA9V34 | Long             | EP               | CORP              | US        |        39 | NS      | $28275.00     | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                                     | Viking Ocean Cruises Ship VII Ltd                                                                                                                 | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     29000 | PA      | $24801.07     | 0.04%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Berry Petroleum Co LLC                                                       | Berry Petroleum Co LLC                                                                                                                            | CUSIP: 08580BAA4<br>LEI: DQ2XTZKV7SILNNV77403 | Long             | DBT              | CORP              | US        |     63000 | PA      | $60636.83     | 0.09%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                         | Neptune Bidco US Inc                                                                                                                              | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    242000 | PA      | $235508.27    | 0.34%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                     | Hilton Domestic Operating Co Inc                                                                                                                  | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10907.40     | 0.02%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                     | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                                            | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $182568.37    | 0.26%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                          | Spectrum Brands Inc                                                                                                                               | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    193000 | PA      | $155646.77    | 0.22%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                                                           | Everi Holdings Inc                                                                                                                                | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18989.29     | 0.03%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enova International Inc                                                      | Enova International Inc                                                                                                                           | CUSIP: 29357KAD5<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12719.47     | 0.02%             | 2024-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARMOR HOLDCO INC                                                             | Armor Holdco Inc                                                                                                                                  | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |    151000 | PA      | $128941.50    | 0.18%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                     | Outfront Media Capital LLC / Outfront Media Capital Corp                                                                                          | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $86922.42     | 0.12%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                             | MGM Resorts International                                                                                                                         | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    138000 | PA      | $125075.51    | 0.18%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACE Capital Trust II                                                         | ACE Capital Trust II                                                                                                                              | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $25200.45     | 0.04%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| NMG HLDCO/NEIMAN MARCUS                                                      | NMG Holding Co Inc / Neiman Marcus Group LLC                                                                                                      | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $207230.16    | 0.30%             | 2026-04-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                          | Allegiant Travel Co                                                                                                                               | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37202.37     | 0.05%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                       | Southwestern Energy Co                                                                                                                            | CUSIP: 845467AP4<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10500.64     | 0.02%             | 2028-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                  | CDX 137BEMAE8 05.000 SP 05/11/2063 CREDIT SUISS LONG                                                                                              | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | US        |     47164 | OU      | $-17376.58    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockwood Service Corporation                                                 | Rockwood Service Corporation Initial Term Loan                                                                                                    | CUSIP: 000000000<br>LEI: 549300PFYAJBMVGJ7074 | Long             | LON              | CORP              | US        |      3238 | PA      | $3230.56      | 0.00%             | 2027-01-23      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp                                                            | DISH Network Corp                                                                                                                                 | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |       100 | NS      | $1439.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                                     | Hughes Satellite Systems Corp                                                                                                                     | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20433.56     | 0.03%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                         | IHO Verwaltungs GmbH                                                                                                                              | CUSIP: 44963BAE8<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $184927.65    | 0.26%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                      | Macy's Retail Holdings LLC                                                                                                                        | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $41107.28     | 0.06%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                                             | Beazer Homes USA Inc                                                                                                                              | CUSIP: 07556QBM6<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     28226 | PA      | $27676.83     | 0.04%             | 2025-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Embarq Corp                                                                  | Embarq Corp                                                                                                                                       | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $59273.70     | 0.08%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | Long: IS1RHQ3  CDS USU05375AN77 05.000 SP 12/20/2023 GOLDMAN SACH LONG / Short: IS1RHQ3  CDS USU05375AN77 05.000 SP 12/20/2023 GOLDMAN SACH SHORT | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     10000 | OU      | $372.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                                     | Nidda Healthcare Holding GmbH                                                                                                                     | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    270000 | PA      | $286305.23    | 0.41%             | 2026-08-21      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                                     | PetSmart Inc / PetSmart Finance Corp                                                                                                              | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $246489.04    | 0.35%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                           | Viking Cruises Ltd                                                                                                                                | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     79000 | PA      | $68734.60     | 0.10%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                                                    | Arko Corp                                                                                                                                         | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $78406.61     | 0.11%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                | CommScope Inc                                                                                                                                     | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     28000 | PA      | $23256.13     | 0.03%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                     | Celanese US Holdings LLC                                                                                                                          | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43335.67     | 0.06%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                                     | NCR Corp                                                                                                                                          | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     86000 | PA      | $76498.26     | 0.11%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                     | CHS/Community Health Systems Inc                                                                                                                  | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15365.26     | 0.02%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RIMINI BIDCO SPA                                                             | RIMINI BIDCO SPA /EUR/ REGD V/R 144A P/P                                                                                                          | CUSIP: 000000000<br>LEI: 815600E0EAFAEE1B3F69 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $104116.78    | 0.15%             | 2026-12-14      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | IRS RUS3MP01.71 06/01/26 CITIBANK FLOAT                                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    800000 | OU      | $59947.63     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                      | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                                      | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $12751.81     | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OP CO LP/FIVE                                                     | Five Point Operating Co LP / Five Point Capital Corp                                                                                              | CUSIP: 33834YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $200750.55    | 0.29%             | 2025-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                       | Standard Chartered PLC                                                                                                                            | CUSIP: 853254CL2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    273000 | PA      | $284489.40    | 0.41%             | 2025-11-16      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                              | Lamb Weston Holdings Inc                                                                                                                          | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     99000 | PA      | $89246.32     | 0.13%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                                      | Kaixo Bondco Telecom SA                                                                                                                           | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $94088.57     | 0.13%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                       | AmeriGas Partners LP / AmeriGas Finance Corp                                                                                                      | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10625.13     | 0.02%             | 2026-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Parkway Generation, LLC                                                      | Parkway Generation, LLC Term Loan B                                                                                                               | CUSIP: 000000000<br>LEI: 254900ATQHHVKF65MT32 | Long             | LON              | CORP              | US        |     95326 | PA      | $93895.77     | 0.13%             | 2029-02-18      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                      | Royal Caribbean Cruises Ltd                                                                                                                       | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    173000 | PA      | $148780.00    | 0.21%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                  | Vistra Corp                                                                                                                                       | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26358.16     | 0.04%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                      | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    482000 | PA      | $376735.85    | 0.54%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                            | Post Holdings Inc                                                                                                                                 | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107810.04    | 0.15%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                                                     | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd                                                                              | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    186494 | PA      | $178249.11    | 0.26%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                      | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $281108.49    | 0.40%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                        | TENET HEALTHCARE CORP                                                                                                                             | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49852.50     | 0.07%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                                     | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL                                                                  | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |      2000 | PA      | $1885.85      | 0.00%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                                                                | Rite Aid Corp                                                                                                                                     | CUSIP: 767754CK8<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     17000 | PA      | $11212.34     | 0.02%             | 2025-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                       | Aviation Capital Group LLC                                                                                                                        | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5730.29      | 0.01%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                        | GFL Environmental Inc                                                                                                                             | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     28000 | PA      | $24939.79     | 0.04%             | 2028-09-01      | Fixed         | 3.50%                 | 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        |    193000 | PA      | $180148.59    | 0.26%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STYROLUTION                                                                  | INEOS Styrolution Group GmbH                                                                                                                      | CUSIP: 000000000<br>LEI: 5299003M4PGUGL48LS74 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $93664.54     | 0.13%             | 2027-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                         | Ascend Learning, LLC Initial Term Loan (Second Lien)                                                                                              | CUSIP: 000000000<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     50000 | PA      | $43232.00     | 0.06%             | 2029-12-10      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| ADVISOR GROUP HOLDINGS I                                                     | Advisor Group Holdings Inc                                                                                                                        | CUSIP: 00791GAA5<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89901.37     | 0.13%             | 2027-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SLM CORP                                                                     | SLM Corp                                                                                                                                          | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |     78000 | PA      | $68872.59     | 0.10%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                           | Alternative Loan Trust 2006-28CB                                                                                                                  | CUSIP: 02147TAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3578 | PA      | $2000.86      | 0.00%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                            | Post Holdings Inc                                                                                                                                 | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13804.58     | 0.02%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                          | Coinbase Global Inc                                                                                                                               | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     78000 | PA      | $45329.11     | 0.06%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US Renal Care Inc                                                            | US Renal Care Inc                                                                                                                                 | CUSIP: 07335BAA4<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |     80000 | PA      | $26198.08     | 0.04%             | 2027-07-15      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| AIR CANADA                                                                   | Air Canada                                                                                                                                        | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $23130.90     | 0.03%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ESC CB144A INTELSAT JA                                                       | ESC CB144A INTELSAT JA                                                                                                                            | CUSIP: 458ESCAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     47000 | PA      | $0.00         | 0.00%             | 2024-10-15      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| CLEAN HARBORS INC                                                            | Clean Harbors Inc                                                                                                                                 | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15434.16     | 0.02%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                                                     | Specialty Building Products Holdings LLC / SBP Finance Corp                                                                                       | CUSIP: 84749AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    406000 | PA      | $365630.04    | 0.52%             | 2026-09-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                     | Western Midstream Operating LP                                                                                                                    | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24914.26     | 0.04%             | 2025-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KAPLA HOLDING SAS                                                            | Kapla Holding SAS                                                                                                                                 | CUSIP: 000000000<br>LEI: 894500PJ28XTH66K4X83 | Long             | DBT              | CORP              | FR        |    149000 | PA      | $145602.25    | 0.21%             | 2026-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                                     | PM General Purchaser LLC                                                                                                                          | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $68845.48     | 0.10%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                                                      | ASP Unifrax Holdings Inc                                                                                                                          | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    170000 | PA      | $145184.43    | 0.21%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                        | Bread Financial Holdings Inc                                                                                                                      | CUSIP: 018581AL2<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20234.48     | 0.03%             | 2026-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                     | EQT Corp                                                                                                                                          | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70793.34     | 0.10%             | 2025-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                                                | ArcelorMittal SA                                                                                                                                  | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     25000 | PA      | $26841.45     | 0.04%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                     | EQT Corp                                                                                                                                          | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    118000 | PA      | $111902.47    | 0.16%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ESC GCB INTELSAT JACKS                                                       | ESC GCB INTELSAT JACKS                                                                                                                            | CUSIP: 458ESCAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    158148 | PA      | $0.00         | 0.00%             | 2023-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ALTICE FINANCING SA                                                          | Altice Financing SA                                                                                                                               | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    228000 | PA      | $193308.89    | 0.28%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                     | CHS/Community Health Systems Inc                                                                                                                  | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    126000 | PA      | $79650.95     | 0.11%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                                                              | iHeartMedia Inc                                                                                                                                   | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1045 | NS      | $8098.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Inc                                                          | Spectrum Brands Inc                                                                                                                               | CUSIP: 84762LAU9<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2977.42      | 0.00%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                             | MGM Resorts International                                                                                                                         | CUSIP: 552953CG4<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90570.60     | 0.13%             | 2025-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                                                           | Eldorado Gold Corp                                                                                                                                | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |     91000 | PA      | $82099.06     | 0.12%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUGAR HSP GMNG PROP/FIN                                                      | Sugarhouse HSP Gaming Prop Mezz LP / Sugarhouse HSP Gaming Finance Corp                                                                           | CUSIP: 865033AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15059.35     | 0.02%             | 2025-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                     | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                                             | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    151000 | PA      | $134552.32    | 0.19%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                                         | Entegris Escrow Corp                                                                                                                              | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164000 | PA      | $157533.16    | 0.23%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                         | Freeport-McMoRan Inc                                                                                                                              | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98693.71     | 0.14%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHC Group LLC                                                                | CHC Group LLC                                                                                                                                     | CUSIP: 12550E405<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       468 | NS      | $0.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AEDAS HOMES OPCO SLU                                                         | Aedas Homes Opco SLU                                                                                                                              | CUSIP: 000000000<br>LEI: 959800NRD7BJBYEDBG71 | Long             | DBT              |  | ES        |    111000 | PA      | $106299.60    | 0.15%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | Carnival Corp                                                                                                                                     | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    260000 | PA      | $271375.00    | 0.39%             | 2026-02-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TransDigm Inc                                                                                                                                     | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     84000 | PA      | $75969.82     | 0.11%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                       | Acrisure LLC / Acrisure Finance Inc                                                                                                               | CUSIP: 00489LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40188.09     | 0.06%             | 2026-08-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| NCR CORP                                                                     | NCR Corp                                                                                                                                          | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    209000 | PA      | $181848.81    | 0.26%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                | AIB Group PLC                                                                                                                                     | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206723.97    | 0.30%             | 2026-10-14      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                            | Clarios Global LP Amendment No. 1 Dollar Term Loan (First Lien)                                                                                   | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     42260 | PA      | $42056.68     | 0.06%             | 2026-04-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                         | CITGO Petroleum Corp                                                                                                                              | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49600.13     | 0.07%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS /EUR/ REGD                                                         | LOXAM SAS /EUR/ REGD 144A P/P                                                                                                                     | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |    113000 | PA      | $116275.17    | 0.17%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                        | Nabors Industries Inc                                                                                                                             | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47061.10     | 0.07%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                       | United States Treasury Note/Bond                                                                                                                  | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1526000 | PA      | $1459952.89   | 2.09%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NH HOTEL GROUP SA                                                            | NH Hotel Group SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 959800LM1RW3PKJ4A296 | Long             | DBT              | CORP              | ES        |    139000 | PA      | $141701.07    | 0.20%             | 2026-07-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Co                                                          | Callon Petroleum Co                                                                                                                               | CUSIP: 144577AJ2<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8000.00      | 0.01%             | 2025-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                     | 1011778 BC ULC / New Red Finance Inc                                                                                                              | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    146000 | PA      | $128103.55    | 0.18%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                                              | Sealed Air Corp                                                                                                                                   | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     99000 | PA      | $102962.17    | 0.15%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                             | Proofpoint, Inc. Term Loan (Second Lien )                                                                                                         | CUSIP: 000000000<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    120000 | PA      | $115200.00    | 0.17%             | 2029-08-31      | Floating      | 10.98%                | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                     | Celanese US Holdings LLC                                                                                                                          | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43250.65     | 0.06%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                               | TeamSystem SpA                                                                                                                                    | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    150000 | PA      | $142768.20    | 0.20%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                                                     | Catalent Pharma Solutions Inc                                                                                                                     | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11616.66     | 0.02%             | 2029-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                                                      | ASP Unifrax Holdings Inc                                                                                                                          | CUSIP: 90473LAC6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     17000 | PA      | $12303.92     | 0.02%             | 2029-09-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | Long: IS1RMP7  CDS USU05375AN77 05.000 SP 12/20/2023 GOLDMAN SAC LONG / Short: IS1RMP7  CDS USU05375AN77 05.000 SP 12/20/2023 GOLDMAN SAC SHORT   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     20000 | OU      | $745.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                       | Aviation Capital Group LLC                                                                                                                        | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16124.91     | 0.02%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                       | HP Inc                                                                                                                                            | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     91000 | PA      | $89388.76     | 0.13%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                              | ZF Finance GmbH                                                                                                                                   | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $95646.11     | 0.14%             | 2027-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RENK AG FRANKFURT                                                            | Renk AG/Frankfurt am Main                                                                                                                         | CUSIP: 000000000<br>LEI: 894500DAJJ2W78HOJY11 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $105759.82    | 0.15%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | CDX 137BERAF4 03.000 BP 05/11/2063 GOLDMAN SAC LONG                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |    118760 | OU      | $28967.51     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                               | Sabre GLBL Inc                                                                                                                                    | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116594.84    | 0.17%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                         | Michaels Cos Inc/The                                                                                                                              | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     58000 | PA      | $44059.38     | 0.06%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                          | Sirius XM Radio Inc                                                                                                                               | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    338000 | PA      | $278100.77    | 0.40%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN                                                     | Triton Water Holdings Inc                                                                                                                         | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |    222000 | PA      | $176089.77    | 0.25%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                          | NCL Corp Ltd                                                                                                                                      | CUSIP: 62886HBL4<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     90000 | PA      | $91501.11     | 0.13%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                     | EnLink Midstream Partners LP                                                                                                                      | CUSIP: 29336UAH0<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    102000 | PA      | $85706.85     | 0.12%             | 2023-03-03      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                      | Asbury Automotive Group Inc                                                                                                                       | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     26000 | PA      | $22457.51     | 0.03%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                        | Bread Financial Holdings Inc                                                                                                                      | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    103000 | PA      | $93419.88     | 0.13%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TransDigm Inc                                                                                                                                     | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135407.25    | 0.19%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                              | Gen Digital Inc                                                                                                                                   | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    194000 | PA      | $196718.71    | 0.28%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                                     | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp                                                                                | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $14537.56     | 0.02%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                 | Calpine Corp                                                                                                                                      | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     96000 | PA      | $86899.56     | 0.12%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                            | Iron Mountain Inc                                                                                                                                 | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     25000 | PA      | $22626.41     | 0.03%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                      | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                                      | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6310.53      | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | Long: IS2K2V1   TRS IBXXC1D1 /LONG/ / Short: IS2K2V1   TRS IBXXC1D1 SOFRRATE+0BPS /SHORT/                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |    580000 | OU      | $23900.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | CDX 137BERAF4 03.000 SP 05/11/2063 DEUTSCHE BAN LONG                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |     46391 | OU      | $-11203.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                        | McGraw-Hill Education Inc                                                                                                                         | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    138000 | PA      | $121251.58    | 0.17%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                     | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                          | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4651.44      | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                          | Sprint Capital Corp                                                                                                                               | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    357000 | PA      | $440781.06    | 0.63%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                      | US Acute Care Solutions LLC                                                                                                                       | CUSIP: 90367UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    342000 | PA      | $309728.66    | 0.44%             | 2026-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                          | NCL Corp Ltd                                                                                                                                      | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     24000 | PA      | $20759.34     | 0.03%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                       | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $84295.71     | 0.12%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                | FirstCash Inc                                                                                                                                     | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10098.06     | 0.01%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                     | EQM Midstream Partners LP                                                                                                                         | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16606.09     | 0.02%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                    | Caesars Entertainment Inc                                                                                                                         | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       151 | NS      | $7861.06      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON COMM                                                         | Taylor Morrison Communities Inc                                                                                                                   | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16721.83     | 0.02%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                         | Michaels Cos Inc/The                                                                                                                              | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    221000 | PA      | $185261.10    | 0.27%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                   | JPMBB Commercial Mortgage Securities Trust 2013-C17                                                                                               | CUSIP: 46640UAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29140 | PA      | $27222.00     | 0.04%             | 2047-01-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                     | iHeartCommunications Inc                                                                                                                          | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     40252 | PA      | $36085.34     | 0.05%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                                                      | Big River Steel LLC / BRS Finance Corp                                                                                                            | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15771.02     | 0.02%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AERCAP GLOBAL AVIATION T                                                     | AerCap Global Aviation Trust                                                                                                                      | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195521.76    | 0.28%             | 2045-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                | DISH DBS Corp                                                                                                                                     | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $215703.75    | 0.31%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                     | Occidental Petroleum Corp                                                                                                                         | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69627.43     | 0.10%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                          | Medline Borrower LP                                                                                                                               | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    164000 | PA      | $140324.79    | 0.20%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group, LLC                                                    | Great Outdoors Group, LLC Term B-2 Loan                                                                                                           | CUSIP: 000000000<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     16556 | PA      | $16254.23     | 0.02%             | 2028-03-06      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                | ModivCare Inc                                                                                                                                     | CUSIP: 743815AE2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23225.52     | 0.03%             | 2025-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seaworld Parks & Entertainment, Inc.                                         | Seaworld Parks & Entertainment, Inc. Term B Loan                                                                                                  | CUSIP: 000000000<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |    115639 | PA      | $115205.31    | 0.17%             | 2028-08-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                      | HCA Inc                                                                                                                                           | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33191.46     | 0.05%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                       | Aviation Capital Group LLC                                                                                                                        | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1778.04      | 0.00%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                        | Nabors Industries Ltd                                                                                                                             | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |     27000 | PA      | $26257.42     | 0.04%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                     | Builders FirstSource Inc                                                                                                                          | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112619.65    | 0.16%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                          | Sunnova Energy Corp                                                                                                                               | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36001.92     | 0.05%             | 2026-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                 | CSMC Mortgage-Backed Trust 2006-7                                                                                                                 | CUSIP: 22942KAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3871 | PA      | $1646.34      | 0.00%             | 2036-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                     | Ford Motor Credit Co LLC                                                                                                                          | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178488.54    | 0.26%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                     | iHeartCommunications Inc                                                                                                                          | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33171.92     | 0.05%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                     | Clear Channel Outdoor Holdings Inc                                                                                                                | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $80161.11     | 0.11%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                      | Mexican Bonos                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1202000 | PA      | $57868.25     | 0.08%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                                                 | Arconic Corp                                                                                                                                      | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10601.90     | 0.02%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                                                                | Rite Aid Corp                                                                                                                                     | CUSIP: 767754CL6<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    263000 | PA      | $146603.57    | 0.21%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                     | Liberty Mutual Group Inc                                                                                                                          | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     55061 | PA      | $61144.13     | 0.09%             | 2037-03-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | IRS RUS3MP01.69 03/31/26 JPMORGAN CHA FLOAT                                                                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    150000 | OU      | $9998.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tonon Luxembourg SA                                                          | Tonon Luxembourg SA                                                                                                                               | CUSIP: 89031RAG1<br>LEI: 5493002IITPO16CQU448 | Long             | DBT              | CORP              | LU        |      2122 | PA      | $0.21         | 0.00%             | 2024-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                                     | NCR Corp                                                                                                                                          | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26339.68     | 0.04%             | 2027-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                             | ITT Holdings LLC                                                                                                                                  | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    227000 | PA      | $197340.37    | 0.28%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                           | EXIDE TECHNOLOGIES                                                                                                                                | CUSIP: 302ESCAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31602 | PA      | $0.00         | 0.00%             | 2024-10-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp                                           | WillScot Mobile Mini Holdings Corp                                                                                                                | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |        77 | NS      | $3731.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub International Limited                                                    | Hub International Limited B-3 Incremental Term Loan                                                                                               | CUSIP: 000000000<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     66216 | PA      | $66127.40     | 0.09%             | 2025-04-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                     | Jaguar Land Rover Automotive PLC                                                                                                                  | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $165742.59    | 0.24%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                                             | Kronos Acquisition Holdings Inc. Term Loan B                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     39200 | PA      | $38046.74     | 0.05%             | 2026-12-22      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | IRS RUS3MP02.28 05/03/27 CITIBANK FLOAT                                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    350000 | OU      | $22363.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | Carnival Corp                                                                                                                                     | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    220000 | PA      | $189655.40    | 0.27%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                        | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                          | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    314000 | PA      | $284408.93    | 0.41%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Aptim Corp                                                                   | Aptim Corp                                                                                                                                        | CUSIP: 12595DAA5<br>LEI: 5493007OBZ8YTJ6O7E92 | Long             | DBT              | CORP              | US        |     76000 | PA      | $54126.12     | 0.08%             | 2025-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Belden Inc                                                                   | Belden Inc                                                                                                                                        | CUSIP: 000000000<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99825.23     | 0.14%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                   | DaVita Inc                                                                                                                                        | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    154000 | PA      | $119717.86    | 0.17%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Crown Cork & Seal Co Inc                                                     | Crown Cork & Seal Co Inc                                                                                                                          | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20887.76     | 0.03%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                      | Royal Caribbean Cruises Ltd                                                                                                                       | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     49000 | PA      | $43610.00     | 0.06%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                      | Royal Caribbean Cruises Ltd                                                                                                                       | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     82000 | PA      | $86305.00     | 0.12%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                             | LPL Holdings Inc                                                                                                                                  | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10738.92     | 0.02%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | Carnival Corp                                                                                                                                     | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     78000 | PA      | $80145.00     | 0.11%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| INTELSAT EMERGENCE SA                                                        | INTELSAT EMERGENCE SA                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      1932 | NS      | $44275.64     | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                     | Warnermedia Holdings Inc                                                                                                                          | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57806.06     | 0.08%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                           | Cenovus Energy Inc                                                                                                                                | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $1930.78      | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                     | Sinclair Television Group Inc                                                                                                                     | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    344000 | PA      | $274320.97    | 0.39%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                        | Civitas Resources Inc                                                                                                                             | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |       523 | NS      | $34805.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                       | Goodyear Tire & Rubber Co/The                                                                                                                     | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    153000 | PA      | $134930.74    | 0.19%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                     | Ford Motor Credit Co LLC                                                                                                                          | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191961.05    | 0.27%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                     | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                                            | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $164877.21    | 0.24%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Granite Generation LLC                                                       | Granite Generation LLC Term Loan                                                                                                                  | CUSIP: 000000000<br>LEI: 549300ERB8DGZI3MXK42 | Long             | LON              | CORP              | US        |     49061 | PA      | $47730.49     | 0.07%             | 2026-11-09      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                             | Altice France SA/France                                                                                                                           | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $165766.27    | 0.24%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                       | VICI Properties LP / VICI Note Co Inc                                                                                                             | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              |  | US        |     93000 | PA      | $92886.34     | 0.13%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                     | Graphic Packaging International LLC                                                                                                               | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26940.09     | 0.04%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                         | Pilgrim's Pride Corp                                                                                                                              | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    148000 | PA      | $120466.33    | 0.17%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                     | Santander UK Group Holdings PLC                                                                                                                   | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    353000 | PA      | $364838.51    | 0.52%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                        | Bausch Health Cos Inc                                                                                                                             | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     31000 | PA      | $14341.38     | 0.02%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                                                       | Real Hero Merger Sub 2 Inc                                                                                                                        | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $96433.58     | 0.14%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | Service Properties Trust                                                                                                                          | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    247000 | PA      | $243293.47    | 0.35%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                       | Telecom Italia Capital SA                                                                                                                         | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     90000 | PA      | $76208.81     | 0.11%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                          | Travel + Leisure Co                                                                                                                               | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     52000 | PA      | $44882.98     | 0.06%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                     | Lloyds Banking Group PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      8000 | PA      | $9076.25      | 0.01%             | 2032-06-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                   | Mattel Inc                                                                                                                                        | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66083.47     | 0.09%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                 | Calpine Corp                                                                                                                                      | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92353.72     | 0.13%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                          | Churchill Downs Inc                                                                                                                               | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98229.30     | 0.14%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| URBAN ONE INC                                                                | Urban One Inc                                                                                                                                     | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |     54000 | PA      | $48757.78     | 0.07%             | 2028-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RITCHIE BROS AUCTIONEERS                                                     | Ritchie Bros Auctioneers Inc                                                                                                                      | CUSIP: 767744AA3<br>LEI: 5493002H8U24DJXQ4886 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $11910.92     | 0.02%             | 2025-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTL LTD                                                         | Weatherford International Ltd                                                                                                                     | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      2000 | PA      | $2060.66      | 0.00%             | 2024-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| GATES GLOBAL/GATES CORP                                                      | Gates Global LLC / Gates Corp                                                                                                                     | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $33484.48     | 0.05%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                  | CDX 137BEMAE8 05.000 SP 05/11/2063 CREDIT SUISS LONG                                                                                              | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | US        |     19823 | OU      | $-7303.21     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ladenburg Thalmann Financial Services Inc                                    | Ladenburg Thalmann Financial Services Inc                                                                                                         | CUSIP: 50575Q201<br>LEI: 549300VFWKFWGJQPSE62 | Long             | EP               | CORP              | US        |      2175 | NS      | $31755.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                      | MPT Operating Partnership LP / MPT Finance Corp                                                                                                   | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              |  | US        |     21000 | PA      | $16331.94     | 0.02%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                      | Frontier Communications Holdings LLC                                                                                                              | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $71477.67     | 0.10%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                | TransDigm Inc                                                                                                                                     | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    243000 | PA      | $242909.66    | 0.35%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                                     | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL                                                                  | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |    137000 | PA      | $120601.92    | 0.17%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                          | Sirius XM Radio Inc                                                                                                                               | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    111000 | PA      | $95123.94     | 0.14%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                            | Newell Brands Inc                                                                                                                                 | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    190000 | PA      | $180482.51    | 0.26%             | 2026-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| K201640219 SOUTH AFRICA A      SHARES                                        | K201640219 SOUTH AFRICA A      SHARES                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    191574 | NS      | $0.19         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| The Chamberlain Group, LLC.                                                  | The Chamberlain Group, LLC. Term Loan B                                                                                                           | CUSIP: 000000000<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     19800 | PA      | $19090.57     | 0.03%             | 2028-11-03      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | IRS RUS3MP02.87 03/06/28 MORGAN STANL FLOAT                                                                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    940000 | OU      | $31441.28     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                                             | IRB Holding Corp                                                                                                                                  | CUSIP: 44988MAC9<br>LEI: 549300HVW4WNWYBXN830 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5016.30      | 0.01%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                     | Western Midstream Operating LP                                                                                                                    | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     49000 | PA      | $44859.51     | 0.06%             | 2030-02-01      | Fixed         | 5.30%                 | 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        |     40000 | PA      | $34978.25     | 0.05%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                           | Crown Americas LLC                                                                                                                                | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29837.36     | 0.04%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                           | Viking Cruises Ltd                                                                                                                                | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    148000 | PA      | $157011.89    | 0.22%             | 2025-05-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                           | Cenovus Energy Inc                                                                                                                                | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      1457 | PA      | $1601.08      | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD GBP                                                                                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-2213.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | Wells Fargo & Co                                                                                                                                  | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    111000 | PA      | $102245.10    | 0.15%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                          | Synchrony Financial                                                                                                                               | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    103000 | PA      | $102868.74    | 0.15%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                                     | Connect Finco SARL / Connect US Finco LLC                                                                                                         | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $191250.00    | 0.27%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                  | BNP Paribas SA                                                                                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $164065.44    | 0.24%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  1 | On Loan: No      |
| American Tire Distributors, Inc.                                             | American Tire Distributors, Inc. Term Loan B                                                                                                      | CUSIP: 000000000<br>LEI: HZ8T88YVE2JVXJ0BTQ24 | Long             | LON              | CORP              | US        |     81881 | PA      | $75087.56     | 0.11%             | 2028-10-20      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| UBS AG                                                                       | PURCHASED USD / SOLD EUR                                                                                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-205698.11   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                     | CHS/Community Health Systems Inc                                                                                                                  | CUSIP: 12543DBE9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    138000 | PA      | $84233.59     | 0.12%             | 2028-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                     | iHeartCommunications Inc                                                                                                                          | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      5105 | PA      | $4894.96      | 0.01%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EA5HS53 K201640219 SOUTH AFRICA LTD TRANCHE D REGD/ZAR                       | EA5HS53 K201640219 SOUTH AFRICA LTD TRANCHE D REGD/ZAR                                                                                            | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | DBT              | NUSS              | ZA        |       993 | PA      | $0.00         | 0.00%             | 2023-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC Holdings LLC                                                                                                                                  | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    516000 | PA      | $305147.80    | 0.44%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                              | CUSIP: 3137G0AD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18189 | PA      | $18597.16     | 0.03%             | 2023-11-25      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                      | Mexican Bonos                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    480000 | PA      | $25506.49     | 0.04%             | 2024-12-05      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                        | Caesars Entertainment Inc                                                                                                                         | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66236.44     | 0.09%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Zacapa S.a r.l.                                                              | Zacapa S.a r.l. Initial Term Loan (2022)                                                                                                          | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |     97984 | PA      | $96024.39     | 0.14%             | 2029-03-22      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                                           | CA Magnum Holdings                                                                                                                                | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $184000.00    | 0.26%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDING INC                                                         | Presidio Holdings Inc                                                                                                                             | CUSIP: 74101XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $116455.86    | 0.17%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | Broadcom Inc                                                                                                                                      | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14976.93     | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                                     | Wyndham Hotels & Resorts Inc                                                                                                                      | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64911.51     | 0.09%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                    | Olin Corp                                                                                                                                         | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131605.61    | 0.19%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                     | Sinclair Television Group Inc                                                                                                                     | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     79000 | PA      | $62809.21     | 0.09%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EIG Investors Corp.                                                          | EIG Investors Corp. Term Loan                                                                                                                     | CUSIP: 000000000<br>LEI: 549300AWVC7LBOKRMB96 | Long             | LON              | CORP              | US        |     73084 | PA      | $68821.16     | 0.10%             | 2028-02-10      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings, Inc.)   | LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings, Inc.) Term B Loan (First Lien)                                               | CUSIP: 000000000<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     27332 | PA      | $26519.95     | 0.04%             | 2025-11-16      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                                                         | Rackspace Technology Global Inc                                                                                                                   | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    109000 | PA      | $40090.54     | 0.06%             | 2028-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                     | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                                              | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $76736.53     | 0.11%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                     | Occidental Petroleum Corp                                                                                                                         | CUSIP: 674599EE1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28183.27     | 0.04%             | 2025-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                  | Netflix Inc                                                                                                                                       | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24850.36     | 0.04%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | IRS RUS3MP01.77 05/03/26 CREDIT SUISS FLOAT                                                                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    100000 | OU      | $7360.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                    | Block Inc                                                                                                                                         | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    118000 | PA      | $107281.40    | 0.15%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                                      | EnerSys                                                                                                                                           | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73900.00     | 0.11%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                           | Ally Financial Inc                                                                                                                                | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     28000 | PA      | $21490.00     | 0.03%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                                                     | Granite US Holdings Corp                                                                                                                          | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18979.13     | 0.03%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                           | Ally Financial Inc                                                                                                                                | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    164000 | PA      | $134881.79    | 0.19%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES                                                       | BCP V MODULAR SERVICES /EUR/ REGD 144A P/P                                                                                                        | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    113000 | PA      | $97362.31     | 0.14%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                               | Hertz Corp/The                                                                                                                                    | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    183000 | PA      | $162594.11    | 0.23%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                                          | Cirsa Finance International Sarl                                                                                                                  | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $103316.75    | 0.15%             | 2025-05-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                        | Nabors Industries Ltd                                                                                                                             | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |     37000 | PA      | $35259.21     | 0.05%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                     | Vistra Operations Co LLC                                                                                                                          | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    103000 | PA      | $90662.11     | 0.13%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                     | CHS/Community Health Systems Inc                                                                                                                  | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     44000 | PA      | $42719.30     | 0.06%             | 2026-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                               | Air Lease Corp                                                                                                                                    | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44396.76     | 0.06%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                       | FMG Resources August 2006 Pty Ltd                                                                                                                 | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    180000 | PA      | $175557.14    | 0.25%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                     | Western Midstream Operating LP                                                                                                                    | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39537.29     | 0.06%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                                               | ANGI Group LLC                                                                                                                                    | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194000 | PA      | $148724.05    | 0.21%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                 | Navient Corp                                                                                                                                      | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    151000 | PA      | $118209.88    | 0.17%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | Carnival Corp                                                                                                                                     | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    195000 | PA      | $161850.00    | 0.23%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                | DISH DBS Corp                                                                                                                                     | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $81933.85     | 0.12%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                          | United Airlines Inc                                                                                                                               | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20073.41     | 0.03%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CURO GROUP HOLDINGS CORP                                                     | Curo Group Holdings Corp                                                                                                                          | CUSIP: 23131LAC1<br>LEI: 54930007KH8KCGJ4YE72 | Long             | DBT              | CORP              | US        |    214000 | PA      | $97102.50     | 0.14%             | 2028-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                              | Sealed Air Corp                                                                                                                                   | CUSIP: 000000000<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53493.87     | 0.08%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                           | Regal Rexnord Corp                                                                                                                                | CUSIP: 758750AE3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27489.71     | 0.04%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING BV                                                            | Q-Park Holding I BV                                                                                                                               | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |    236000 | PA      | $217218.24    | 0.31%             | 2027-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Transocean Guardian Ltd                                                      | Transocean Guardian Ltd                                                                                                                           | CUSIP: 893800AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    106860 | PA      | $108368.22    | 0.16%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                                     | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd                                                                         | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210547 | PA      | $212821.72    | 0.30%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                               | Sabre GLBL Inc                                                                                                                                    | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66384.03     | 0.10%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                            | NatWest Group PLC                                                                                                                                 | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $216668.21    | 0.31%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| HARSCO CORP                                                                  | Harsco Corp                                                                                                                                       | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    151000 | PA      | $127704.17    | 0.18%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                                            | Triumph Group Inc                                                                                                                                 | CUSIP: 896818AS0<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28533.65     | 0.04%             | 2024-06-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC Holdings LLC                                                                                                                                  | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147349.29    | 0.21%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                        | Melco Resorts Finance Ltd                                                                                                                         | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    236000 | PA      | $202370.00    | 0.29%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                     | Univision Communications Inc                                                                                                                      | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     71000 | PA      | $61074.99     | 0.09%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                      | HCA Inc                                                                                                                                           | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35586.75     | 0.05%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TPRO ACQUISITION CORP                                                        | TPro Acquisition Corp                                                                                                                             | CUSIP: 89238QAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $32261.30     | 0.05%             | 2024-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                           | Forestar Group Inc                                                                                                                                | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     41000 | PA      | $36751.37     | 0.05%             | 2026-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC/BERMUDA L                                                     | Veritas US Inc / Veritas Bermuda Ltd                                                                                                              | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $201196.44    | 0.29%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ELIOR GROUP SA                                                               | Elior Group SA                                                                                                                                    | CUSIP: 000000000<br>LEI: 969500LYSYS0E800SQ95 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $90585.68     | 0.13%             | 2026-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                              | Madison IAQ LLC                                                                                                                                   | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    263000 | PA      | $211304.31    | 0.30%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                            | FUTURE CONTRACT ON EURO-OAT FUTURE MAR23 /EUR                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -1 | NC      | $4892.17      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABC SUPPLY CO INC                                                            | American Builders & Contractors Supply Co Inc                                                                                                     | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31951.33     | 0.05%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                          | Sirius XM Radio Inc                                                                                                                               | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     83000 | PA      | $73781.51     | 0.11%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL CINEMEDIA LLC                                                       | National CineMedia LLC                                                                                                                            | CUSIP: 63530QAJ8<br>LEI: 7LJEQIVQVLNGS4X6T547 | Long             | DBT              | CORP              | US        |     60000 | PA      | $15460.65     | 0.02%             | 2028-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                             | Arches Buyer Inc                                                                                                                                  | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84258.20     | 0.12%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MAGNETATION LLC/FIN CORP                                                     | Magnetation LLC / Mag Finance Corp                                                                                                                | CUSIP: 559417AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60028 | PA      | $0.00         | 0.00%             | 2018-05-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN /EUR/ REGD                                          | ALLWYN ENTERTAINMENT FIN /EUR/ REGD V/R 144A P/P                                                                                                  | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    113000 | PA      | $121924.85    | 0.17%             | 2028-02-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                      | LCPR Senior Secured Financing DAC                                                                                                                 | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $193234.29    | 0.28%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                                | CommScope Inc                                                                                                                                     | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     29000 | PA      | $24657.20     | 0.04%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                               | Hertz Corp/The                                                                                                                                    | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     76000 | PA      | $62113.47     | 0.09%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                     | Ford Motor Credit Co LLC                                                                                                                          | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174601.60    | 0.25%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                    | TEGNA Inc                                                                                                                                         | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     61000 | PA      | $57445.96     | 0.08%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                      | MPT Operating Partnership LP / MPT Finance Corp                                                                                                   | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |    122000 | PA      | $103160.47    | 0.15%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                              | Yum! Brands Inc                                                                                                                                   | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     96000 | PA      | $87445.99     | 0.13%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PICARD GROUPE SA                                                             | Picard Groupe SAS                                                                                                                                 | CUSIP: 000000000<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $98625.46     | 0.14%             | 2026-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                                                   | Restoration Hardware, Inc. 2022 Incremental Term Loan                                                                                             | CUSIP: 000000000<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |     69825 | PA      | $67817.53     | 0.10%             | 2028-10-20      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                     | Sinclair Television Group Inc                                                                                                                     | CUSIP: 829259AW0<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7981.68      | 0.01%             | 2027-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INTEL PKG HOLDCO ISSUER                                                      | Intelligent Packaging Holdco Issuer LP                                                                                                            | CUSIP: 45827CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     39000 | PA      | $27993.23     | 0.04%             | 2026-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC Holdings PLC                                                                                                                                 | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210882.87    | 0.30%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                        | Caesars Entertainment Inc                                                                                                                         | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    239000 | PA      | $238105.26    | 0.34%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                         | Cleveland-Cliffs Inc                                                                                                                              | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5605.19      | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                                      | Dealer Tire LLC / DT Issuer LLC                                                                                                                   | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    338000 | PA      | $313010.36    | 0.45%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                             | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $92174.14     | 0.13%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                     | Prudential Financial Inc                                                                                                                          | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     49935 | PA      | $49644.61     | 0.07%             | 2043-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | Long: IS1TYM4  CDX 8GB54MZZ0 05.000 SP 06/20/2024 BNP PAR LONG / Short: IS1TYM4  CDX 8GB54MZZ0 05.000 SP 06/20/2024 BNP PAR SHORT                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |     70000 | OU      | $978.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                     | Hilton Domestic Operating Co Inc                                                                                                                  | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    320000 | PA      | $267685.69    | 0.38%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc. (aka BMC Software, Inc.)                           | Boxer Parent Company Inc. (aka BMC Software, Inc.) 2021 Replacement Dollar Term Loan                                                              | CUSIP: 000000000<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     57099 | PA      | $56035.40     | 0.08%             | 2025-10-02      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                      | Global Partners LP / GLP Finance Corp                                                                                                             | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $90534.54     | 0.13%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                        | Genesis Energy LP / Genesis Energy Finance Corp                                                                                                   | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $27110.92     | 0.04%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                                            | Triumph Group Inc                                                                                                                                 | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    258000 | PA      | $249391.84    | 0.36%             | 2024-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BELDEN INC                                                                   | Belden Inc                                                                                                                                        | CUSIP: 000000000<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | DBT              | CORP              | US        |    153000 | PA      | $141459.47    | 0.20%             | 2031-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                | DISH DBS Corp                                                                                                                                     | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218000 | PA      | $187840.51    | 0.27%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                     | MPH Acquisition Holdings LLC                                                                                                                      | CUSIP: 553283AC6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    312000 | PA      | $226598.79    | 0.32%             | 2028-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIAT                                                     | BCPE Ulysses Intermediate Inc                                                                                                                     | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $20905.38     | 0.03%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                                                     | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc                                                                  | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $141283.16    | 0.20%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                | TransDigm Inc                                                                                                                                     | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78014.66     | 0.11%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                     | Dana Inc                                                                                                                                          | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16958.05     | 0.02%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                 | PetSmart LLC Initial Term Loan                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78800 | PA      | $78160.14     | 0.11%             | 2028-02-11      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                | DISH DBS Corp                                                                                                                                     | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $81204.20     | 0.12%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verscend Holding Corp.                                                       | Verscend Holding Corp. Term B-1 Loan                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25783 | PA      | $25709.69     | 0.04%             | 2025-08-27      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                                               | LSB Industries Inc                                                                                                                                | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |     52000 | PA      | $46855.83     | 0.07%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                         | Garda World Security Corp                                                                                                                         | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    151000 | PA      | $138167.35    | 0.20%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                     | Lloyds Banking Group PLC                                                                                                                          | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $227947.80    | 0.33%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                                                              | TripAdvisor Inc                                                                                                                                   | CUSIP: 896945AA0<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27122.90     | 0.04%             | 2025-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                              | Lamb Weston Holdings Inc                                                                                                                          | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16445.88     | 0.02%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                                                       | Millennium Escrow Corp                                                                                                                            | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $93139.47     | 0.13%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONAL, INC                                               | MONITRONICS INTERNATIONAL, INC                                                                                                                    | CUSIP: 609ESCAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $0.00         | 0.00%             | 2023-04-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| GRAY ESCROW II INC                                                           | Gray Escrow II Inc                                                                                                                                | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    338000 | PA      | $259948.69    | 0.37%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Industries Holdings Ltd                                                      | Industries Holdings Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21027 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| STUDIO CITY CO LTD                                                           | Studio City Co Ltd                                                                                                                                | CUSIP: 86400GAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    200000 | PA      | $193000.00    | 0.28%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                            | Post Holdings Inc                                                                                                                                 | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     58000 | PA      | $51041.67     | 0.07%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                         | BAT International Finance PLC                                                                                                                     | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    116000 | PA      | $110810.12    | 0.16%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                  | Vistra Corp                                                                                                                                       | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28405.08     | 0.04%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                           | Viking Cruises Ltd                                                                                                                                | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     16000 | PA      | $13644.01     | 0.02%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                     | Graphic Packaging International LLC                                                                                                               | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     23000 | PA      | $20072.12     | 0.03%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| National CineMedia LLC                                                       | National CineMedia LLC                                                                                                                            | CUSIP: 63530QAH2<br>LEI: 7LJEQIVQVLNGS4X6T547 | Long             | DBT              | CORP              | US        |     20696 | PA      | $466.69       | 0.00%             | 2026-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                                                     | CVR Partners LP / CVR Nitrogen Finance Corp                                                                                                       | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $26334.96     | 0.04%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                                           | Vivion Investments Sarl                                                                                                                           | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              |  | LU        |    100000 | PA      | $91597.44     | 0.13%             | 2024-08-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                      | Gulfport Energy Corp                                                                                                                              | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |     28887 | PA      | $28655.44     | 0.04%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                      | Crescent Energy Finance LLC                                                                                                                       | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     89000 | PA      | $85417.94     | 0.12%             | 2026-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS                                                       | Mueller Water Products Inc                                                                                                                        | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11607.31     | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                  | Caesars Entertainment, Inc. Term Loan B                                                                                                           | CUSIP: 000000000<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     10000 | PA      | $9986.10      | 0.01%             | 2030-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                        | Civitas Resources Inc                                                                                                                             | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54292.32     | 0.08%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECO MATERIAL TECH INC                                                        | Eco Material Technologies Inc                                                                                                                     | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $97254.95     | 0.14%             | 2027-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                               | GoTo Group Inc                                                                                                                                    | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    148000 | PA      | $74552.42     | 0.11%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                         | Freeport-McMoRan Inc                                                                                                                              | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    104000 | PA      | $103167.46    | 0.15%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KOBE US MIDCO 2 INC                                                          | Kobe US Midco 2 Inc                                                                                                                               | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $71697.22     | 0.10%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                                               | PDC Energy Inc                                                                                                                                    | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49320.57     | 0.07%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                                | CommScope Inc                                                                                                                                     | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    128000 | PA      | $122726.55    | 0.18%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | Newell Brands Inc                                                                                                                                 | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35189.00     | 0.05%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                             | Vmed O2 UK Financing I PLC                                                                                                                        | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $170301.44    | 0.24%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                      | Asbury Automotive Group Inc                                                                                                                       | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     99000 | PA      | $87472.23     | 0.13%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | Broadcom Inc                                                                                                                                      | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     63000 | PA      | $57539.24     | 0.08%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | Newell Brands Inc                                                                                                                                 | CUSIP: 651229BB1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11725.37     | 0.02%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen Inc                                                                 | JELD-WEN Inc                                                                                                                                      | CUSIP: 475795AC4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5309.59      | 0.01%             | 2025-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                     | Lindblad Expeditions LLC                                                                                                                          | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40145.69     | 0.06%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI                                                     | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op                                                                   | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $62565.08     | 0.09%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA Inc                                                           | Murphy Oil USA Inc                                                                                                                                | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |      2331 | PA      | $2288.91      | 0.00%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                                          | Boxer Parent Co Inc                                                                                                                               | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43711.03     | 0.06%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                        | Bausch Health Cos Inc                                                                                                                             | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $8950.41      | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                                                        | Foundation Building Materials Inc                                                                                                                 | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |     29000 | PA      | $23326.90     | 0.03%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                                 | Virtusa Corp                                                                                                                                      | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     37000 | PA      | $31088.46     | 0.04%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                          | General Electric Co                                                                                                                               | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     40120 | PA      | $39976.39     | 0.06%             | 2023-03-15      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                     | EQM Midstream Partners LP                                                                                                                         | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    119000 | PA      | $100802.20    | 0.14%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt PLC                                                             | Mallinckrodt PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300LMDE3RUP8Z3L60 | Long             | EC               | CORP              | IE        |        91 | NS      | $682.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                                        | Bath & Body Works Inc                                                                                                                             | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    117000 | PA      | $114328.93    | 0.16%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                         | Sonic Automotive Inc                                                                                                                              | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    115000 | PA      | $95647.24     | 0.14%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTURION BIDCO SPA                                                          | Centurion Bidco SpA                                                                                                                               | CUSIP: 000000000<br>LEI: 815600440B4998FCA515 | Long             | DBT              | CORP              | IT        |    141000 | PA      | $140021.47    | 0.20%             | 2026-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ESC GCB GULFPORT ENERG                                                       | ESC GCB GULFPORT ENERG                                                                                                                            | CUSIP: 402ESCAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $15.12        | 0.00%             | 2025-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                        | Hightower Holding LLC                                                                                                                             | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $9481.82      | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STERICYCLE INC                                                               | Stericycle Inc                                                                                                                                    | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48876.49     | 0.07%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                         | LifePoint Health Inc                                                                                                                              | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    424000 | PA      | $284071.65    | 0.41%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GARDEN SPINCO CORP                                                           | Garden Spinco Corp                                                                                                                                | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $88152.49     | 0.13%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                     | Discovery Communications LLC                                                                                                                      | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11026.62     | 0.02%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Presidio Holdings Inc.                                                       | Presidio Holdings Inc. Initial Term Loan (2020)                                                                                                   | CUSIP: 000000000<br>LEI: 549300W6QS2STYNT5D78 | Long             | LON              | CORP              | US        |     14869 | PA      | $14812.94     | 0.02%             | 2027-01-22      | Floating      | 8.33%                 | No            |                  3 | On Loan: No      |
| DISH NETWORK CORP                                                            | DISH Network Corp                                                                                                                                 | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     27000 | PA      | $17624.73     | 0.03%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MONITRONICS                                                                  | MONITRONICS                                                                                                                                       | CUSIP: 000000000<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | EC               | CORP              | US        |       262 | NS      | $39.30        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                       | Aviation Capital Group LLC                                                                                                                        | CUSIP: 05369AAF8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35333.92     | 0.05%             | 2024-01-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | IRS R02.33PUS3M 04/28/27 CITIBANK FIXED                                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4650000 | OU      | $-236467.19   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTN                                                             | AHP Health Partners Inc                                                                                                                           | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8219.28      | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                                                         | Rackspace Technology Global Inc                                                                                                                   | CUSIP: 750098AB1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    341000 | PA      | $205026.25    | 0.29%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                         | Sonic Automotive Inc                                                                                                                              | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    115000 | PA      | $91651.59     | 0.13%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ESC CB GULFPORT ENERGY                                                       | ESC CB GULFPORT ENERGY                                                                                                                            | CUSIP: 402ESCAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $2.52         | 0.00%             | 2023-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHROME BIDCO SASU                                                            | Chrome Bidco SASU                                                                                                                                 | CUSIP: 000000000<br>LEI: 9845000C1FYE89DC8677 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $180404.03    | 0.26%             | 2028-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SandRidge Energy Inc                                                         | SandRidge Energy Inc                                                                                                                              | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |         5 | NS      | $79.05        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | IRS RUS3MP02.25 09/02/25 JPMORGAN CHA FLOAT                                                                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2835000 | OU      | $132263.42    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                     | Venture Global Calcasieu Pass LLC                                                                                                                 | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     69000 | PA      | $61222.18     | 0.09%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WESCO INTERNATIONAL INC                                                      | WESCO International Inc                                                                                                                           | CUSIP: 95082P303<br>LEI: 529900TXOGREY3WNJ434 | Long             | EP               | CORP              | US        |      1425 | NS      | $38760.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                       | Telecom Italia Capital SA                                                                                                                         | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    175000 | PA      | $149099.68    | 0.21%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                                     | Compass Group Diversified Holdings LLC                                                                                                            | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49524.72     | 0.07%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MCLAREN FINANCE PLC                                                          | Mclaren Finance PLC                                                                                                                               | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $147335.82    | 0.21%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                     | Hilton Domestic Operating Co Inc                                                                                                                  | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16015.11     | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UGI INTERNATIONAL LLC                                                        | UGI International LLC                                                                                                                             | CUSIP: 000000000<br>LEI: 5493001JFF8MQO00ZQ21 | Long             | DBT              | CORP              | US        |    261000 | PA      | $230524.68    | 0.33%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP                                                                | Cedar Fair LP                                                                                                                                     | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13799.60     | 0.02%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                           | Ford Motor Co                                                                                                                                     | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    307000 | PA      | $301243.75    | 0.43%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                     | Univision Communications Inc                                                                                                                      | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147046.89    | 0.21%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                               | Transocean Inc                                                                                                                                    | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |       167 | PA      | $117.88       | 0.00%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                             | Gruenenthal GmbH                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $100063.83    | 0.14%             | 2026-11-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                            | Iron Mountain Inc                                                                                                                                 | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     69000 | PA      | $62367.15     | 0.09%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                            | Iron Mountain Inc                                                                                                                                 | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    198000 | PA      | $169739.22    | 0.24%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                      | Royal Caribbean Cruises Ltd                                                                                                                       | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     74000 | PA      | $79272.50     | 0.11%             | 2025-06-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                                               | ADLER Group SA                                                                                                                                    | CUSIP: 000000000<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | DBT              |  | LU        |    100000 | PA      | $44610.11     | 0.06%             | 2026-11-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CNG Holdings Inc                                                             | CNG Holdings Inc                                                                                                                                  | CUSIP: 12612DAH9<br>LEI: 5493007UWN8DW8ZWF476 | Long             | DBT              | CORP              | US        |     32000 | PA      | $27112.44     | 0.04%             | 2024-06-15      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                                     | Science Applications International Corp                                                                                                           | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14057.76     | 0.02%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                     | Ford Motor Credit Co LLC                                                                                                                          | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189496.78    | 0.27%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                                                 | Arconic Corp                                                                                                                                      | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19899.72     | 0.03%             | 2025-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                        | Bath & Body Works Inc                                                                                                                             | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    128000 | PA      | $117462.14    | 0.17%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                     | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                                   | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    160742 | PA      | $155611.91    | 0.22%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                                       | MGM China Holdings Ltd                                                                                                                            | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    221000 | PA      | $199176.25    | 0.29%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | Goldman Sachs Group Inc/The                                                                                                                       | CUSIP: 38148BAD0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45534.94     | 0.07%             | 2023-03-03      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                     | EnLink Midstream Partners LP                                                                                                                      | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11726.23     | 0.02%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                      | Global Partners LP / GLP Finance Corp                                                                                                             | CUSIP: 37954FAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20264.28     | 0.03%             | 2027-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                      | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                      | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $170697.39    | 0.24%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RP ESCROW ISSUER LLC                                                         | RP Escrow Issuer LLC                                                                                                                              | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    316000 | PA      | $257796.86    | 0.37%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                     | Performance Food Group Inc                                                                                                                        | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66904.93     | 0.10%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Veritas US Inc.                                                              | Veritas US Inc. Dollar Term B-2021 Loan                                                                                                           | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |     82665 | PA      | $55901.91     | 0.08%             | 2025-09-01      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                           | Seagate HDD Cayman                                                                                                                                | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    117000 | PA      | $103952.11    | 0.15%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                                                                    | Intrum AB                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $95366.10     | 0.14%             | 2026-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stars Group Holdings B.V.                                                    | Stars Group Holdings B.V. USD Term Loan                                                                                                           | CUSIP: 000000000<br>LEI: 549300RNFXC8F8RT6R13 | Long             | LON              | CORP              | NL        |      4053 | PA      | $4043.44      | 0.01%             | 2026-07-21      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                                      | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                                                                                  | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $173788.15    | 0.25%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                            | Service Corp International/US                                                                                                                     | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18575.85     | 0.03%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                                     | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                                                                                  | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     96458 | PA      | $98695.04     | 0.14%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                              | ZF Finance GmbH                                                                                                                                   | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $90162.47     | 0.13%             | 2028-05-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                      | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $168782.27    | 0.24%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                | Aircastle Ltd                                                                                                                                     | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      2000 | PA      | $1741.53      | 0.00%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                    | Block Inc                                                                                                                                         | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83902.20     | 0.12%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                             | AMC Networks Inc                                                                                                                                  | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    298000 | PA      | $182875.72    | 0.26%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                           | Ford Motor Co                                                                                                                                     | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    162000 | PA      | $128641.93    | 0.18%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                     | Occidental Petroleum Corp                                                                                                                         | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     42000 | PA      | $46466.66     | 0.07%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VIRGOLINO DE OLIVEIRA FI                                                     | Virgolino de Oliveira Finance SA                                                                                                                  | CUSIP: 92824BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     96161 | PA      | $9.62         | 0.00%             | 2018-01-28      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                        | Genesis Energy LP / Genesis Energy Finance Corp                                                                                                   | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $55284.15     | 0.08%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                         | SRS Distribution Inc                                                                                                                              | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16337.85     | 0.02%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                        | Playtika Holding Corp                                                                                                                             | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41541.59     | 0.06%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES & MARKET                                                     | Advantage Sales & Marketing Inc                                                                                                                   | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |    106000 | PA      | $80613.38     | 0.12%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                           | EXIDE TECHNOLOGIES                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12969 | PA      | $0.00         | 0.00%             | 2024-10-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                         | IHO Verwaltungs GmbH                                                                                                                              | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $97797.99     | 0.14%             | 2026-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                       | Sunoco LP / Sunoco Finance Corp                                                                                                                   | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15684.08     | 0.02%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BMC Software, Inc.                                                           | BMC Software, Inc. 2nd Lien Term Loan                                                                                                             | CUSIP: 000000000<br>LEI: 549300TEWK6ENMZQLF18 | Long             | LON              | CORP              | US        |     50000 | PA      | $47000.00     | 0.07%             | 2026-02-27      | Floating      | 10.07%                | No            |                  3 | On Loan: No      |
| Milano Acquisition Corp.                                                     | Milano Acquisition Corp. Term Loan B                                                                                                              | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     39200 | PA      | $38216.86     | 0.05%             | 2027-10-01      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TransDigm Inc                                                                                                                                     | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62256.63     | 0.09%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                      | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $200921.04    | 0.29%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                           | Kontoor Brands Inc                                                                                                                                | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |     72000 | PA      | $62197.30     | 0.09%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                     | Amentum Government Services Holdings LLC Initial Term Loan (First Lien)                                                                           | CUSIP: 000000000<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |     19500 | PA      | $19288.82     | 0.03%             | 2027-01-29      | Floating      | 8.57%                 | No            |                  3 | On Loan: No      |
| ATLANTIA SPA                                                                 | Atlantia SpA                                                                                                                                      | CUSIP: 000000000<br>LEI: 8156008DEC771409C487 | Long             | DBT              | CORP              | IT        |    153000 | PA      | $143382.51    | 0.21%             | 2028-02-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US Radiology Specialists, Inc.                                               | US Radiology Specialists, Inc. Closing Date Term Loan                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     88432 | PA      | $84286.96     | 0.12%             | 2027-12-15      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                 | Navient Corp                                                                                                                                      | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114742.50    | 0.16%             | 2024-03-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT                                                      | Six Flags Entertainment Corp                                                                                                                      | CUSIP: 83001AAB8<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |    117000 | PA      | $114499.19    | 0.16%             | 2024-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                     | Western Midstream Operating LP                                                                                                                    | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     26000 | PA      | $22865.59     | 0.03%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                       | Sable International Finance Ltd                                                                                                                   | CUSIP: 785712AG5<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    180000 | PA      | $172050.22    | 0.25%             | 2027-09-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                      | Gulfport Energy Corp                                                                                                                              | CUSIP: 402635601<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EP               | CORP              | US        |         4 | NS      | $18400.00     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| ERP IRON ORE LLC                                                             | ERP IRON ORE LLC                                                                                                                                  | CUSIP: 26886EAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4995 | PA      | $3331.94      | 0.00%             | 2019-12-31      | Floating      | 9.03%                 | No            |                  3 | On Loan: No      |
| Verscend Escrow Corp                                                         | Verscend Escrow Corp                                                                                                                              | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $137612.16    | 0.20%             | 2026-08-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ADAMS HOMES INC                                                              | Adams Homes Inc                                                                                                                                   | CUSIP: 00623PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $35372.44     | 0.05%             | 2025-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                                  | Staples Inc                                                                                                                                       | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     61000 | PA      | $46214.09     | 0.07%             | 2027-04-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ESC CB GULFPORT ENERGY                                                       | ESC CB GULFPORT ENERGY                                                                                                                            | CUSIP: 402ESCAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $18.90        | 0.00%             | 2026-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                         | ZF Europe Finance BV                                                                                                                              | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $178732.41    | 0.26%             | 2029-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | Newell Brands Inc                                                                                                                                 | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35482.05     | 0.05%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                          | Charles Schwab Corp/The                                                                                                                           | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19912.62     | 0.03%             | 2025-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                             | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346000 | PA      | $298443.51    | 0.43%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                           | Regal Rexnord Corp                                                                                                                                | CUSIP: 758750AF0<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32770.00     | 0.05%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                 | Navient Corp                                                                                                                                      | CUSIP: 63938CAE8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35149.02     | 0.05%             | 2023-09-25      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                   | Elastic NV                                                                                                                                        | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     17000 | PA      | $14519.03     | 0.02%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                                                     | Moss Creek Resources Holdings Inc                                                                                                                 | CUSIP: 61965RAB1<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46624.93     | 0.07%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Murphy Oil Corp                                                              | Murphy Oil Corp                                                                                                                                   | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     20981 | PA      | $17205.22     | 0.02%             | 2042-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                                     | Primo Water Holdings Inc                                                                                                                          | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |     29000 | PA      | $25337.53     | 0.04%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED EUR / SOLD USD                                                                                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |         1 | NC      | $-121.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                         | Pilgrim's Pride Corp                                                                                                                              | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    136000 | PA      | $134892.16    | 0.19%             | 2027-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection, LLC (fka Caesars Growth Properties Holdings, LLC) | Caesars Resort Collection, LLC (fka Caesars Growth Properties Holdings, LLC) Term B Loan                                                          | CUSIP: 000000000<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |     28211 | PA      | $28173.56     | 0.04%             | 2024-12-23      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                             | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                       | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $48720.25     | 0.07%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                          | Medline Borrower LP                                                                                                                               | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    425000 | PA      | $356669.48    | 0.51%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                                                      | Legacy LifePoint Health LLC                                                                                                                       | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $99408.25     | 0.14%             | 2025-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                        | Level 3 Financing Inc                                                                                                                             | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    180000 | PA      | $131743.25    | 0.19%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                     | MPH Acquisition Holdings LLC                                                                                                                      | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    193000 | PA      | $160317.97    | 0.23%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                        | Bausch Health Cos Inc                                                                                                                             | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    196000 | PA      | $125814.70    | 0.18%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                        | Ahead DB Holdings LLC                                                                                                                             | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     37000 | PA      | $31280.45     | 0.04%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                      | Royal Caribbean Cruises Ltd                                                                                                                       | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     91000 | PA      | $78760.50     | 0.11%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                      | Macy's Retail Holdings LLC                                                                                                                        | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $165217.64    | 0.24%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                     | CHS/Community Health Systems Inc                                                                                                                  | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15046.00     | 0.02%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                                              | Sealed Air Corp                                                                                                                                   | CUSIP: 81211KAX8<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32835.28     | 0.05%             | 2025-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.)          | iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.) New Term Loan                                                                 | CUSIP: 000000000<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |     17742 | PA      | $17446.19     | 0.02%             | 2026-05-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                                                     | SCIL IV LLC / SCIL USA Holdings LLC                                                                                                               | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    431000 | PA      | $397684.68    | 0.57%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                                | Peraton Corp. Term B Loan (First Lien)                                                                                                            | CUSIP: 000000000<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     32490 | PA      | $32287.39     | 0.05%             | 2028-02-01      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                                                        | Shea Homes LP / Shea Homes Funding Corp                                                                                                           | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $17434.31     | 0.02%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                                   | Sprint LLC                                                                                                                                        | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     73000 | PA      | $74083.46     | 0.11%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                             | Fannie Mae Connecticut Avenue Securities                                                                                                          | CUSIP: 30711XAD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4184 | PA      | $4301.37      | 0.01%             | 2024-01-25      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                  | Netflix Inc                                                                                                                                       | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    286000 | PA      | $285757.51    | 0.41%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                                                      | Titan International Inc                                                                                                                           | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18198.63     | 0.03%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                          | NCL Corp Ltd                                                                                                                                      | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     79000 | PA      | $74162.36     | 0.11%             | 2024-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ACProducts Holdings, Inc.                                                    | ACProducts Holdings, Inc. Initial Term Loan                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     97515 | PA      | $78388.41     | 0.11%             | 2028-05-17      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                     | Prudential Financial Inc                                                                                                                          | CUSIP: 744320AN2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19609.12     | 0.03%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                                     | SeaWorld Parks & Entertainment Inc                                                                                                                | CUSIP: 81282UAC6<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33873.59     | 0.05%             | 2025-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                         | Enel Finance International NV                                                                                                                     | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $224529.88    | 0.32%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                                     | Graham Packaging Co Inc                                                                                                                           | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    119000 | PA      | $104536.15    | 0.15%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                     | Occidental Petroleum Corp                                                                                                                         | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     42000 | PA      | $49393.10     | 0.07%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Denbury Inc                                                                  | Denbury Inc                                                                                                                                       | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |       339 | NS      | $29418.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                     | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                                              | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3010.17      | 0.00%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Equiniti Group PLC                                                           | Equiniti Group PLC Term Loan B (USD)                                                                                                              | CUSIP: 000000000<br>LEI: 5493003SHB5VLXWFOS15 | Long             | LON              | CORP              | GB        |     29700 | PA      | $29650.40     | 0.04%             | 2028-12-11      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                                                        | Grifols Escrow Issuer SA                                                                                                                          | CUSIP: 000000000<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $92220.93     | 0.13%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                       | WESCO Distribution Inc                                                                                                                            | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14222.70     | 0.02%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                             | Gruenenthal GmbH                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |    239000 | PA      | $236444.25    | 0.34%             | 2028-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                            | CF Industries Inc                                                                                                                                 | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22720.98     | 0.03%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AVIATION FIN                                                      | Castlelake Aviation Finance DAC                                                                                                                   | CUSIP: 14856HAA6<br>LEI: 2138006F7SMD1COVC345 | Long             | DBT              | CORP              | IE        |     98000 | PA      | $89359.35     | 0.13%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding, Inc.                                    | Crown Subsea Communications Holding, Inc. Term Loan                                                                                               | CUSIP: 000000000<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |     56096 | PA      | $55801.39     | 0.08%             | 2027-04-27      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                                     | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                                                | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $23353.55     | 0.03%             | 2025-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                   | Carvana Co                                                                                                                                        | CUSIP: 146869AF9<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     39000 | PA      | $17551.32     | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                            | Marathon Oil Corp                                                                                                                                 | CUSIP: 565849AB2<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |     34000 | PA      | $36521.21     | 0.05%             | 2032-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                     | Diversified Healthcare Trust                                                                                                                      | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              |  | US        |     55000 | PA      | $33485.54     | 0.05%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Parkway Generation, LLC                                                      | Parkway Generation, LLC Term Loan C                                                                                                               | CUSIP: 000000000<br>LEI: 254900ATQHHVKF65MT32 | Long             | LON              | CORP              | US        |     14794 | PA      | $14546.49     | 0.02%             | 2029-02-18      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                            | Newell Brands Inc                                                                                                                                 | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22481.18     | 0.03%             | 2046-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                   | Mattel Inc                                                                                                                                        | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     78000 | PA      | $72962.33     | 0.10%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                                                     | Installed Building Products Inc                                                                                                                   | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36868.13     | 0.05%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                        | Genesis Energy LP / Genesis Energy Finance Corp                                                                                                   | CUSIP: 37185LAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6705.48      | 0.01%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                     | iHeartCommunications Inc                                                                                                                          | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    118000 | PA      | $100960.91    | 0.14%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                                      | International Game Technology PLC                                                                                                                 | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190343.21    | 0.27%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                      | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                              | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $140453.69    | 0.20%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | IRS RUS3MP01.63 02/16/26 BANK OF AMER FLOAT                                                                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    651000 | OU      | $46314.56     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                       | United States Treasury Note/Bond                                                                                                                  | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1578000 | PA      | $1601670.00   | 2.29%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                       | VICI Properties LP / VICI Note Co Inc                                                                                                             | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     59000 | PA      | $58719.44     | 0.08%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                       | Credit Suisse Group AG                                                                                                                            | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $150609.53    | 0.22%             | 2027-02-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                                                     | Nexstar Media Inc                                                                                                                                 | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     76000 | PA      | $72403.89     | 0.10%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                        | Tenet Healthcare Corp                                                                                                                             | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    131000 | PA      | $122001.38    | 0.17%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                             | MGM Resorts International                                                                                                                         | CUSIP: 552953CC3<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33017.52     | 0.05%             | 2023-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                          | Travel + Leisure Co                                                                                                                               | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    249000 | PA      | $247171.36    | 0.35%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HOVNANIAN ENTERPRISES                                                        | Hovnanian Enterprises Inc                                                                                                                         | CUSIP: 442487112<br>LEI: 549300805N4EF0ROBT53 | Long             | EP               | CORP              | US        |       490 | NS      | $9506.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                                        | Bath & Body Works Inc                                                                                                                             | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17243.83     | 0.02%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                 | GS Mortgage Securities Trust 2014-GC18                                                                                                            | CUSIP: 36252RAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11654 | PA      | $4370.07      | 0.01%             | 2047-01-10      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                         | Taylor Morrison Communities Inc                                                                                                                   | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     61000 | PA      | $55759.89     | 0.08%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S A                                                | INTELSAT JACKSON HOLDINGS S A                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |       201 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DAVITA INC                                                                   | DaVita Inc                                                                                                                                        | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    212000 | PA      | $178604.13    | 0.26%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                                       | TK Elevator Midco GmbH                                                                                                                            | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $98429.22     | 0.14%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                           | Ford Motor Co                                                                                                                                     | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     43000 | PA      | $33582.64     | 0.05%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                            | Post Holdings Inc                                                                                                                                 | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92784.20     | 0.13%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MedAssets Software Intermediate Holdings, Inc.                               | MedAssets Software Intermediate Holdings, Inc. Term Loan (Second Lien)                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $34187.50     | 0.05%             | 2029-12-17      | Floating      | 11.32%                | No            |                  3 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                      | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $101743.78    | 0.15%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                          | Travel + Leisure Co                                                                                                                               | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10274.67     | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                   | Carvana Co                                                                                                                                        | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    114000 | PA      | $49640.40     | 0.07%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                        | Continental Resources Inc/OK                                                                                                                      | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27485.69     | 0.04%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                     | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                                   | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    182800 | PA      | $179272.55    | 0.26%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                            | Imola Merger Corp                                                                                                                                 | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $34813.97     | 0.05%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                             | CDX 137BERAF4 03.000 SP 05/11/2063 DEUTSCHE BAN LONG                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |    155872 | OU      | $-37643.15    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC Holdings LLC                                                                                                                                  | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    208000 | PA      | $145083.33    | 0.21%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                            | Clean Harbors Inc                                                                                                                                 | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69270.32     | 0.10%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                     | Allison Transmission Inc                                                                                                                          | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    108000 | PA      | $104017.83    | 0.15%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                     | Hess Midstream Operations LP                                                                                                                      | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $14902.13     | 0.02%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                        | Tenet Healthcare Corp                                                                                                                             | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    149000 | PA      | $144722.22    | 0.21%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                  | Vistra Operations Co LLC                                                                                                                          | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     78000 | PA      | $75987.98     | 0.11%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                      | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $41644.50     | 0.06%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                       | Aviation Capital Group LLC                                                                                                                        | CUSIP: 05369AAD3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15093.82     | 0.02%             | 2025-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                     | Republic of South Africa Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    282590 | PA      | $16243.16     | 0.02%             | 2023-02-28      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                       | Toll Brothers Finance Corp                                                                                                                        | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93073 | PA      | $90759.28     | 0.13%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                     | Sensata Technologies Inc                                                                                                                          | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    102000 | PA      | $87071.03     | 0.12%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Granite US Holdings Corporation                                              | Granite US Holdings Corporation Replacement Term B Loan                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54236 | PA      | $54151.25     | 0.08%             | 2026-09-30      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                                            | Stonegate Pub Co Financing 2019 PLC                                                                                                               | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |    113000 | PA      | $129270.88    | 0.19%             | 2025-07-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                                         | Aramark Services Inc                                                                                                                              | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    152000 | PA      | $143399.90    | 0.21%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                | Univision Communications Inc. 2017 Replacement Repriced First-Lien Term Loan                                                                      | CUSIP: 000000000<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |      9920 | PA      | $9904.14      | 0.01%             | 2024-03-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                                     | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                                                       | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $170812.17    | 0.24%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                             | Vail Resorts Inc                                                                                                                                  | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28155.53     | 0.04%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                                | Boyne USA Inc                                                                                                                                     | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $23567.64     | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXIDE COMMON STOCK                                                           | EXIDE COMMON STOCK                                                                                                                                | CUSIP: 000000000<br>LEI: 335800X6SNGIZCBA9V34 | Long             | EC               | CORP              | US        |         7 | NS      | $2450.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UNITED GROUP BV                                                              | United Group BV                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    394000 | PA      | $341789.80    | 0.49%             | 2027-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                                                     | Radiate Holdco LLC / Radiate Finance Inc                                                                                                          | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    214000 | PA      | $163920.32    | 0.23%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                            | INEOS Finance PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    178000 | PA      | $174158.70    | 0.25%             | 2026-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                      | Frontier Communications Holdings LLC                                                                                                              | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $36852.16     | 0.05%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                             | Cinemark USA Inc                                                                                                                                  | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    151000 | PA      | $123827.40    | 0.18%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Apex Tool Group, LLC                                                         | Apex Tool Group, LLC Initial Term Loan (First Lien)                                                                                               | CUSIP: 000000000<br>LEI: 549300LWC59TPOM4ZR02 | Long             | LON              | CORP              | US        |     44678 | PA      | $38954.01     | 0.06%             | 2029-02-08      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                                     | Hughes Satellite Systems Corp                                                                                                                     | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $157589.43    | 0.23%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                       | WESCO Distribution Inc                                                                                                                            | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    107000 | PA      | $110050.90    | 0.16%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | Citigroup Inc                                                                                                                                     | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     46000 | PA      | $41112.44     | 0.06%             | 2026-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GUALA CLOSURES S                                                             | Guala Closures SpA                                                                                                                                | CUSIP: 000000000<br>LEI: 81560014151D1C625F49 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $187732.07    | 0.27%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                          | Intesa Sanpaolo SpA                                                                                                                               | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    350000 | PA      | $361148.96    | 0.52%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                         | Howmet Aerospace Inc                                                                                                                              | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4069.01      | 0.01%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                                                      | Legacy LifePoint Health LLC                                                                                                                       | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $93544.71     | 0.13%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                     | Prime Security Services Borrower LLC / Prime Finance Inc                                                                                          | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $93418.24     | 0.13%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                 | Embecta Corp                                                                                                                                      | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    197000 | PA      | $162231.91    | 0.23%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                         | WR Grace Holdings LLC                                                                                                                             | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    261000 | PA      | $217404.19    | 0.31%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                                  | Staples Inc                                                                                                                                       | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    206000 | PA      | $182887.53    | 0.26%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                       | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                      | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $63678.21     | 0.09%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                     | Occidental Petroleum Corp                                                                                                                         | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     46000 | PA      | $48088.10     | 0.07%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                             | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95159.10     | 0.14%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORR COMM/HLDGS                                                       | Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc                                                                                 | CUSIP: 877249AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     17484 | PA      | $17416.85     | 0.02%             | 2024-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vantage Drilling International                                               | Vantage Drilling International                                                                                                                    | CUSIP: 000000000<br>LEI: 549300T9QN1134QR7185 | Long             | EC               | CORP              | KY        |       118 | NS      | $1652.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                     | Perrigo Finance Unlimited Co                                                                                                                      | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    219000 | PA      | $191778.36    | 0.27%             | 2030-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Westrock Co                                                                  | Westrock Co                                                                                                                                       | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |         6 | NS      | $235.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                      | Macy's Retail Holdings LLC                                                                                                                        | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $33152.08     | 0.05%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                                                       | Southwestern Energy Co                                                                                                                            | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31750.10     | 0.05%             | 2025-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                             | Lamar Media Corp                                                                                                                                  | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7565.86      | 0.01%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                      | New Fortress Energy Inc                                                                                                                           | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $73870.92     | 0.11%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                        | Element Solutions Inc                                                                                                                             | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97277.71     | 0.14%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                          | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                                              | CUSIP: 3137G0CH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20684 | PA      | $21226.65     | 0.03%             | 2024-09-25      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                                                        | Emergent BioSolutions Inc                                                                                                                         | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    122000 | PA      | $52994.10     | 0.08%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                                      | Summer BC Holdco B SARL                                                                                                                           | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $97832.76     | 0.14%             | 2026-10-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                        | Genesis Energy LP / Genesis Energy Finance Corp                                                                                                   | CUSIP: 37185LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $23586.54     | 0.03%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                             | Deutsche Bank AG/New York NY                                                                                                                      | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    160000 | PA      | $168059.64    | 0.24%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                | DISH DBS Corp                                                                                                                                     | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $51044.59     | 0.07%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                     | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                                             | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     45000 | PA      | $43758.45     | 0.06%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                                            | Levi Strauss & Co                                                                                                                                 | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |     71000 | PA      | $60013.95     | 0.09%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MONITCHEM HOLDCO 3 S.A.                                                      | Monitchem HoldCo 3 SA                                                                                                                             | CUSIP: 000000000<br>LEI: 222100SJHJ1CNJMSW162 | Long             | DBT              | CORP              | LU        |    207000 | PA      | $218288.84    | 0.31%             | 2025-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                             | MDC Holdings Inc                                                                                                                                  | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     86842 | PA      | $77024.07     | 0.11%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI                                                     | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op                                                                   | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $22256.68     | 0.03%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                                                      | Penske Automotive Group Inc                                                                                                                       | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67965.02     | 0.10%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EDCON LTD /EUR/                                                              | EDCON LTD /EUR/                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800EBU4N5O7DU7A55 | Long             | EC               | CORP              | GB        |      8218 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                     | Elanco Animal Health Inc                                                                                                                          | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    141000 | PA      | $138514.50    | 0.20%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | Citigroup Inc                                                                                                                                     | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16789.29     | 0.02%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                                        | Bank of Ireland Group PLC                                                                                                                         | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $202279.31    | 0.29%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                                     | SeaWorld Parks & Entertainment Inc                                                                                                                | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    121000 | PA      | $109836.48    | 0.16%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Berry Corp                                                                   | Berry Corp                                                                                                                                        | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2975 | NS      | $27370.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                          | Citigroup Commercial Mortgage Trust 2014-GC23                                                                                                     | CUSIP: 17322VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14570 | PA      | $13173.78     | 0.02%             | 2047-07-10      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                                     | NFP Corp                                                                                                                                          | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9543.35      | 0.01%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                     | Ford Motor Credit Co LLC                                                                                                                          | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    206000 | PA      | $216036.98    | 0.31%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                       | DIRECTV Financing, LLC Term Loan                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53250 | PA      | $52290.44     | 0.07%             | 2027-08-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                             | Societe Generale SA                                                                                                                               | CUSIP: 83368JFA3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      3000 | PA      | $3035.59      | 0.00%             | 2025-09-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                        | Bath & Body Works Inc                                                                                                                             | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     48000 | PA      | $43396.99     | 0.06%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                        | Antero Resources Corp                                                                                                                             | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3073.00      | 0.00%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                                                     | Scientific Games International Inc                                                                                                                | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8925.02      | 0.01%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                      | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                              | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $20689.94     | 0.03%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                | Aircastle Ltd                                                                                                                                     | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     31000 | PA      | $25438.84     | 0.04%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                     | Jaguar Land Rover Automotive PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $110366.68    | 0.16%             | 2026-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                    | Hess Corp                                                                                                                                         | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     36000 | PA      | $40368.65     | 0.06%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                             | Garda World Security Corporation Term B-2 Loan                                                                                                    | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |     57833 | PA      | $57514.99     | 0.08%             | 2026-10-30      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC Holdings PLC                                                                                                                                 | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    203000 | PA      | $187143.67    | 0.27%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY COR                                                     | Garda World Security Corp                                                                                                                         | CUSIP: 36257BAA7<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     71000 | PA      | $70434.22     | 0.10%             | 2027-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                       | AmeriGas Partners LP / AmeriGas Finance Corp                                                                                                      | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13194.12     | 0.02%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED EUR / SOLD USD                                                                                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |         1 | NC      | $2709.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                     | Prime Security Services Borrower LLC / Prime Finance Inc                                                                                          | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $160260.88    | 0.23%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                     | Clarios Global LP / Clarios US Finance Co                                                                                                         | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $58823.41     | 0.08%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                       | FMG Resources August 2006 Pty Ltd                                                                                                                 | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    145000 | PA      | $127948.78    | 0.18%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                        | Tenet Healthcare Corp                                                                                                                             | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    153000 | PA      | $136170.50    | 0.20%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                               | Constellium SE                                                                                                                                    | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    166000 | PA      | $149534.25    | 0.21%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Stevens Holding Co Inc                                                       | Stevens Holding Co Inc                                                                                                                            | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20295.79     | 0.03%             | 2026-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Transocean Phoenix 2 Ltd                                                     | Transocean Phoenix 2 Ltd                                                                                                                          | CUSIP: 893828AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     20400 | PA      | $20676.71     | 0.03%             | 2024-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                                               | ARD Finance SA                                                                                                                                    | CUSIP: 000000000<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    120000 | PA      | $98514.05     | 0.14%             | 2027-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                                               | William Carter Co/The                                                                                                                             | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36101.51     | 0.05%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                     | EQM Midstream Partners LP                                                                                                                         | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56990.62     | 0.08%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd                                                               | VOC Escrow Ltd                                                                                                                                    | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    241000 | PA      | $212097.53    | 0.30%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                               | Sabre GLBL Inc                                                                                                                                    | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    101000 | PA      | $99802.35     | 0.14%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY BUYER INC                                                        | CD&R Smokey Buyer Inc                                                                                                                             | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $70766.87     | 0.10%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                               | Bombardier Inc                                                                                                                                    | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    173000 | PA      | $172997.44    | 0.25%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                           | Mattamy Group Corp                                                                                                                                | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    288000 | PA      | $243108.66    | 0.35%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                      | MPT Operating Partnership LP / MPT Finance Corp                                                                                                   | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |    314000 | PA      | $221232.90    | 0.32%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                                                        | WASH Multifamily Acquisition Inc                                                                                                                  | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15737.71     | 0.02%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enova International Inc                                                      | Enova International Inc                                                                                                                           | CUSIP: 29357KAF0<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    131000 | PA      | $124628.50    | 0.18%             | 2025-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                        | Continental Resources Inc/OK                                                                                                                      | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12752.84     | 0.02%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DIAMOND OFFSHORE DRILLING INC                                                | DIAMOND OFFSHORE DRILLING INC                                                                                                                     | CUSIP: 25271C300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1142 | NS      | $13087.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apache Corp                                                                  | Apache Corp                                                                                                                                       | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    326000 | PA      | $284340.27    | 0.41%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                                                     | Encino Acquisition Partners Holdings LLC                                                                                                          | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |     86000 | PA      | $80671.89     | 0.12%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                            | Clean Harbors Inc                                                                                                                                 | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10583.48     | 0.02%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                       | Comstock Resources Inc                                                                                                                            | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     58000 | PA      | $53436.87     | 0.08%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                                 | ADT Security Corp/The                                                                                                                             | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77784.08     | 0.11%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP VI                                                       | Crown Americas LLC / Crown Americas Capital Corp VI                                                                                               | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6830.28      | 0.01%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD MXN                                                                                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $25.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                       | Acrisure LLC / Acrisure Finance Inc                                                                                                               | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $15671.37     | 0.02%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                                            | Motion Finco Sarl                                                                                                                                 | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |    132000 | PA      | $145165.73    | 0.21%             | 2025-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                                                                                                  | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $146108.55    | 0.21%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                  | CDX 137BEMAE8 05.000 SP 05/11/2063 GOLDMAN SAC LONG                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |    111352 | OU      | $-41025.07    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMMIT MID HLDS LLC / FI                                                     | Summit Midstream Holdings LLC / Summit Midstream Finance Corp                                                                                     | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $145982.01    | 0.21%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                                                | APX Group Inc                                                                                                                                     | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |     44000 | PA      | $38106.58     | 0.05%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                       | United States Treasury Note/Bond                                                                                                                  | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    488400 | PA      | $540445.13    | 0.77%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                                                            | PROG Holdings Inc                                                                                                                                 | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |     32000 | PA      | $27120.48     | 0.04%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                     | CHS/Community Health Systems Inc                                                                                                                  | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    498000 | PA      | $401379.22    | 0.57%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                               | Bombardier Inc                                                                                                                                    | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2848.03      | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                     | Charles River Laboratories International Inc                                                                                                      | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37489.57     | 0.05%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                        | Level 3 Financing Inc                                                                                                                             | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    134000 | PA      | $106158.34    | 0.15%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                         | Clear Channel Outdoor Holdings, Inc. Term B Loan                                                                                                  | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11610 | PA      | $11024.04     | 0.02%             | 2026-08-21      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                     | MSCI Inc                                                                                                                                          | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22796.48     | 0.03%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                | PURCHASED USD / SOLD EUR                                                                                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-463.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                               | Var Energi ASA                                                                                                                                    | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $216903.82    | 0.31%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp. (aka Arby's / Buffalo Wild Wings)                          | IRB Holding Corp. (aka Arby's / Buffalo Wild Wings) 2020 Replacement Term B Loan                                                                  | CUSIP: 000000000<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      5953 | PA      | $5939.10      | 0.01%             | 2025-02-05      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                     | Diversified Healthcare Trust                                                                                                                      | CUSIP: 25525PAA5<br>LEI: N/A                  | Long             | DBT              |  | US        |     46000 | PA      | $45143.40     | 0.06%             | 2025-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDING INC                                                         | Presidio Holdings Inc                                                                                                                             | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $185564.64    | 0.27%             | 2028-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Triumph Group Inc                                                            | Triumph Group Inc                                                                                                                                 | CUSIP: 896818AP6<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     23000 | PA      | $19567.32     | 0.03%             | 2025-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Dealer Tire Financial, LLC                                                   | Dealer Tire Financial, LLC Term B-2 Loan                                                                                                          | CUSIP: 000000000<br>LEI: 549300XTS06OMOCRSE50 | Long             | LON              | CORP              | US        |     19450 | PA      | $19443.97     | 0.03%             | 2027-12-14      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                       | Playtika Holding Corp. Term B-1 Loan                                                                                                              | CUSIP: 000000000<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |     58950 | PA      | $58374.06     | 0.08%             | 2028-03-13      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| GIP II Blue Holding, L.P.                                                    | GIP II Blue Holding, L.P. Initial Term Loan                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    201890 | PA      | $201447.49    | 0.29%             | 2028-09-29      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                               | Var Energi ASA                                                                                                                                    | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $210140.34    | 0.30%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                    | Ball Corp                                                                                                                                         | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    182000 | PA      | $149545.83    | 0.21%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                           | CNX Resources Corp                                                                                                                                | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34193.99     | 0.05%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                            | Xerox Corp                                                                                                                                        | CUSIP: 984121CQ4<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1992.65      | 0.00%             | 2023-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing Inc.                                             | Advantage Sales & Marketing Inc. Term B-1 Loan (First Lien)                                                                                       | CUSIP: 000000000<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |     37240 | PA      | $31037.31     | 0.04%             | 2027-10-28      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | Barclays PLC                                                                                                                                      | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200586.02    | 0.29%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                       | Radiology Partners Inc                                                                                                                            | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      6000 | PA      | $3629.37      | 0.01%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                       | AthenaHealth Group Inc                                                                                                                            | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     42000 | PA      | $34660.66     | 0.05%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                          | NuStar Logistics LP                                                                                                                               | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16380.11     | 0.02%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                     | Occidental Petroleum Corp                                                                                                                         | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    272000 | PA      | $274954.55    | 0.39%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                          | Sirius XM Radio Inc                                                                                                                               | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22502.79     | 0.03%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                                       | Bausch Health Americas Inc                                                                                                                        | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     59000 | PA      | $31115.05     | 0.04%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | Service Properties Trust                                                                                                                          | CUSIP: 44106MAR3<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     25000 | PA      | $24843.55     | 0.04%             | 2023-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                         | CITGO Petroleum Corp                                                                                                                              | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15686.41     | 0.02%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                             | Altice France SA/France                                                                                                                           | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $85289.42     | 0.12%             | 2028-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                          | Coinbase Global Inc                                                                                                                               | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     54000 | PA      | $34828.10     | 0.05%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cross Financial Corp.                                                        | Cross Financial Corp. Term B-1 Loan                                                                                                               | CUSIP: 000000000<br>LEI: 2549008J3I495E70LU05 | Long             | LON              | CORP              | US        |     44214 | PA      | $43845.88     | 0.06%             | 2027-09-15      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                                          | Griffon Corp                                                                                                                                      | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36925.96     | 0.05%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VZ VENDOR FINANCING                                                          | VZ Vendor Financing II BV                                                                                                                         | CUSIP: 000000000<br>LEI: 724500DRKUUR3GFOSK76 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $85395.00     | 0.12%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                                                     | Papa John's International Inc                                                                                                                     | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19014.61     | 0.03%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                                           | CP Atlas Buyer Inc                                                                                                                                | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     26000 | PA      | $20083.40     | 0.03%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                     | Western Midstream Operating LP                                                                                                                    | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     84000 | PA      | $72884.11     | 0.10%             | 2050-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| K2016470219 SA LTD                                                           | K2016470219 South Africa Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | DBT              | CORP              | ZA        |       712 | PA      | $0.36         | 0.00%             | 2023-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                                          | White Cap Buyer LLC                                                                                                                               | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $17397.92     | 0.02%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZIPRECRUITER INC                                                             | ZipRecruiter Inc                                                                                                                                  | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |    186000 | PA      | $162659.21    | 0.23%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southeastern Grocers Inc                                                     | Southeastern Grocers Inc                                                                                                                          | CUSIP: 84169Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3584 | NS      | $82432.00     | 0.12%             |  |  |  | No            |                  3 | On Loan: No      |
| VISTRA ENERGY CORP                                                           | Vistra Energy Corp Exp 31Dec46                                                                                                                    | CUSIP: 92840M110<br>LEI: 549300KP43CPCUJOOG15 | N/A              | DE               |  | US        |      3442 | NS      | $4071.89      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| WESTERN DIGITAL CORP                                                         | Western Digital Corp                                                                                                                              | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11415.29     | 0.02%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                                     | Consolidated Communications Inc                                                                                                                   | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    309000 | PA      | $252223.91    | 0.36%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | IRS RUS3MP01.97 01/15/26 BANK OF AMER FLOAT                                                                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    961000 | OU      | $56721.46     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITGO HOLDING INC                                                            | Citgo Holding Inc                                                                                                                                 | CUSIP: 17302WAB4<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72536.04     | 0.10%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ESC GCB GULFPORT ENERG                                                       | ESC GCB GULFPORT ENERG                                                                                                                            | CUSIP: 402ESCAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $80.64        | 0.00%             | 2024-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                                      | Office Properties Income Trust                                                                                                                    | CUSIP: 67623CAF6<br>LEI: N/A                  | Long             | DBT              |  | US        |     59000 | PA      | $41083.45     | 0.06%             | 2031-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                                                | APX Group Inc                                                                                                                                     | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42155.43     | 0.06%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| K201640219 SOUTH AFRICA B      SHARES                                        | K201640219 SOUTH AFRICA B      SHARES                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30276 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INGEVITY CORP                                                                | Ingevity Corp                                                                                                                                     | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26392.93     | 0.04%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                                                  | CDX 137BEMAE8 05.000 BP 05/11/2063 CREDIT SUI LONG                                                                                                | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | US        |    123037 | OU      | $45330.18     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                                         | Lorca Telecom Bondco SA                                                                                                                           | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    142000 | PA      | $141650.23    | 0.20%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fluid-Flow Products, Inc.                                                    | Fluid-Flow Products, Inc. 2nd Lien Cov-Lite TL                                                                                                    | CUSIP: 000000000<br>LEI: 254900BHD5AK9H7EKF91 | Long             | LON              | CORP              | US        |     30000 | PA      | $28050.00     | 0.04%             | 2029-03-30      | Floating      | 11.48%                | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                       | Discover Financial Services                                                                                                                       | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     58000 | PA      | $61980.40     | 0.09%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S A                                                | INTELSAT JACKSON HOLDINGS S A                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |       201 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                       | Credit Suisse Group AG                                                                                                                            | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $242532.47    | 0.35%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                     | Warnermedia Holdings Inc                                                                                                                          | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44035.92     | 0.06%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                                          | Verisure Holding AB                                                                                                                               | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |    139000 | PA      | $139995.81    | 0.20%             | 2026-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LIFEPT/LEGACY LIFEPT                                                         | RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc                                                                                | CUSIP: 53219LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $21022.20     | 0.03%             | 2026-12-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                                                     | Terraform Global Operating LP                                                                                                                     | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26634.19     | 0.04%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                        | Level 3 Financing Inc                                                                                                                             | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     86000 | PA      | $69672.57     | 0.10%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                     | First-Citizens Bank & Trust Co                                                                                                                    | CUSIP: 125581HA9<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36766.28     | 0.05%             | 2024-06-19      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                   | goeasy Ltd                                                                                                                                        | CUSIP: 380355AD9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     63000 | PA      | $60375.29     | 0.09%             | 2024-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                | Aircastle Ltd                                                                                                                                     | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    148000 | PA      | $144808.77    | 0.21%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Loyalty Ventures Inc.                                                        | Loyalty Ventures Inc. TLB                                                                                                                         | CUSIP: 000000000<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | LON              | CORP              | US        |    122100 | PA      | $47313.75     | 0.07%             | 2027-11-03      | Floating      | 11.00%                | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                        | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                                                | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $60799.51     | 0.09%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                  | IRS R02.71PUS3M 03/06/23 MORGAN STANL FIXED                                                                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1770000 | OU      | $2831.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT Capital Corp                                                                                                                                  | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     70000 | PA      | $78114.72     | 0.11%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                                                | AG Issuer LLC                                                                                                                                     | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $34020.33     | 0.05%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUMMER BIDCO BV                                                              | Summer BidCo BV                                                                                                                                   | CUSIP: 000000000<br>LEI: 724500EOJYP21L3XM206 | Long             | DBT              | CORP              | NL        |    157106 | PA      | $127908.49    | 0.18%             | 2025-11-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                       | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                                    | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $245667.01    | 0.35%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                               | Bombardier Inc                                                                                                                                    | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     42000 | PA      | $42036.75     | 0.06%             | 2025-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                         | Chart Industries Inc                                                                                                                              | CUSIP: 000000000<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41882.17     | 0.06%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ATD New Holdings Inc                                                         | ATD New Holdings Inc                                                                                                                              | CUSIP: 04683P100<br>LEI: 5493001F45YR8KICVO87 | Long             | EC               | CORP              | US        |      1009 | NS      | $61750.80     | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| MALLINCKRODT FIN/SB                                                          | Mallinckrodt International Finance SA / Mallinckrodt CB LLC                                                                                       | CUSIP: 561233AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2000 | PA      | $1146.61      | 0.00%             | 2029-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                         | WR Grace Holdings LLC                                                                                                                             | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    158000 | PA      | $147415.88    | 0.21%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** AB BOND FUND, INC.

**Signature:** Joseph Mantineo

**Name of Signer:** Joseph Mantineo

**Title:** Treasurer and Chief Financial Officer