# EDGAR Filing Document

**Accession Number:** 0001126087
**File Stem:** 0001752724-23-043996
**Filing Date:** 2023-2
**Character Count:** 590424
**Document Hash:** fc8ef2d12c4019400936ccaa89eba173
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043996.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-043996

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Brighthouse Funds Trust I
- **CENTRAL INDEX KEY:** 0001126087
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10183
- **FILM NUMBER:** 23678665

**BUSINESS ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 125 HIGH STREET, SUITE 732
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 9809495121

**MAIL ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 125 HIGH STREET, SUITE 732
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MET INVESTORS SERIES TRUST
- **DATE OF NAME CHANGE:** 20001010

## Series and Classes Contracts Data

### BlackRock High Yield Portfolio (Series ID: S000011123)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000030750 | Class A      |  |
| C000030751 | Class B      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Brighthouse Funds Trust I

- **b. Investment Company Act file number:** 811-10183

- **c. CIK number of Registrant:** 0001126087

- **d. LEI of Registrant:** 549300LQX1AREJYGF247

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

  - **Street Address 1:** Brighthouse Investment Advisers, LLC

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 980-949-4301

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

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

- **b. EDGAR series identifier (if any):** S000011123

- **c. LEI of Series:** M0E4486GHQ4I64CULY35

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $893894707.22

**Total Liabilities:** $72122733.22

**Net Assets:** $821771974.00

**Delayed Delivery Securities:** $1979391.84

**Cash Not Reported:** $897458.77

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -124.39000000 | **1-Year:** -3324.33000000 | **5-Year:** -20229.50000000 | **10-Year:** -31889.26000000 | **30-Year:** -23739.84000000

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

- **3-Month:** -1197.94000000 | **1-Year:** -47844.70000000 | **5-Year:** -176922.95000000 | **10-Year:** -63028.24000000 | **30-Year:** -11258.59000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000030751 | 2.77%                | 1.80%                | -0.74%               |
| Class ID C000030750 | 2.72%                | 1.91%                | -0.72%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-9074649.21             | $27002522.56                               |
| Month 2  | $-6173619.49             | $19184730.69                               |
| Month 3  | $-1207502.48             | $-8901694.70                               |

**Designated Index Information**

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

- **Index Identifier:** LF89TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED AIRLINES INC                                 | United Airlines Inc                                                                                  | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1514000 | PA      | $1403365.96   | 0.17%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                            | CHS/Community Health Systems Inc                                                                     | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1321000 | PA      | $1104990.08   | 0.13%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                      | Brink's Co/The                                                                                       | CUSIP: 109696AB0<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98182.83     | 0.01%             | 2025-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                              | BP Capital Markets PLC                                                                               | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $106107.94    | 0.01%             | 2027-03-22      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Tele Columbus AG                                    | Tele Columbus AG                                                                                     | CUSIP: 000000000<br>LEI: 3912004GMFDLY04RUQ19 | Long             | DBT              | CORP              | DE        |    209000 | PA      | $167544.17    | 0.02%             | 2025-05-02      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Propulsion (BC) Finco S.a.r.l.                      | Propulsion (BC) Finco S.a.r.l. Term Loan                                                             | CUSIP: 000000000<br>LEI: 254900S4YQSQVLEZ8D35 | Long             | LON              | CORP              | US        |    581000 | PA      | $565022.50    | 0.07%             | 2029-09-14      | Variable      | 8.58%                 | 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        |    798000 | PA      | $612249.54    | 0.07%             | 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        |    214000 | PA      | $177047.24    | 0.02%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                  | Herens Holdco Sarl                                                                                   | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |   1553000 | PA      | $1160727.73   | 0.14%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                              | Nationstar Mortgage Holdings Inc                                                                     | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    594000 | PA      | $531630.00    | 0.06%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EL PASO NATURAL GAS                                 | El Paso Natural Gas Co LLC                                                                           | CUSIP: 283695BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $310214.18    | 0.04%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                             | GCI LLC                                                                                              | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    286000 | PA      | $240263.01    | 0.03%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                            | Hilcorp Energy I LP / Hilcorp Finance Co                                                             | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    394000 | PA      | $356570.00    | 0.04%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                   | Clarios Global LP                                                                                    | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |   1142000 | PA      | $1144639.68   | 0.14%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                            | Ashton Woods USA LLC / Ashton Woods Finance Co                                                       | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $216197.29    | 0.03%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                            | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    217000 | PA      | $203109.90    | 0.02%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                            | EnLink Midstream Partners LP                                                                         | CUSIP: 29336UAE7<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15120.77     | 0.00%             | 2025-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                        | Calpine Corp                                                                                         | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25718.24     | 0.00%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                                         | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    303000 | PA      | $217641.21    | 0.03%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                            | Western Midstream Operating LP                                                                       | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     84000 | PA      | $76716.36     | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                            | Viking Ocean Cruises Ship VII Ltd                                                                    | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    150000 | PA      | $120750.00    | 0.01%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                 | Boxer Parent Co Inc                                                                                  | CUSIP: 000000000<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203271.94    | 0.02%             | 2025-10-02      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| STATION CASINOS LLC                                 | Station Casinos LLC                                                                                  | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    422000 | PA      | $366879.10    | 0.04%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                            | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    928000 | PA      | $892125.00    | 0.11%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc. | Element Materials Technology Group US Holdings Inc. 2022 USD Delayed Draw Term Loan                  | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |     84947 | PA      | $83213.25     | 0.01%             | 2029-07-06      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                       | UBS AG LONDON                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.24%             | 2023-03-23      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                | Neptune Bidco US Inc                                                                                 | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    558000 | PA      | $525915.00    | 0.06%             | 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        |    133000 | PA      | $129010.00    | 0.02%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | Long: BRY2LUJS8 CDS EUR R F  1.00000 2 CORPORATE / Short: BRY2LUJS8 CDS EUR P V 03MEVENT 1 CORPORATE | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |     30000 | OU      | $-2369.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                            | Acuris Finance US Inc / Acuris Finance SARL                                                          | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1004850.00   | 0.12%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                              | Chesapeake Energy Corp                                                                               | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1199475.20   | 0.15%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sovos Compliance, LLC                               | Sovos Compliance, LLC 2021 Term Loan                                                                 | CUSIP: 84611YAB6<br>LEI: 549300M9XYG5WP2QHH07 | Long             | LON              | CORP              | US        |    471895 | PA      | $435441.40    | 0.05%             | 2028-08-11      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                            | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp                                   | CUSIP: 67421QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $245786.07    | 0.03%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                             | HCA Inc                                                                                              | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    810000 | PA      | $630419.43    | 0.08%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                                 | Global Payments Inc                                                                                  | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    195000 | PA      | $189150.51    | 0.02%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                  | Clear Channel Outdoor Holdings Inc                                                                   | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37855 | NS      | $39747.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVSC Holding Corp.                                  | AVSC Holding Corp. 2018 2nd Lien Term Loan                                                           | CUSIP: 00241YAQ7<br>LEI: 549300CLJBQ9YSR4U689 | Long             | LON              | CORP              | US        |    328784 | PA      | $267547.98    | 0.03%             | 2025-09-01      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp                                                                            | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323823.09    | 0.04%             | 2025-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AZEK Co Inc/The                                     | AZEK Co Inc/The                                                                                      | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |       452 | NS      | $9184.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OUTFRONT MEDIA CAP LLC/C                            | Outfront Media Capital LLC / Outfront Media Capital Corp                                             | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    517000 | PA      | $428970.41    | 0.05%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                      | PDC Energy Inc                                                                                       | CUSIP: 69327RAG6<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139202.00    | 0.02%             | 2024-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| M6 ETX Holdings II Midco LLC                        | M6 ETX Holdings II Midco LLC Term Loan B                                                             | CUSIP: 55285DAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    447878 | PA      | $448857.46    | 0.05%             | 2029-09-19      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                            | ION Trading Technologies Sarl                                                                        | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    706000 | PA      | $588627.50    | 0.07%             | 2028-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                             | Booz Allen Hamilton Inc                                                                              | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $900387.24    | 0.11%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| GALAXY BIDCO LTD                                    | Galaxy Bidco Ltd                                                                                     | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $102398.07    | 0.01%             | 2026-07-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PARKLAND CORP                                       | Parkland Corp/Alberta                                                                                | CUSIP: 70137TAP0<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |    473000 | PA      | $449113.50    | 0.05%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                             | Asbury Automotive Group Inc                                                                          | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    282000 | PA      | $248272.80    | 0.03%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NMG HLDCO/NEIMAN MARCUS                             | NMG Holding Co Inc / Neiman Marcus Group LLC                                                         | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    793000 | PA      | $743253.13    | 0.09%             | 2026-04-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                       | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3136000 | PA      | $2579046.40   | 0.31%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                 | Allegiant Travel Co                                                                                  | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    303000 | PA      | $288202.01    | 0.04%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                            | Hilcorp Energy I LP / Hilcorp Finance Co                                                             | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $36227.46     | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                            | Cheniere Energy Partners LP                                                                          | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2131000 | PA      | $1814248.16   | 0.22%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Allied Universal                                    | Allied Universal Holdco LLC / Allied Universal Finance Corp                                          | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2302000 | PA      | $2106330.00   | 0.26%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PROOFPOINT, INC.                                    | Proofpoint, Inc. 2nd Lien Term Loan                                                                  | CUSIP: 000000000<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    969225 | PA      | $935706.29    | 0.11%             | 2029-08-31      | Floating      | 10.98%                | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                            | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186292.00    | 0.02%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                        | Calpine Corp                                                                                         | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     54000 | PA      | $46334.91     | 0.01%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                            | Acadia Healthcare Co Inc                                                                             | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    196000 | PA      | $180261.20    | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAP ROCK RESOURCES LLC                              | Tap Rock Resources LLC                                                                               | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |   2124000 | PA      | $1975532.40   | 0.24%             | 2026-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENQUEST PLC                                         | EnQuest PLC                                                                                          | CUSIP: 29357JAC0<br>LEI: 2138008LJU6WFQWOXJ73 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $188051.22    | 0.02%             | 2027-11-01      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| Rossini Sarl                                        | Rossini Sarl                                                                                         | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |    141000 | PA      | $149251.38    | 0.02%             | 2025-10-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DISH NETWORK CORP                                   | DISH Network Corp                                                                                    | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1246179.00   | 0.15%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: —       |
| EMBECTA CORP                                        | Embecta Corp                                                                                         | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    211000 | PA      | $190427.50    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                             | Standard Industries Inc/NJ                                                                           | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1529000 | PA      | $1246019.67   | 0.15%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                             | Starwood Property Trust Inc                                                                          | CUSIP: 85571BAS4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     68000 | PA      | $67408.04     | 0.01%             | 2023-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging SA                           | Ardagh Metal Packaging SA                                                                            | CUSIP: 000000000<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               | CORP              | LU        |     75788 | NS      | $364540.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS INC                                        | US Foods Inc                                                                                         | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    108000 | PA      | $95106.36     | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                | EnLink Midstream LLC                                                                                 | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    624000 | PA      | $617572.80    | 0.08%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Cloudera, Inc.                                      | Cloudera, Inc. 2021 Term Loan                                                                        | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    919618 | PA      | $874211.61    | 0.11%             | 2028-10-08      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| PICARD GROUPE SA                                    | Picard Groupe SAS                                                                                    | CUSIP: 000000000<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $91101.67     | 0.01%             | 2026-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CIENA CORP                                          | Ciena Corp                                                                                           | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |    290000 | PA      | $255231.90    | 0.03%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| VIAVI SOLUTIONS INC                                 | Viavi Solutions Inc                                                                                  | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    974000 | PA      | $818602.72    | 0.10%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGES                               | Techem Verwaltungsgesellschaft 674 mbH                                                               | CUSIP: 000000000<br>LEI: 549300W2QKB8BC676O97 | Long             | DBT              | CORP              | DE        |     87920 | PA      | $88267.17     | 0.01%             | 2026-07-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                            | CrownRock LP / CrownRock Finance Inc                                                                 | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $238106.68    | 0.03%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POSTE ITALIANE SPA                                  | Poste Italiane SpA                                                                                   | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | DBT              | CORP              | IT        |    150000 | PA      | $121629.82    | 0.01%             | 2029-03-24      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Inc                               | SS&C Technologies Inc                                                                                | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2336308.27   | 0.28%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| LIBERTY MUTUAL GROUP INC                            | Liberty Mutual Group Inc                                                                             | CUSIP: 000000000<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131879.38    | 0.02%             | 2059-05-23      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Citibank, National Association                      | Long: BRY2N8M69 CDS EUR R F  5.00000 2 CORPORATE / Short: BRY2N8M69 CDS EUR P V 03MEVENT 1 CORPORATE | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | DE        |     40000 | OU      | $-1336.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                 | American Express Co                                                                                  | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1630677.50   | 0.20%             | 2026-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                               | Trivium Packaging Finance BV                                                                         | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   1247000 | PA      | $1143418.71   | 0.14%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                                           | Intrum AB                                                                                            | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |    101000 | PA      | $90411.50     | 0.01%             | 2026-07-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                            | PetSmart Inc / PetSmart Finance Corp                                                                 | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2183000 | PA      | $2050257.23   | 0.25%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                           | Arko Corp                                                                                            | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    502000 | PA      | $394170.40    | 0.05%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                       | CommScope Inc                                                                                        | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $873920.80    | 0.11%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                                                | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |   1248000 | PA      | $1135680.00   | 0.14%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                            | NCR Corp                                                                                             | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    569000 | PA      | $485092.01    | 0.06%             | 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        |    226000 | PA      | $164080.52    | 0.02%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                               | AG TTMT Escrow Issuer LLC                                                                            | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $391950.00    | 0.05%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DIC ASSET AG                                        | DIC Asset AG                                                                                         | CUSIP: 000000000<br>LEI: 52990044JL2ZPWONU738 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $61015.62     | 0.01%             | 2026-09-22      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                | Lorca Telecom Bondco SA                                                                              | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $191075.23    | 0.02%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Group AG                              | Credit Suisse Group AG                                                                               | CUSIP: 225436AA2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    231000 | PA      | $180533.43    | 0.02%             | 2024-12-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                            | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $358000.00    | 0.04%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                            | First-Citizens Bank & Trust Co                                                                       | CUSIP: 125581AY4<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |   1604000 | PA      | $1542219.71   | 0.19%             | 2036-04-01      | Fixed         | 6.00%                 | 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        |     79000 | PA      | $68313.67     | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                | Vermilion Energy Inc                                                                                 | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |    438000 | PA      | $399711.29    | 0.05%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                            | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    548000 | PA      | $428190.76    | 0.05%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                     | Lamb Weston Holdings Inc                                                                             | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    797000 | PA      | $703910.40    | 0.09%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                 | Kinetik Holdings LP                                                                                  | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1416052.33   | 0.17%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    568000 | PA      | $539986.24    | 0.07%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Co                                 | Callon Petroleum Co                                                                                  | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    929000 | PA      | $865870.55    | 0.11%             | 2026-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                        | Calpine Corp                                                                                         | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     52000 | PA      | $43623.00     | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC            | Amentum Government Services Holdings LLC Term Loan B                                                 | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    140639 | PA      | $137738.76    | 0.02%             | 2027-01-29      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                                                 | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1053121.13   | 0.13%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                         | Netflix Inc                                                                                          | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104752.05    | 0.01%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                         | Apache Corp                                                                                          | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    569000 | PA      | $503511.96    | 0.06%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| INTRUM AB                                           | Intrum AB                                                                                            | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $105706.89    | 0.01%             | 2028-03-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                           | Ball Corp                                                                                            | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    936000 | PA      | $751729.68    | 0.09%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| ROYAL CARIBBEAN CRUISES                             | Royal Caribbean Cruises Ltd                                                                          | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    156000 | PA      | $124495.02    | 0.02%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banff Merger Sub Inc                                | Banff Merger Sub Inc 2021 USD Term Loan                                                              | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    182233 | PA      | $174792.23    | 0.02%             | 2025-10-02      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                 | Altice Financing SA                                                                                  | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $97978.24     | 0.01%             | 2025-01-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                    | Deutsche Bank AG                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $94707.56     | 0.01%             | 2032-06-24      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                         | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $107366.08    | 0.01%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                   | Kinder Morgan Inc                                                                                    | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    254000 | PA      | $235487.34    | 0.03%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                         | Vistra Corp                                                                                          | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    657000 | PA      | $597826.12    | 0.07%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                    | Societe Generale                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |    500000 | PA      | $500000.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                  | Mattamy Group Corp                                                                                   | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $274918.27    | 0.03%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                               | Caesars Entertainment Inc                                                                            | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1876670.50   | 0.23%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                                         | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3144000 | PA      | $2320413.48   | 0.28%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                      | Constellium SE                                                                                       | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    762000 | PA      | $704255.64    | 0.09%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| POST HOLDINGS INC                                   | Post Holdings Inc                                                                                    | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    118000 | PA      | $99197.94     | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                             | GLP Capital LP / GLP Financing II Inc                                                                | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $767409.41    | 0.09%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE HOLDINGS FINA                            | Blackstone Holdings Finance Co LLC                                                                   | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    750000 | PA      | $755615.54    | 0.09%             | 2027-11-03      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| LADDER CAP FIN LLLP/CORP                            | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                   | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |    178000 | PA      | $143710.08    | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASONITE INTERNATIONAL C                            | Masonite International Corp                                                                          | CUSIP: 575385AD1<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $166429.80    | 0.02%             | 2028-02-01      | Fixed         | 5.38%                 | 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        |    939000 | PA      | $849795.00    | 0.10%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| AXALTA COAT/DUTCH HLD BV                            | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV                               | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    631000 | PA      | $583296.40    | 0.07%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp                                                                                          | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1878000 | PA      | $1337960.91   | 0.16%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                              | PNC Financial Services Group Inc/The                                                                 | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    780000 | PA      | $762255.00    | 0.09%             | 2027-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Galaxy US Opco Inc.                                 | Galaxy US Opco Inc. Term Loan                                                                        | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    347000 | PA      | $314035.00    | 0.04%             | 2029-04-29      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| NOVELIS SHEET INGOT GMBH                            | Novelis Sheet Ingot GmbH                                                                             | CUSIP: 000000000<br>LEI: 9845005E95899E77AY49 | Long             | DBT              | CORP              | DE        |    422000 | PA      | $383690.16    | 0.05%             | 2029-04-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                            | Warnermedia Holdings Inc                                                                             | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3483000 | PA      | $2532024.04   | 0.31%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CARNIVAL HLDGS BM LTD                               | Carnival Holdings Bermuda Ltd                                                                        | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2953000 | PA      | $3031579.33   | 0.37%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                            | Blackstone Holdings Finance Co LLC                                                                   | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    846000 | PA      | $852773.57    | 0.10%             | 2033-04-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC.                                 | Tibco Software Inc. 2022 USD Term Loan                                                               | CUSIP: 88632NAV2<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   1642000 | PA      | $1469931.54   | 0.18%             | 2029-03-30      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                       | Carnival Corp                                                                                        | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $158518.94    | 0.02%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| UBER TECHNOLOGIES INC                               | Uber Technologies Inc                                                                                | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    777000 | PA      | $654433.21    | 0.08%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                               | GFL Environmental Inc                                                                                | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     76000 | PA      | $66816.35     | 0.01%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                        | Entegris Inc                                                                                         | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    430000 | PA      | $350127.50    | 0.04%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| ZI TECH LLC/ZI FIN CORP                             | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                                      | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2578000 | PA      | $2166505.88   | 0.26%             | 2029-02-01      | Fixed         | 3.88%                 | 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        |    506000 | PA      | $459442.94    | 0.06%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Frontier Communications Corp.                       | Frontier Communications Corp. 2021 1st Lien Term Loan                                                | CUSIP: 35906EAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    691680 | PA      | $662283.60    | 0.08%             | 2028-05-01      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| METIS MERGER SUB LLC                                | Metis Merger Sub LLC                                                                                 | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $277029.34    | 0.03%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                | Edison International                                                                                 | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $900229.00    | 0.11%             | 2026-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| DYCOM INDUSTRIES INC                                | Dycom Industries Inc                                                                                 | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    304000 | PA      | $264599.89    | 0.03%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MOLINA HEALTHCARE INC                               | Molina Healthcare Inc                                                                                | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    660000 | PA      | $548089.96    | 0.07%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co BV                                    | Ziggo Bond Co BV                                                                                     | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    351000 | PA      | $326577.42    | 0.04%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE PRIVATE CRE                              | Blackstone Private Credit Fund                                                                       | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    196000 | PA      | $165024.45    | 0.02%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                                                  | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    516000 | PA      | $503643.58    | 0.06%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                            | SLM Corp                                                                                             | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |    481000 | PA      | $409066.36    | 0.05%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                            | MSCI Inc                                                                                             | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    273000 | PA      | $210826.57    | 0.03%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                 | Avantor Funding Inc                                                                                  | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $931356.00    | 0.11%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                            | NextEra Energy Operating Partners LP                                                                 | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11156.40     | 0.00%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                   | Post Holdings Inc                                                                                    | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1934.16      | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                            | Charter Communications Operating LLC / Charter Communications Operating Capital                      | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1191000 | PA      | $908149.91    | 0.11%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Altice France S.A.                                  | Altice France S.A. 2018 Term Loan B13                                                                | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    286082 | PA      | $267724.60    | 0.03%             | 2026-08-14      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                            | Charter Communications Operating LLC / Charter Communications Operating Capital                      | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    987000 | PA      | $761808.96    | 0.09%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| PRESTIGE BRANDS INC                                 | Prestige Brands Inc                                                                                  | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    738000 | PA      | $608606.51    | 0.07%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                   | Iliad Holding SASU                                                                                   | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |   2908000 | PA      | $2697035.77   | 0.33%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| AXALTA COATING SYSTEMS                              | Axalta Coating Systems LLC                                                                           | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    900000 | PA      | $742648.65    | 0.09%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| INTESA SANPAOLO SPA                                 | Intesa Sanpaolo SpA                                                                                  | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    305000 | PA      | $195855.38    | 0.02%             | 2042-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                          | Air Canada                                                                                           | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    968000 | PA      | $857389.24    | 0.10%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI                            | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op                      | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $118035.00    | 0.01%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                               | Trivium Packaging Finance BV                                                                         | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   3030000 | PA      | $2780100.48   | 0.34%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| SPECIALTY BUILDING PRODU                            | Specialty Building Products Holdings LLC / SBP Finance Corp                                          | CUSIP: 84749AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $189212.60    | 0.02%             | 2026-09-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp                                                                            | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2283769.80   | 0.28%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| ARAMARK INTL FINANCE                                | Aramark International Finance Sarl                                                                   | CUSIP: 000000000<br>LEI: 5493006HLPNGDDC12P30 | Long             | DBT              | CORP              | LU        |    223000 | PA      | $227968.28    | 0.03%             | 2025-04-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                               | eG Global Finance PLC                                                                                | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    525000 | PA      | $489102.22    | 0.06%             | 2025-10-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                    | Boyd Gaming Corp                                                                                     | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    386000 | PA      | $359512.68    | 0.04%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                                 | Callon Petroleum Co                                                                                  | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |   1636000 | PA      | $1496940.00   | 0.18%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                              | Harvest Midstream I LP                                                                               | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    131000 | PA      | $125031.64    | 0.02%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Diversey Holdings Ltd                               | Diversey Holdings Ltd                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     82488 | NS      | $351398.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED AIR 2020-1 B PTT                             | United Airlines 2020-1 Class B Pass Through Trust                                                    | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95250 | PA      | $90619.45     | 0.01%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                     | AdaptHealth LLC                                                                                      | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $61292.88     | 0.01%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                    | Altice France SA/France                                                                              | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $186228.24    | 0.02%             | 2027-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                   | EURO STOXX 50 PR JAN23 3550 PUT                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -5 | NC      | $-492.41      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                                | Commercial Metals Co                                                                                 | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    210000 | PA      | $182684.57    | 0.02%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL                              | Cidron Aida Finco Sarl                                                                               | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $97924.96     | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                  | Vodafone Group PLC                                                                                   | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $93842.03     | 0.01%             | 2080-08-27      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                             | Teva Pharmaceutical Finance Netherlands III BV                                                       | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    394000 | PA      | $391789.66    | 0.05%             | 2025-01-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                          | FIXED INC CLEARING CORP.REPO                                                                         | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  10445704 | PA      | $10445703.86  | 1.27%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED NY                               | STANDARD CHARTERED NY                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2003036 | PA      | $2003035.72   | 0.24%             | 2023-05-02      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| TEMPO ACQUISITION LLC/FI                            | Tempo Acquisition LLC / Tempo Acquisition Finance Corp                                               | CUSIP: 88023JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    322000 | PA      | $322553.04    | 0.04%             | 2025-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Brand Energy & Infrastructure Services, Inc.        | Brand Energy & Infrastructure Services, Inc. 2017 Term Loan                                          | CUSIP: 10524MAN7<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |   4619827 | PA      | $4199422.91   | 0.51%             | 2024-06-21      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| ESC LEHMAN BRTH HLDH PROD                           | ESC LEHMAN BRTH HLDH PROD                                                                            | CUSIP: 525ESC1O7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1740000 | PA      | $6090.00      | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                      | ARD Finance SA                                                                                       | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |   1433336 | PA      | $996931.71    | 0.12%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FIN LLC                            | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp                                         | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    361000 | PA      | $343609.86    | 0.04%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                 | Altice Financing SA                                                                                  | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    958000 | PA      | $771190.00    | 0.09%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                 | Charles Schwab Corp/The                                                                              | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1602874.50   | 0.20%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                             | DCP Midstream Operating LP                                                                           | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    445000 | PA      | $436065.77    | 0.05%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| LA FINAC ATALIAN SA                                 | La Financiere Atalian SASU                                                                           | CUSIP: 000000000<br>LEI: 969500ICOLJMB33J0L87 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $146211.41    | 0.02%             | 2025-05-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                     | Sabre GLBL Inc. 2021 Term Loan B1                                                                    | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    124836 | PA      | $113445.04    | 0.01%             | 2027-12-17      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                       | HSBC Bank PLC                                                                                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | RA               | CORP              | US        |   6602325 | PA      | $6602325.42   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                            | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                             | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2938000 | PA      | $2566372.62   | 0.31%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                           | Sotheby's 2021 Term Loan B                                                                           | CUSIP: 08883CAE8<br>LEI: 549300P5BAAMQQ7VL735 | Long             | LON              | CORP              | US        |    154070 | PA      | $150731.32    | 0.02%             | 2027-01-15      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | Long: BRY84NJ43 CDS EUR R F  5.00000 2 CORPORATE / Short: BRY84NJ43 CDS EUR P V 03MEVENT 1 CORPORATE | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | DE        |      1762 | OU      | $-458.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CULLINAN HOLDCO                                     | Cullinan Holdco Scsp                                                                                 | CUSIP: 000000000<br>LEI: 549300F81ZP47K818173 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $93473.15     | 0.01%             | 2026-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                            | United Natural Foods Inc                                                                             | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    203000 | PA      | $195047.48    | 0.02%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                       | Carnival Corp                                                                                        | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    696000 | PA      | $699312.96    | 0.09%             | 2026-02-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                            | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp                                   | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    687000 | PA      | $630329.82    | 0.08%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                       | TransDigm Inc                                                                                        | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    775000 | PA      | $675993.75    | 0.08%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                         | Apache Corp                                                                                          | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    371000 | PA      | $299729.54    | 0.04%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                            | NCR Corp                                                                                             | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    359000 | PA      | $300240.03    | 0.04%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                            | Northern Oil and Gas Inc                                                                             | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   3002000 | PA      | $2882502.39   | 0.35%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                | CITGO Petroleum Corp                                                                                 | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    600000 | PA      | $585216.00    | 0.07%             | 2025-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Chamberlain Group Inc                               | Chamberlain Group Inc Term Loan B                                                                    | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    951054 | PA      | $899736.74    | 0.11%             | 2028-11-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                       | Cable One Inc                                                                                        | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    230000 | PA      | $180665.00    | 0.02%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Springs Windows Fashions, LLC                       | Springs Windows Fashions, LLC 2021 Term Loan B                                                       | CUSIP: 78489HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1155195 | PA      | $949570.30    | 0.12%             | 2028-10-06      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| AqGen Ascensus, Inc.                                | AqGen Ascensus, Inc. 2021 2nd Lien Term Loan                                                         | CUSIP: 03836BAE9<br>LEI: 549300K5MHNFPEU2RK82 | Long             | LON              | CORP              | US        |    485964 | PA      | $427648.54    | 0.05%             | 2029-08-02      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                               | PURCHASED USD / SOLD GBP                                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |         1 | NC      | $24015.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1022000 | PA      | $864254.30    | 0.11%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                            | Outfront Media Capital LLC / Outfront Media Capital Corp                                             | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    834000 | PA      | $750805.51    | 0.09%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| VICI PROPERTIES LP                                  | VICI Properties LP                                                                                   | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    113000 | PA      | $107199.45    | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                    | Allied Universal Holdco LLC / Allied Universal Finance Corp                                          | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3818000 | PA      | $2770950.27   | 0.34%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| NABORS INDUSTRIES INC                               | Nabors Industries Inc                                                                                | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    973000 | PA      | $942539.97    | 0.11%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment, LLC                         | Fertitta Entertainment, LLC 2022 Term Loan B                                                         | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   1142437 | PA      | $1087457.06   | 0.13%             | 2029-01-27      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                 | White Cap Buyer LLC Term Loan B                                                                      | CUSIP: 96350TAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    924780 | PA      | $895944.35    | 0.11%             | 2027-10-19      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                            | Graphic Packaging International LLC                                                                  | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    472000 | PA      | $410787.26    | 0.05%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    769000 | PA      | $701370.22    | 0.09%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                                         | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    226000 | PA      | $202530.39    | 0.02%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | Long: BRWCZW828 CDS EUR R F  5.00000 2 CORPORATE / Short: BRWCZW828 CDS EUR P V 03MEVENT 1 CORPORATE | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |     30000 | OU      | $1125.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LABL INC                                            | LABL Inc                                                                                             | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    773000 | PA      | $673491.71    | 0.08%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                            | NFP Corp                                                                                             | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1266728.06   | 0.15%             | 2028-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                          | Mattel Inc                                                                                           | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    659000 | PA      | $568824.17    | 0.07%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AME                            | Roller Bearing Co of America Inc                                                                     | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    335000 | PA      | $289674.50    | 0.04%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                       | Peraton Corp. Term Loan B                                                                            | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   2181417 | PA      | $2135452.63   | 0.26%             | 2028-02-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                            | Catalent Pharma Solutions Inc                                                                        | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    705000 | PA      | $561338.63    | 0.07%             | 2029-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                             | Global Net Lease Inc / Global Net Lease Operating Partnership LP                                     | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    330000 | PA      | $272882.64    | 0.03%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                            | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp                                   | CUSIP: 559665AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $82560.00     | 0.01%             | 2026-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                 | Jazz Securities DAC                                                                                  | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $178230.00    | 0.02%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATIXIS NY                                          | NATIXIS NY                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000789 | PA      | $2000789.06   | 0.24%             | 2023-02-13      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                            | Permian Resources Operating LLC                                                                      | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1220198.30   | 0.15%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                               | Uber Technologies Inc                                                                                | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      8003 | NS      | $197914.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                             | United Rentals North America Inc                                                                     | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   3925000 | PA      | $3900468.75   | 0.47%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                  | Energy Transfer LP                                                                                   | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    301000 | PA      | $250428.59    | 0.03%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                   | HSBC Holdings PLC                                                                                    | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    690000 | PA      | $725155.76    | 0.09%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| ENERGIAS DE PORTUGAL SA                             | EDP - Energias de Portugal SA                                                                        | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |    100000 | PA      | $91255.82     | 0.01%             | 2081-08-02      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                                         | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    566000 | PA      | $424838.01    | 0.05%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CASINO GUICHARD PERRACH                             | Casino Guichard Perrachon SA                                                                         | CUSIP: 000000000<br>LEI: 969500VHL8F83GBL6L29 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $18653.65     | 0.00%             | 2024-01-31      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| SABRE GLBL INC                                      | Sabre GLBL Inc                                                                                       | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    233000 | PA      | $239925.93    | 0.03%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| SIX FLAGS THEME PARKS                               | Six Flags Theme Parks Inc                                                                            | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |    692000 | PA      | $696713.89    | 0.08%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                 | Sirius XM Radio Inc                                                                                  | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1034504.39   | 0.13%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                              | Williams Scotsman International Inc                                                                  | CUSIP: 71953LAA9<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    645000 | PA      | $638550.00    | 0.08%             | 2025-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                      | Constellium SE                                                                                       | CUSIP: 210383AG0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    325000 | PA      | $313062.75    | 0.04%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                            | CrownRock LP / CrownRock Finance Inc                                                                 | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2143000 | PA      | $2067995.00   | 0.25%             | 2025-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ING (US) Funding LLC                                | ING (US) Funding LLC                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1001362 | PA      | $1001362.00   | 0.12%             | 2023-08-04      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                    | APi Group DE Inc                                                                                     | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    276000 | PA      | $239252.14    | 0.03%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                             | Asbury Automotive Group Inc                                                                          | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    437000 | PA      | $359519.90    | 0.04%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Ford Motor Credit Co LLC                            | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397YG2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    987000 | PA      | $959885.00    | 0.12%             | 2024-01-09      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                       | TransDigm Inc                                                                                        | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1388367.33   | 0.17%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| SOPHIA, L.P.                                        | Sophia, L.P. 2021 Term Loan B                                                                        | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    709618 | PA      | $686776.68    | 0.08%             | 2027-10-07      | Floating      | 8.23%                 | 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        |    307000 | PA      | $226381.80    | 0.03%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                        | Calpine Corp                                                                                         | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1180503.37   | 0.14%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US LONG BOND(CBT) MAR23                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -15 | NC      | $12467.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAFTECH FINANCE INC                                | GrafTech Finance Inc                                                                                 | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    736000 | PA      | $604419.85    | 0.07%             | 2028-12-15      | Fixed         | 4.62%                 | 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        |    361000 | PA      | $310381.87    | 0.04%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EARTHSTONE ENERGY HOL                               | Earthstone Energy Holdings LLC                                                                       | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |    954000 | PA      | $912644.10    | 0.11%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BWAY Holding Company                                | BWAY Holding Company 2017 Term Loan B                                                                | CUSIP: 05604XAP1<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    826973 | PA      | $808883.38    | 0.10%             | 2024-04-03      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                            | EQM Midstream Partners LP                                                                            | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    783000 | PA      | $748352.25    | 0.09%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                            | MSCI Inc                                                                                             | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    329000 | PA      | $272076.42    | 0.03%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                            | EnLink Midstream Partners LP                                                                         | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    169000 | PA      | $135749.25    | 0.02%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp                                                                                 | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    474000 | PA      | $436473.42    | 0.05%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KANE BIDCO LTD                                      | Kane Bidco Ltd                                                                                       | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $100342.86    | 0.01%             | 2027-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                       | TransDigm Inc                                                                                        | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    277000 | PA      | $274065.81    | 0.03%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                | BCP V Modular Services Finance II PLC                                                                | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $178765.07    | 0.02%             | 2028-11-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                              | Clydesdale Acquisition Holdings Inc                                                                  | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $877370.83    | 0.11%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                          | Sprint LLC                                                                                           | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   1106000 | PA      | $1163850.44   | 0.14%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                             | Garfunkelux Holdco 3 SA                                                                              | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $187864.08    | 0.02%             | 2025-11-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| KKR Apple Bidco, LLC                                | KKR Apple Bidco, LLC 2021 Term Loan                                                                  | CUSIP: 48254EAB7<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    262938 | PA      | $259630.81    | 0.03%             | 2028-09-23      | Floating      | 7.13%                 | 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        |    713000 | PA      | $634617.48    | 0.08%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                    | Vmed O2 UK Financing I PLC                                                                           | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $93939.05     | 0.01%             | 2029-01-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Meritage Homes Corp                                 | Meritage Homes Corp                                                                                  | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    129000 | PA      | $121286.81    | 0.01%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                 | Sprint Capital Corp                                                                                  | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   3170000 | PA      | $3772617.00   | 0.46%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                    | DT Midstream Inc                                                                                     | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1019000 | PA      | $875433.09    | 0.11%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| NCL CORPORATION LTD                                 | NCL Corp Ltd                                                                                         | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    749000 | PA      | $588317.03    | 0.07%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                             | Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC                                           | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              |  | US        |    187000 | PA      | $149600.00    | 0.02%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| EnLink Midstream LLC                                | EnLink Midstream LLC                                                                                 | CUSIP: 29336TAA8<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1194533.99   | 0.15%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Verscend Holding Corp.                              | Verscend Holding Corp. 2021 2nd Lien Term Loan                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2161960 | PA      | $2145745.30   | 0.26%             | 2029-04-02      | Floating      | 11.38%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-66580.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                | Taylor Morrison Communities Inc                                                                      | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24963.15     | 0.00%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                             | Aethon United BR LP / Aethon United Finance Corp                                                     | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1924000 | PA      | $1908504.26   | 0.23%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                    | MGM Resorts International                                                                            | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59284.43     | 0.01%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| ADVANCED DRAINAGE SYSTEM                            | Advanced Drainage Systems Inc                                                                        | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1302024.40   | 0.16%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                    | Gruenenthal GmbH                                                                                     | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $192145.68    | 0.02%             | 2028-05-15      | Fixed         | 4.12%                 | Yes           |                  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        |   3577000 | PA      | $3407899.94   | 0.41%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                            | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                               | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1667000 | PA      | $1486347.21   | 0.18%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                       | DISH DBS Corp                                                                                        | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2362000 | PA      | $1885171.25   | 0.23%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                               | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                                    | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    973000 | PA      | $814621.30    | 0.10%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                             | Banco Espirito Santo SA                                                                              | CUSIP: 000000000<br>LEI: 635400JV7IJL16OWIT96 | Long             | DBT              | CORP              | PT        |   1000000 | PA      | $128453.94    | 0.02%             | 2018-01-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SoftBank Group Corp                                 | SoftBank Group Corp                                                                                  | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $100087.03    | 0.01%             | 2025-07-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| COLGATE ENERGY PARTNERS                             | Colgate Energy Partners III LLC                                                                      | CUSIP: 19416MAA7<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |    929000 | PA      | $901166.95    | 0.11%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| I-Logic Technologies Bidco Limited                  | I-Logic Technologies Bidco Limited 2021 USD Term Loan B                                              | CUSIP: 00510DAB0<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |    242396 | PA      | $238507.32    | 0.03%             | 2028-02-16      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                 | Cheniere Energy Inc                                                                                  | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      2446 | NS      | $366802.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                             | ATI Inc                                                                                              | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    746000 | PA      | $656927.27    | 0.08%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KLEOPATRA FINCO SARL                                | Kleopatra Finco Sarl                                                                                 | CUSIP: 000000000<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |    110000 | PA      | $91488.96     | 0.01%             | 2026-03-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp                                                                            | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1361000 | PA      | $1331868.80   | 0.16%             | 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        |   1398000 | PA      | $1126732.08   | 0.14%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                                | Wabash National Corp                                                                                 | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    546000 | PA      | $464965.90    | 0.06%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTL INC                               | Tempur Sealy International Inc                                                                       | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    434000 | PA      | $340700.85    | 0.04%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                               | CDI Escrow Issuer Inc                                                                                | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2093000 | PA      | $1876226.17   | 0.23%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                 | NuStar Logistics LP                                                                                  | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    239000 | PA      | $230134.83    | 0.03%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                            | MSCI Inc                                                                                             | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    383000 | PA      | $318368.75    | 0.04%             | 2030-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                       | Carnival Corp                                                                                        | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1022000 | PA      | $681042.35    | 0.08%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                            | EQM Midstream Partners LP                                                                            | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    229000 | PA      | $220646.08    | 0.03%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sophia, L.P.                                        | Sophia, L.P. 2020 2nd Lien Term Loan                                                                 | CUSIP: 000000000<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   1828000 | PA      | $1823430.00   | 0.22%             | 2028-10-09      | Floating      | 12.73%                | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                               | Nabors Industries Ltd                                                                                | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    436000 | PA      | $410885.94    | 0.05%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ascent Resources - Utica                            | Ascent Resources - Utica 2020 Fixed 2nd Lien Term Loan                                               | CUSIP: 000000000<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | LON              | CORP              | US        |   6210612 | PA      | $6578074.81   | 0.80%             | 2025-11-01      | Floating      | 12.94%                | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                             | Realogy Group LLC / Realogy Co-Issuer Corp                                                           | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    679000 | PA      | $513588.81    | 0.06%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| VIASAT INC                                          | Viasat Inc                                                                                           | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    545000 | PA      | $408871.42    | 0.05%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                | EnLink Midstream LLC                                                                                 | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    930000 | PA      | $885823.39    | 0.11%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COTY INC                                            | Coty Inc                                                                                             | CUSIP: 000000000<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    137000 | PA      | $136164.24    | 0.02%             | 2026-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                  | MACQUARIE BANK LTD                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000540 | PA      | $2000540.00   | 0.24%             | 2023-02-03      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                 | American Tower Corp                                                                                  | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    235000 | PA      | $191279.05    | 0.02%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                 | Avantor Funding Inc                                                                                  | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    785000 | PA      | $659203.75    | 0.08%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                            | Charter Communications Operating LLC / Charter Communications Operating Capital                      | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    398000 | PA      | $340552.35    | 0.04%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| PETSMART INC/PETSMART FI                            | PetSmart Inc / PetSmart Finance Corp                                                                 | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $226376.75    | 0.03%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                        | Navient Corp                                                                                         | CUSIP: 63938CAB4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    149000 | PA      | $144164.98    | 0.02%             | 2024-10-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                              | HAT Holdings I LLC / HAT Holdings II LLC                                                             | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              |  | US        |    513000 | PA      | $445694.40    | 0.05%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                            | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    800000 | PA      | $694720.00    | 0.08%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                             | Sensata Technologies BV                                                                              | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    639000 | PA      | $605596.51    | 0.07%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                             | PUG LLC USD Term Loan                                                                                | CUSIP: 74530DAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    372444 | PA      | $308663.03    | 0.04%             | 2027-02-12      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                            | Clear Channel Outdoor Holdings Inc                                                                   | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3386000 | PA      | $2933969.00   | 0.36%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                         | Epicor Software Corporation 2020 2nd Lien Term Loan                                                  | CUSIP: 29426NAQ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    210000 | PA      | $207900.00    | 0.03%             | 2028-07-31      | Floating      | 12.13%                | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                        | Arconic Corp                                                                                         | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    885000 | PA      | $830364.57    | 0.10%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                               | Dun & Bradstreet Corp/The                                                                            | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |   2302000 | PA      | $1969966.47   | 0.24%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| SUMMER BC HOLDCO B SARL                             | Summer BC Holdco B SARL                                                                              | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $90051.56     | 0.01%             | 2026-10-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TELECOM ITALIA FIN SA                               | Telecom Italia Finance SA                                                                            | CUSIP: 000000000<br>LEI: 549300O482B6CBF38D50 | Long             | DBT              | CORP              | LU        |     42000 | PA      | $47296.74     | 0.01%             | 2033-01-24      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                       | Banco BPM SpA                                                                                        | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $103483.14    | 0.01%             | 2030-09-14      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                                         | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     24000 | PA      | $19145.58     | 0.00%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                           | IQVIA Inc                                                                                            | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    240000 | PA      | $234749.57    | 0.03%             | 2026-03-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                     | Fair Isaac Corp                                                                                      | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    725000 | PA      | $657941.85    | 0.08%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                   | Iron Mountain Inc                                                                                    | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    380000 | PA      | $329314.13    | 0.04%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONDOR MERGER SUB INC                               | Condor Merger Sub Inc                                                                                | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $1788968.75   | 0.22%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| SCOTTS MIRACLE-GRO CO                               | Scotts Miracle-Gro Co/The                                                                            | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    496000 | PA      | $378914.84    | 0.05%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                               | Caesars Entertainment Inc                                                                            | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2638000 | PA      | $2146830.78   | 0.26%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| FIRSTENERGY CORP                                    | FirstEnergy Corp                                                                                     | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     51000 | PA      | $40478.70     | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                               | Deutsche Lufthansa AG                                                                                | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $95002.39     | 0.01%             | 2028-02-11      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SWF ESCROW ISSUER CORP                              | SWF Escrow Issuer Corp                                                                               | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | PA      | $530196.75    | 0.06%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTL CONSOLIDATED AIRLIN                            | International Consolidated Airlines Group SA                                                         | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $81889.39     | 0.01%             | 2029-03-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                | Kaiser Aluminum Corp                                                                                 | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1330206.25   | 0.16%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Options Clearing Corp.                              | SPDR S+P 500 ETF TRUST JAN23 360 PUT                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -713 | NC      | $-94829.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ITT HOLDINGS LLC                                    | ITT Holdings LLC                                                                                     | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    917000 | PA      | $772242.38    | 0.09%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp                                                                            | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    408000 | PA      | $435935.76    | 0.05%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                      | Helios Software Holdings, Inc. 2021 USD Term Loan B                                                  | CUSIP: 42328DAF5<br>LEI: 2138002XO5EAYFHPPT53 | Long             | LON              | CORP              | US        |    302429 | PA      | $297665.32    | 0.04%             | 2028-03-11      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                     | ZF Finance GmbH                                                                                      | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $98348.83     | 0.01%             | 2025-09-21      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                            | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                               | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2017000 | PA      | $2480910.00   | 0.30%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                       | Carnival Corp                                                                                        | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1898000 | PA      | $1547648.18   | 0.19%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                            | Cheplapharm Arzneimittel GmbH                                                                        | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    388000 | PA      | $324445.60    | 0.04%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                       | Aroundtown SA                                                                                        | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $49522.20     | 0.01%             | 2024-09-23      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                | Teva Pharmaceutical Finance Netherlands II BV                                                        | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $210422.54    | 0.03%             | 2025-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                             | Penske Automotive Group Inc                                                                          | CUSIP: 70959WAJ2<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    423000 | PA      | $392569.23    | 0.05%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                         | Oracle Corp                                                                                          | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1709000 | PA      | $1150612.74   | 0.14%             | 2050-04-01      | Fixed         | 3.60%                 | 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        |    463000 | PA      | $414227.58    | 0.05%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| VALLOUREC SA                                        | Vallourec SA                                                                                         | CUSIP: 000000000<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |     69000 | PA      | $72411.71     | 0.01%             | 2026-06-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                            | Scientific Games International Inc                                                                   | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    435000 | PA      | $443787.87    | 0.05%             | 2025-07-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                  | CommScope Technologies LLC                                                                           | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |   1594000 | PA      | $1450540.00   | 0.18%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| LOXAM SAS                                           | Loxam SAS                                                                                            | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |    101000 | PA      | $98481.02     | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                                                | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1315389.05   | 0.16%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                              | Nationstar Mortgage Holdings Inc                                                                     | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $244912.50    | 0.03%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                            | Electricite de France SA                                                                             | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $174787.27    | 0.02%             | 2026-12-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Crown Cork & Seal Co Inc                            | Crown Cork & Seal Co Inc                                                                             | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |     79000 | PA      | $81331.29     | 0.01%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                     | ZF Finance GmbH                                                                                      | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $89732.14     | 0.01%             | 2028-09-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                             | Royal Caribbean Cruises Ltd                                                                          | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    248000 | PA      | $208630.00    | 0.03%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                                                | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    152000 | PA      | $136000.63    | 0.02%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Graham Holdings Co                                  | Graham Holdings Co                                                                                   | CUSIP: 384637AA2<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78608.00     | 0.01%             | 2026-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                             | Royal Caribbean Cruises Ltd                                                                          | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    927000 | PA      | $952585.20    | 0.12%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                               | Uber Technologies Inc                                                                                | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3752000 | PA      | $3268948.76   | 0.40%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                         | Avient Corp                                                                                          | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    438000 | PA      | $428158.99    | 0.05%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Intercontinental Exchange, Inc.                     | Long: S95VEAG06 CDS USD R F  5.00000 2 CCPCDX / Short: S95VEAG06 CDS USD P V 03MEVENT 1 CCPCDX       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   3485860 | OU      | $21465.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                       | Carnival Corp                                                                                        | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    630000 | PA      | $595350.00    | 0.07%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                            | Venture Global Calcasieu Pass LLC                                                                    | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   2471000 | PA      | $2162125.00   | 0.26%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES IN                            | Minerals Technologies Inc                                                                            | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    365000 | PA      | $325069.00    | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                        | New Gold Inc                                                                                         | CUSIP: 644535AH9<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    974000 | PA      | $854737.71    | 0.10%             | 2027-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| McAfee, LLC                                         | McAfee, LLC 2022 USD Term Loan B                                                                     | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   2608157 | PA      | $2438627.04   | 0.30%             | 2029-03-01      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                            | Fortress Transportation and Infrastructure Investors LLC                                             | CUSIP: 34960PAC5<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    107000 | PA      | $107267.50    | 0.01%             | 2027-08-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                   | EURO STOXX 50 PR JAN23 3725 PUT                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         5 | NC      | $1942.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zayo Group Holdings, Inc.                           | Zayo Group Holdings, Inc. USD Term Loan                                                              | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   1579117 | PA      | $1284567.50   | 0.16%             | 2027-03-09      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                               | American Airlines Inc                                                                                | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   2016000 | PA      | $2162360.09   | 0.26%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: —       |
| NEW ENTERPRISE STONE & L                            | New Enterprise Stone & Lime Co Inc                                                                   | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    284000 | PA      | $262398.86    | 0.03%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                              | Goodyear Tire & Rubber Co/The                                                                        | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    234000 | PA      | $195191.01    | 0.02%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                            | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    692000 | PA      | $645566.80    | 0.08%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US 10YR NOTE (CBT)MAR23                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -73 | NC      | $24998.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                             | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1201772.88   | 0.15%             | 2026-11-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                                                | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              |  | US        |    138000 | PA      | $136655.88    | 0.02%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| PILGRIM'S PRIDE CORP                                | Pilgrim's Pride Corp                                                                                 | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    479000 | PA      | $374817.50    | 0.05%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                          | Gainwell Acquisition Corp. Term Loan B                                                               | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1633135 | PA      | $1549437.03   | 0.19%             | 2027-10-01      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                | Chart Industries Inc                                                                                 | CUSIP: 000000000<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    242000 | PA      | $248197.62    | 0.03%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                            | Hilton Domestic Operating Co Inc                                                                     | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    324000 | PA      | $271068.12    | 0.03%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                              | Group 1 Automotive Inc                                                                               | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76178.72     | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                | Howmet Aerospace Inc                                                                                 | CUSIP: 013817AW1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30654.04     | 0.00%             | 2024-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Standard Chartered Bank                             | PURCHASED USD / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-3835.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                              | Telecom Italia Capital SA                                                                            | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    539000 | PA      | $440950.51    | 0.05%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                 | LBM Acquisition LLC                                                                                  | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     99000 | PA      | $62998.81     | 0.01%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                       | Coherent Corp                                                                                        | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   2269000 | PA      | $1956853.67   | 0.24%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Naked Juice LLC                                     | Naked Juice LLC 2nd Lien Term Loan                                                                   | CUSIP: 62984CAB9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     83000 | PA      | $67087.32     | 0.01%             | 2030-01-24      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| TERVITA CORP                                        | Tervita Corp                                                                                         | CUSIP: 88159EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    167000 | PA      | $179536.45    | 0.02%             | 2025-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Block Inc                                           | Block Inc                                                                                            | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      2424 | NS      | $152324.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CIDRON AIDA FINCO SARL                              | Cidron Aida Finco Sarl                                                                               | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $91255.82     | 0.01%             | 2028-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | Long: BRYA26RC0 CDS EUR R F  5.00000 2 CORPORATE / Short: BRYA26RC0 CDS EUR P V 03MEVENT 1 CORPORATE | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | DE        |     50000 | OU      | $893.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                 | Churchill Downs Inc                                                                                  | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    632000 | PA      | $565557.84    | 0.07%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTL LTD                                | Weatherford International Ltd                                                                        | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     22000 | PA      | $22440.97     | 0.00%             | 2024-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                            | Virgin Media Vendor Financing Notes IV DAC                                                           | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |   1272000 | PA      | $1111864.46   | 0.14%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Verscend Holding Corp.                              | Verscend Holding Corp. 2021 Term Loan B                                                              | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2357917 | PA      | $2349074.89   | 0.29%             | 2025-08-27      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                              | General Motors Financial Co Inc                                                                      | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    270000 | PA      | $228521.24    | 0.03%             | 2030-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                              | Diamondback Energy Inc                                                                               | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1279872.24   | 0.16%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corporation                   | Great Canadian Gaming Corporation 2021 Term Loan                                                     | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |    146265 | PA      | $144010.03    | 0.02%             | 2026-11-01      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                                         | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    380000 | PA      | $353398.13    | 0.04%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                             | Sensata Technologies BV                                                                              | CUSIP: 81725WAH6<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    161000 | PA      | $159451.18    | 0.02%             | 2024-11-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                  | AMN Healthcare Inc                                                                                   | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    212000 | PA      | $181416.88    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                            | Antero Midstream Partners LP / Antero Midstream Finance Corp                                         | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    393000 | PA      | $371525.41    | 0.05%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                | Telefonica Europe BV                                                                                 | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $109185.85    | 0.01%             | 2028-08-23      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| GATES GLOBAL/GATES CORP                             | Gates Global LLC / Gates Corp                                                                        | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    887000 | PA      | $855955.00    | 0.10%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | S+P500 EMINI FUT MAR23                                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -11 | NC      | $90284.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLIS ACQUISITION CO PL                            | Bellis Acquisition Co PLC                                                                            | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $98166.75     | 0.01%             | 2026-02-16      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                                                  | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    539000 | PA      | $474993.75    | 0.06%             | 2025-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                             | Iron Mountain Information Management Services Inc                                                    | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    509000 | PA      | $422826.54    | 0.05%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MPT OPER PARTNERSP/FINL                             | MPT Operating Partnership LP / MPT Finance Corp                                                      | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              |  | US        |   1736000 | PA      | $1323846.94   | 0.16%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| FRONTIER COMMUNICATIONS                             | Frontier Communications Holdings LLC                                                                 | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    816000 | PA      | $829667.61    | 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        |  11442000 | PA      | $11283985.98  | 1.37%             | 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        |    490000 | PA      | $409549.50    | 0.05%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| SIRIUS XM RADIO INC                                 | Sirius XM Radio Inc                                                                                  | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    144000 | PA      | $118830.24    | 0.01%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Deerfield Dakota Holding, LLC                       | Deerfield Dakota Holding, LLC 2021 USD 2nd Lien Term Loan                                            | CUSIP: 24440EAG2<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    558000 | PA      | $534633.75    | 0.07%             | 2028-04-07      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| VANTAGE TOWERS AG                                   | Vantage Towers AG                                                                                    | CUSIP: 000000000<br>LEI: 213800BBQO965UPQ7J59 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $101928.20    | 0.01%             | 2025-03-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Polaris Newco LLC                                   | Polaris Newco LLC USD Term Loan B                                                                    | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    327189 | PA      | $299377.98    | 0.04%             | 2028-06-02      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                  | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1025166.19   | 0.12%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Severin Acquisition, LLC                            | Severin Acquisition, LLC 2018 Term Loan B                                                            | CUSIP: 81812HAB6<br>LEI: 549300L10R4RABI1ER67 | Long             | LON              | CORP              | US        |    200200 | PA      | $198865.27    | 0.02%             | 2025-08-01      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp                                                                                          | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    935000 | PA      | $775233.80    | 0.09%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                        | JELD-WEN Inc                                                                                         | CUSIP: 475795AE0<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    326000 | PA      | $304922.30    | 0.04%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                      | Transocean Inc                                                                                       | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    330000 | PA      | $330825.00    | 0.04%             | 2027-01-30      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                    | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $835048.26    | 0.10%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HT TROPLAST AG                                      | HT Troplast GmbH                                                                                     | CUSIP: 000000000<br>LEI: 529900Y2N2GAY3FXGP86 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $97079.06     | 0.01%             | 2025-07-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Nokia OYJ                                           | Nokia Oyj                                                                                            | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    397000 | PA      | $376817.07    | 0.05%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                            | Rockies Express Pipeline LLC                                                                         | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    136000 | PA      | $122039.60    | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| TWILIO INC                                          | Twilio Inc                                                                                           | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |   1343000 | PA      | $1065475.77   | 0.13%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                             | Starwood Property Trust Inc                                                                          | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    215000 | PA      | $188141.22    | 0.02%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                                                | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    746000 | PA      | $667908.72    | 0.08%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                    | IRB Holding Corp                                                                                     | CUSIP: 44988MAC9<br>LEI: 549300HVW4WNWYBXN830 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314212.50    | 0.04%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                    | Lamar Media Corp                                                                                     | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $115368.00    | 0.01%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                                         | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1000401.40   | 0.12%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                   | Ultimate Software Group Inc (The) Term Loan B                                                        | CUSIP: 90385KAB7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    229667 | PA      | $221731.36    | 0.03%             | 2026-05-04      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                              | Telecom Italia Capital SA                                                                            | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    204000 | PA      | $169320.00    | 0.02%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                              | Lumen Technologies Inc                                                                               | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $819281.53    | 0.10%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EP Purchaser, LLC                                   | EP Purchaser, LLC 2021 Term Loan B                                                                   | CUSIP: 26881KAC8<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |    417542 | PA      | $413888.83    | 0.05%             | 2028-11-06      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                     | Ocado Group PLC                                                                                      | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $93089.16     | 0.01%             | 2026-10-08      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECH INC                                    | Sensata Technologies Inc                                                                             | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1418051.86   | 0.17%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                   | Iron Mountain Inc                                                                                    | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     79000 | PA      | $70956.26     | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                           | Crocs Inc                                                                                            | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38119.50     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                 | Sprint Capital Corp                                                                                  | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   2577000 | PA      | $2674771.38   | 0.33%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT / FINCO                              | Caesars Resort Collection LLC / CRC Finco Inc                                                        | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    691000 | PA      | $676424.09    | 0.08%             | 2025-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| BCP MODULAR SERVICES                                | BCP V Modular Services Finance II PLC                                                                | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $100977.56    | 0.01%             | 2028-11-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                            | Venture Global Calcasieu Pass LLC                                                                    | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   4528000 | PA      | $3698923.20   | 0.45%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| US FOODS INC                                        | US Foods Inc                                                                                         | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $933203.92    | 0.11%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                       | RCI Banque SA                                                                                        | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $190231.72    | 0.02%             | 2030-02-18      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| ATI INC                                             | ATI Inc                                                                                              | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    277000 | PA      | $244793.21    | 0.03%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co                                                                                     | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    890000 | PA      | $778985.85    | 0.09%             | 2026-03-15      | Fixed         | 3.90%                 | 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        |   4760000 | PA      | $4411375.32   | 0.54%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                 | Altice Financing SA 2017 USD Term Loan B                                                             | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |     79232 | PA      | $76953.62     | 0.01%             | 2025-07-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| TROPICANA ENT LLC/FIN                               | Tropicana Entertainment LLC / Tropicana Finance Corp                                                 | CUSIP: 897083AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $0.01         | 0.00%             | 2014-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| W.R. Grace & Co.-Conn.                              | W.R. Grace & Co.-Conn. 2021 Term Loan B                                                              | CUSIP: 92943HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    629521 | PA      | $619586.14    | 0.08%             | 2028-09-22      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                            | NCR Corp                                                                                             | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    318000 | PA      | $297347.49    | 0.04%             | 2029-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited                           | Titan Acquisition Limited 2018 Term Loan B                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   2244746 | PA      | $2104137.74   | 0.26%             | 2025-03-28      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                               | HUB International Ltd                                                                                | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   2449000 | PA      | $2397546.51   | 0.29%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| VODAFONE GROUP PLC                                  | Vodafone Group PLC                                                                                   | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209272.88    | 0.03%             | 2079-01-03      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                               | Deutsche Lufthansa AG                                                                                | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $90583.58     | 0.01%             | 2029-07-14      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UGI INTERNATIONAL LLC                               | UGI International LLC                                                                                | CUSIP: 000000000<br>LEI: 5493001JFF8MQO00ZQ21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81656.46     | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                             | United Rentals North America Inc                                                                     | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21795.95     | 0.00%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                    | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                     | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | PA      | $874539.05    | 0.11%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                            | EnLink Midstream Partners LP                                                                         | CUSIP: 29336UAD9<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     67000 | PA      | $50774.50     | 0.01%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                   | General Motors Co                                                                                    | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    375000 | PA      | $304788.90    | 0.04%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                      | Constellium SE                                                                                       | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   4092000 | PA      | $3324493.80   | 0.40%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                         | Oracle Corp                                                                                          | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1018000 | PA      | $1065460.04   | 0.13%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| FIRSTENERGY CORP                                    | FirstEnergy Corp                                                                                     | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $1576922.00   | 0.19%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                    | Crown Castle Inc                                                                                     | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    554000 | PA      | $523164.04    | 0.06%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                  | CA Magnum Holdings                                                                                   | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |   1661000 | PA      | $1513549.79   | 0.18%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                            | RHP Hotel Properties LP / RHP Finance Corp                                                           | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              |  | US        |   1149000 | PA      | $1039857.89   | 0.13%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ALLIANT HOLD / CO-ISSUER                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                       | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6539000 | PA      | $5877645.54   | 0.72%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                             | MPLX LP                                                                                              | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $967960.09    | 0.12%             | 2052-03-14      | Fixed         | 4.95%                 | 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      | $93527.10     | 0.01%             | 2028-04-30      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                            | Hilton Domestic Operating Co Inc                                                                     | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    394000 | PA      | $340810.00    | 0.04%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                            | 1011778 BC ULC / New Red Finance Inc                                                                 | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    276000 | PA      | $246894.55    | 0.03%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                              | Adient Global Holdings Ltd                                                                           | CUSIP: 000000000<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $102138.65    | 0.01%             | 2024-08-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                            | Wyndham Hotels & Resorts Inc                                                                         | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    314000 | PA      | $281720.80    | 0.03%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                       | Surgery Center Holdings, Inc. 2021 Term Loan                                                         | CUSIP: 86880NAX1<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |    423683 | PA      | $418810.81    | 0.05%             | 2026-08-31      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                            | Sinclair Television Group Inc                                                                        | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   2219000 | PA      | $1663554.10   | 0.20%             | 2030-12-01      | Fixed         | 4.12%                 | 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        |   2009000 | PA      | $1721974.17   | 0.21%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                 | Intesa Sanpaolo SpA                                                                                  | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $288299.94    | 0.04%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: —       |
| COLGATE ENERGY P                                    | Colgate Energy Partners III LLC                                                                      | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |    951000 | PA      | $816776.39    | 0.10%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                    | Societe Generale                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |   1700000 | PA      | $1700000.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                            | Scientific Games International Inc                                                                   | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    290000 | PA      | $278400.00    | 0.03%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ILIAD SA                                            | iliad SA                                                                                             | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $106188.59    | 0.01%             | 2027-06-14      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| KORIAN SA                                           | Korian SA                                                                                            | CUSIP: 000000000<br>LEI: 969500WEPS61H6TJM037 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $91124.61     | 0.01%             | 2024-03-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                 | Altice Financing SA                                                                                  | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   3319000 | PA      | $2610602.17   | 0.32%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MASONITE INTERNATIONAL C                            | Masonite International Corp                                                                          | CUSIP: 575385AE9<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |    574000 | PA      | $464323.60    | 0.06%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| VMED O2 UK FINAN                                    | Vmed O2 UK Financing I PLC                                                                           | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    213000 | PA      | $172426.70    | 0.02%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                 | NuStar Logistics LP                                                                                  | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    302000 | PA      | $290322.63    | 0.04%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                        | Centene Corp                                                                                         | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1491000 | PA      | $1171627.80   | 0.14%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| DISH DBS CORP                                       | DISH DBS Corp                                                                                        | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1107000 | PA      | $714136.77    | 0.09%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc. | Element Materials Technology Group US Holdings Inc. 2022 USD Term Loan                               | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |    184052 | PA      | $179450.78    | 0.02%             | 2029-07-06      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                    | FirstEnergy Corp                                                                                     | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    208000 | PA      | $169590.72    | 0.02%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                              | Blackstone Private Credit Fund                                                                       | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    205000 | PA      | $203374.77    | 0.02%             | 2025-09-29      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                      | Hertz Corp/The                                                                                       | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    346000 | PA      | $289775.00    | 0.04%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                               | Nabors Industries Ltd                                                                                | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    677000 | PA      | $619384.66    | 0.08%             | 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        |    171000 | PA      | $147336.49    | 0.02%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp                                                                            | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    732000 | PA      | $746640.00    | 0.09%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                     | NGPL PipeCo LLC                                                                                      | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    691000 | PA      | $718997.10    | 0.09%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                         | Chemours Co/The                                                                                      | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    257000 | PA      | $230845.11    | 0.03%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| BCPE EMPIRE HOLDINGS INC                            | BCPE Empire Holdings Inc                                                                             | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |    337000 | PA      | $302214.86    | 0.04%             | 2027-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                            | Cheniere Energy Partners LP                                                                          | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2316570.15   | 0.28%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ANGI GROUP LLC                                      | ANGI Group LLC                                                                                       | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $608509.70    | 0.07%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                    | IRB Holding Corp 2022 Term Loan B                                                                    | CUSIP: 44988LAH0<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    461135 | PA      | $447733.26    | 0.05%             | 2027-12-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                            | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    210000 | PA      | $189940.46    | 0.02%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| LIGADO NETWORKS LLC                                 | Ligado Networks LLC                                                                                  | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    664056 | PA      | $217186.16    | 0.03%             | 2023-11-01      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                               | Cablevision Lightpath LLC                                                                            | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    359000 | PA      | $295867.54    | 0.04%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                 | Global Payments Inc                                                                                  | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1137000 | PA      | $1082822.52   | 0.13%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| SCOTTS MIRACLE-GRO CO                               | Scotts Miracle-Gro Co/The                                                                            | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     72000 | PA      | $54266.39     | 0.01%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                    | Lamar Media Corp                                                                                     | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $95776.39     | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEMIRE REAL ESTATE AG                               | DEMIRE Deutsche Mittelstand Real Estate AG                                                           | CUSIP: 000000000<br>LEI: 391200FHEFGXUKL2BO93 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $72747.75     | 0.01%             | 2024-10-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| TITAN ACQ/CO-BORROWER                               | Titan Acquisition Ltd / Titan Co-Borrower LLC                                                        | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1796000 | PA      | $1617456.19   | 0.20%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                            | Live Nation Entertainment Inc                                                                        | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     76000 | PA      | $73586.58     | 0.01%             | 2024-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                       | Carnival Corp                                                                                        | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2360000 | PA      | $1685134.40   | 0.21%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| TD Prime Svcs                                       | TD Prime Svcs                                                                                        | CUSIP: 000000000<br>LEI: 549300ZBQI1JB1844X09 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                 | CDW LLC / CDW Finance Corp                                                                           | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346000 | PA      | $296231.36    | 0.04%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| FIDELITY INST GOVT LEX                              | FIDELITY INST GOVT LEX                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5000000 | NS      | $5000000.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ENACT HOLDINGS INC                                  | Enact Holdings Inc                                                                                   | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    989000 | PA      | $970565.04    | 0.12%             | 2025-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                               | GFL Environmental Inc                                                                                | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    156000 | PA      | $147420.00    | 0.02%             | 2025-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                            | Advanced Drainage Systems Inc                                                                        | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    474000 | PA      | $442005.00    | 0.05%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                               | NESCO Holdings II Inc                                                                                | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    593000 | PA      | $518875.00    | 0.06%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                            | NFP Corp                                                                                             | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   4611000 | PA      | $3800750.42   | 0.46%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                 | United Airlines Inc                                                                                  | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1616011.22   | 0.20%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                               | Uber Technologies Inc                                                                                | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1427000 | PA      | $1369919.81   | 0.17%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Ford Motor Credit Co LLC                            | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397ZJ5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190293.26    | 0.02%             | 2025-06-09      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                      | Constellium SE                                                                                       | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     71641 | NS      | $847513.03    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| SM ENERGY CO                                        | SM Energy Co                                                                                         | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    231000 | PA      | $221475.87    | 0.03%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                    | Societe Generale                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                              | Goodyear Tire & Rubber Co/The                                                                        | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9795.62      | 0.00%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                            | Teva Pharmaceutical Finance Netherlands III BV                                                       | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $361559.90    | 0.04%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                | Kraft Heinz Foods Co                                                                                 | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    782000 | PA      | $678809.59    | 0.08%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                     | ERO Copper Corp                                                                                      | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    553000 | PA      | $445969.89    | 0.05%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                              | Cushman & Wakefield US Borrower LLC                                                                  | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $801662.40    | 0.10%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING, LLC                            | Brown Group Holding, LLC 2022 Incremental Term Loan B2                                               | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    693262 | PA      | $692086.73    | 0.08%             | 2029-07-02      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                              | Marvell Technology Inc                                                                               | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $458473.05    | 0.06%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                             | Frontier Communications Holdings LLC                                                                 | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    603000 | PA      | $559927.71    | 0.07%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                                  | Camelot Finance SA                                                                                   | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    162000 | PA      | $151834.60    | 0.02%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                            | Smyrna Ready Mix Concrete LLC                                                                        | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   2052000 | PA      | $1835924.40   | 0.22%             | 2028-11-01      | Fixed         | 6.00%                 | 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        |   1780650 | PA      | $1770325.52   | 0.22%             | 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        |    650000 | PA      | $647482.53    | 0.08%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FAURECIA                                            | Faurecia SE                                                                                          | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $90774.12     | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                   | Triumph Group Inc                                                                                    | CUSIP: 896818AS0<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |   2031000 | PA      | $2066542.50   | 0.25%             | 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        |   2361000 | PA      | $1638094.92   | 0.20%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TORONTO DOMINION NY                                 | TORONTO DOMINION NY                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.12%             | 2023-03-21      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| AIT Worldwide Logistics, Inc                        | AIT Worldwide Logistics, Inc 2021 Term Loan                                                          | CUSIP: 00145AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    295020 | PA      | $271910.20    | 0.03%             | 2028-04-06      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| PCF GMBH                                            | PCF GmbH                                                                                             | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $88419.13     | 0.01%             | 2026-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                            | British Telecommunications PLC                                                                       | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $157338.64    | 0.02%             | 2081-11-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                            | Weatherford International Ltd                                                                        | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    569000 | PA      | $557790.70    | 0.07%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                                               | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    815000 | PA      | $665774.10    | 0.08%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| GOLDSTORY SAS                                       | Goldstory SASU                                                                                       | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $97696.71     | 0.01%             | 2026-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                  | Energy Transfer LP                                                                                   | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1861000 | PA      | $1600460.00   | 0.19%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                               | Encompass Health Corp                                                                                | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    504000 | PA      | $433196.48    | 0.05%             | 2031-04-01      | Fixed         | 4.62%                 | 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        |    576000 | PA      | $396702.03    | 0.05%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| CNX MIDSTREAM PART LP                               | CNX Midstream Partners LP                                                                            | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $235530.86    | 0.03%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                              | Southwestern Energy Co                                                                               | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    441000 | PA      | $376874.19    | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CPUK Finance Ltd                                    | CPUK Finance Ltd                                                                                     | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $111194.39    | 0.01%             | 2025-08-28      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MADISON IAQ LLC                                     | Madison IAQ LLC                                                                                      | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $548319.07    | 0.07%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                               | Encompass Health Corp                                                                                | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     54000 | PA      | $49053.60     | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                   | American Builders & Contractors Supply Co Inc                                                        | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89220.00     | 0.01%             | 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        |    781000 | PA      | $679704.30    | 0.08%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                         | Gartner Inc                                                                                          | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    186000 | PA      | $173413.38    | 0.02%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                              | Option Care Health Inc                                                                               | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    676000 | PA      | $591303.96    | 0.07%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                     | Envision Healthcare Corporation 2022 First Out Term Loan                                             | CUSIP: 29373UAE1<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |    138786 | PA      | $124213.41    | 0.02%             | 2027-03-31      | Variable      | 12.61%                | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                             | American Airlines, Inc. 2021 Term Loan                                                               | CUSIP: 02376CBJ3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |   1636484 | PA      | $1631369.99   | 0.20%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                            | Catalent Pharma Solutions Inc                                                                        | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    506000 | PA      | $399532.54    | 0.05%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| CENTRAL GARDEN & PET CO                             | Central Garden & Pet Co                                                                              | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    454000 | PA      | $375832.55    | 0.05%             | 2031-04-30      | Fixed         | 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        |   1573000 | PA      | $1470755.00   | 0.18%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                 | Silgan Holdings Inc                                                                                  | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |     72000 | PA      | $66611.34     | 0.01%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                       | CommScope Inc                                                                                        | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    282000 | PA      | $218550.00    | 0.03%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| CoreLogic, Inc.                                     | CoreLogic, Inc. 2nd Lien Term Loan                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    524226 | PA      | $380937.73    | 0.05%             | 2029-06-04      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                      | Hertz Corp/The                                                                                       | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    271000 | PA      | $205580.60    | 0.03%             | 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        |    620000 | PA      | $508920.80    | 0.06%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Citibank, National Association                      | Long: BRW5JRU27 CDS EUR R F  1.00000 2 CORPORATE / Short: BRW5JRU27 CDS EUR P V 03MEVENT 1 CORPORATE | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | DE        |     10755 | OU      | $-395.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                | Ryan Specialty Group LLC                                                                             | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    377000 | PA      | $326442.75    | 0.04%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                | Targa Resources Corp                                                                                 | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    458000 | PA      | $432237.78    | 0.05%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                             | MPT Operating Partnership LP / MPT Finance Corp                                                      | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $83212.47     | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Deerfield Dakota Holding, LLC                       | Deerfield Dakota Holding, LLC 2020 USD Term Loan B                                                   | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    428537 | PA      | $401083.84    | 0.05%             | 2027-04-09      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                                | Covanta Holding Corp                                                                                 | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    438000 | PA      | $358840.26    | 0.04%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                               | Caesars Entertainment Inc                                                                            | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2967000 | PA      | $2882961.21   | 0.35%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                             | Royal Caribbean Cruises Ltd                                                                          | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    239000 | PA      | $193195.09    | 0.02%             | 2026-07-01      | Fixed         | 4.25%                 | 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        |    392000 | PA      | $344910.38    | 0.04%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| MERLIN ENTERTAINMENTS                               | Merlin Entertainments Ltd                                                                            | CUSIP: 59010QAB2<br>LEI: 549300ZTI0VEFO6WV007 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $561742.50    | 0.07%             | 2026-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                  | Telecom Italia SpA/Milano                                                                            | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    271000 | PA      | $256756.24    | 0.03%             | 2024-05-30      | Fixed         | 5.30%                 | 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        |    722000 | PA      | $644356.12    | 0.08%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Clydesdale Acquisition Holdings Inc                 | Clydesdale Acquisition Holdings Inc Term Loan B                                                      | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    269645 | PA      | $257601.85    | 0.03%             | 2029-04-13      | Variable      | 8.60%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                   | Iliad Holding SASU                                                                                   | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $96818.95     | 0.01%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CORELOGIC INC                                       | CoreLogic Inc                                                                                        | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $790216.00    | 0.10%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                        | Novelis Corp                                                                                         | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   2167000 | PA      | $1942737.17   | 0.24%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CHEPLAPHARM ARZNEIMITTEL                            | Cheplapharm Arzneimittel GmbH                                                                        | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $93450.24     | 0.01%             | 2027-02-11      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                 | Verisure Holding AB                                                                                  | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |    148000 | PA      | $136760.11    | 0.02%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                              | Liberty Broadband Corp                                                                               | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |    997000 | PA      | $962105.00    | 0.12%             | 2050-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Veritas US Inc.                                     | Veritas US Inc. 2021 USD Term Loan B                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    634726 | PA      | $454027.17    | 0.06%             | 2025-09-01      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                            | Hilton Domestic Operating Co Inc                                                                     | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    350000 | PA      | $280280.00    | 0.03%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                     | Sealed Air Corp                                                                                      | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    179000 | PA      | $162377.51    | 0.02%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                            | USA Compression Partners LP / USA Compression Finance Corp                                           | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    723000 | PA      | $676005.19    | 0.08%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| CSC HOLDINGS LLC                                    | CSC Holdings LLC                                                                                     | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3228000 | PA      | $2278419.24   | 0.28%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Delta TopCo, Inc.                                   | Delta TopCo, Inc. 2020 Term Loan B                                                                   | CUSIP: 24780DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    460242 | PA      | $426106.78    | 0.05%             | 2027-12-01      | Floating      | 8.15%                 | 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        |    332000 | PA      | $305599.36    | 0.04%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                            | Warnermedia Holdings Inc                                                                             | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1823000 | PA      | $1330815.05   | 0.16%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: —       |
| SURGERY CENTER HOLDINGS                             | Surgery Center Holdings Inc                                                                          | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    474000 | PA      | $482295.00    | 0.06%             | 2027-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                       | DISH DBS Corp                                                                                        | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3011000 | PA      | $2536270.69   | 0.31%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                | SRS Distribution Inc                                                                                 | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   1532000 | PA      | $1219246.93   | 0.15%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| TRI POINTE HOMES INC                                | Tri Pointe Homes Inc                                                                                 | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $108701.61    | 0.01%             | 2028-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                            | Plains All American Pipeline LP / PAA Finance Corp                                                   | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $174140.89    | 0.02%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco, LLC                                 | Radiate Holdco, LLC 2021 Term Loan B                                                                 | CUSIP: 75025KAH1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    130680 | PA      | $106912.58    | 0.01%             | 2026-09-25      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                 | Spectrum Brands Inc                                                                                  | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    118000 | PA      | $102120.30    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                       | TransDigm Inc                                                                                        | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     96000 | PA      | $93403.66     | 0.01%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                            | Camelot Return Merger Sub Inc                                                                        | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $509284.65    | 0.06%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | Long: BRWZEG1Q9 CDS EUR R F  5.00000 2 CORPORATE / Short: BRWZEG1Q9 CDS EUR P V 03MEVENT 1 CORPORATE | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |     60000 | OU      | $5606.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                  | Howard Hughes Corp/The                                                                               | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    308000 | PA      | $249193.21    | 0.03%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RCS & RDS SA                                        | RCS & RDS SA                                                                                         | CUSIP: 000000000<br>LEI: 3157008PTGOXBWZDVF10 | Long             | DBT              | CORP              | RO        |    100000 | PA      | $97077.78     | 0.01%             | 2025-02-05      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SYNEOS HEALTH INC                                   | Syneos Health Inc                                                                                    | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |    431000 | PA      | $343224.70    | 0.04%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                  | Howard Hughes Corp/The                                                                               | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9908.03      | 0.00%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                      | Bombardier Inc                                                                                       | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    374000 | PA      | $374000.00    | 0.05%             | 2034-05-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                 | Altice Financing SA                                                                                  | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    148000 | PA      | $124840.10    | 0.02%             | 2028-01-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY IN                            | Beacon Roofing Supply Inc                                                                            | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    323000 | PA      | $268410.20    | 0.03%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Athenahealth, Inc.                                  | Athenahealth, Inc. 2022 Term Loan B                                                                  | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   3891691 | PA      | $3523603.52   | 0.43%             | 2029-02-15      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| ACI Worldwide Inc                                   | ACI Worldwide Inc                                                                                    | CUSIP: 004498AB7<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | DBT              | CORP              | US        |    954000 | PA      | $924187.50    | 0.11%             | 2026-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                | Garda World Security Corp                                                                            | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    296000 | PA      | $261362.08    | 0.03%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                     | Lamb Weston Holdings Inc                                                                             | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    333000 | PA      | $315517.50    | 0.04%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Staples, Inc.                                       | Staples, Inc. 7 Year Term Loan                                                                       | CUSIP: 855031AQ3<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    188399 | PA      | $174652.00    | 0.02%             | 2026-04-16      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                               | GFL Environmental Inc                                                                                | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    233000 | PA      | $222560.82    | 0.03%             | 2025-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                       | Cable One Inc                                                                                        | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1107233.94   | 0.13%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Murphy Oil Corp                                     | Murphy Oil Corp                                                                                      | CUSIP: 626717AJ1<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23582.43     | 0.00%             | 2025-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                               | Level 3 Financing Inc                                                                                | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    360000 | PA      | $299700.00    | 0.04%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                 | Churchill Downs Inc                                                                                  | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    384000 | PA      | $363861.16    | 0.04%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co                             | Central Garden & Pet Co                                                                              | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120936.42    | 0.01%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                    | Societe Generale                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |   1300000 | PA      | $1300000.00   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                | SRS Distribution Inc                                                                                 | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   1697000 | PA      | $1504339.84   | 0.18%             | 2028-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                   | Post Holdings Inc                                                                                    | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    428000 | PA      | $369252.72    | 0.04%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                            | Ashton Woods USA LLC / Ashton Woods Finance Co                                                       | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    397000 | PA      | $318636.17    | 0.04%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NATURGY FINANCE BV                                  | Naturgy Finance BV                                                                                   | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $92779.28     | 0.01%             | 2026-11-23      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| BANK OF CYPRUS PCL                                  | Bank of Cyprus Pcl                                                                                   | CUSIP: 000000000<br>LEI: PQ0RAP85KK9Z75ONZW93 | Long             | DBT              | CORP              | CY        |    100000 | PA      | $87656.97     | 0.01%             | 2027-06-24      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                      | NRG Energy Inc                                                                                       | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    168000 | PA      | $157696.56    | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                            | Antero Midstream Partners LP / Antero Midstream Finance Corp                                         | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    546000 | PA      | $499175.04    | 0.06%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                            | Huntington Ingalls Industries Inc                                                                    | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    127000 | PA      | $115268.67    | 0.01%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REPSOL INTL FINANCE                                 | Repsol International Finance BV                                                                      | CUSIP: 000000000<br>LEI: 5493002YCY6HTK0OUR29 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $98997.31     | 0.01%             | 2026-03-11      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                  | Ford Motor Co                                                                                        | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    128000 | PA      | $121387.55    | 0.01%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| GULFPORT ENERGY OP CORP                             | Gulfport Energy Corp                                                                                 | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |    102000 | PA      | $99450.00     | 0.01%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                        | SM Energy Co                                                                                         | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    409000 | PA      | $397077.65    | 0.05%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                             | Crescent Energy Finance LLC                                                                          | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1646000 | PA      | $1551091.64   | 0.19%             | 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        |    271000 | PA      | $238141.25    | 0.03%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                               | Civitas Resources Inc                                                                                | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    243000 | PA      | $222164.14    | 0.03%             | 2026-10-15      | Fixed         | 5.00%                 | 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        |    720000 | PA      | $504000.00    | 0.06%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | Long: BRY84RC33 CDS EUR R F  5.00000 2 CORPORATE / Short: BRY84RC33 CDS EUR P V 03MEVENT 1 CORPORATE | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | DE        |      4952 | OU      | $-1289.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                             | Realogy Group LLC / Realogy Co-Issuer Corp                                                           | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    377000 | PA      | $275025.27    | 0.03%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CommScope Inc                                       | CommScope Inc                                                                                        | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    346000 | PA      | $319319.94    | 0.04%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                             | Standard Industries Inc/NJ                                                                           | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     77000 | PA      | $69291.53     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                            | Live Nation Entertainment Inc                                                                        | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    429000 | PA      | $365541.25    | 0.04%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                            | Jones Deslauriers Insurance Management Inc                                                           | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    704000 | PA      | $693337.27    | 0.08%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BOEING CO                                           | Boeing Co/The                                                                                        | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    254000 | PA      | $222546.41    | 0.03%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| VMED O2 UK FINAN                                    | Vmed O2 UK Financing I PLC                                                                           | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    873000 | PA      | $709181.55    | 0.09%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                             | New Fortress Energy Inc                                                                              | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2578000 | PA      | $2394188.60   | 0.29%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings S.A.                      | Intelsat Jackson Holdings S.A. 2021 Exit Term Loan B                                                 | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | LON              | CORP              | LU        |   1158466 | PA      | $1121394.86   | 0.14%             | 2029-02-01      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                               | Owl Rock Capital Corp                                                                                | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41310.83     | 0.01%             | 2026-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                           | Hub International Limited 2022 Term Loan B                                                           | CUSIP: 44332EAV8<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    659000 | PA      | $652703.91    | 0.08%             | 2029-11-10      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| GTCR AP Finance Inc                                 | GTCR AP Finance Inc                                                                                  | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    584000 | PA      | $559401.92    | 0.07%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                   | Ultimate Software Group Inc (The) 2021 2nd Lien Term Loan                                            | CUSIP: 000000000<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1214500 | PA      | $1121894.38   | 0.14%             | 2027-05-03      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                              | Lumen Technologies Inc                                                                               | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    143000 | PA      | $102950.39    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                            | Lindblad Expeditions LLC                                                                             | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    842000 | PA      | $763837.14    | 0.09%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTL INC                               | Tempur Sealy International Inc                                                                       | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    528000 | PA      | $443604.48    | 0.05%             | 2029-04-15      | Fixed         | 4.00%                 | 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        |   1257000 | PA      | $1243319.63   | 0.15%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                             | SBA Communications Corp                                                                              | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |   1475000 | PA      | $1332682.41   | 0.16%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION AUTOMOTIVE                            | Constellation Automotive Financing PLC                                                               | CUSIP: 000000000<br>LEI: 254900HVTSU7VICDRM89 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $78788.49     | 0.01%             | 2027-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                             | Stagwell Global LLC                                                                                  | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $226759.50    | 0.03%             | 2029-08-15      | 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        |    689000 | PA      | $670060.44    | 0.08%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                               | Foundation Building Materials Inc                                                                    | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |    267000 | PA      | $199903.90    | 0.02%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                   | Herc Holdings Inc                                                                                    | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    672000 | PA      | $626808.00    | 0.08%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                     | Long: B95V4ZFD5 CDS EUR R V 03MEVENT 1 CCPCDX / Short: B95V4ZFD5 CDS EUR P F  1.00000 2 CCPCDX       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     92000 | OU      | $3184.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                            | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    206000 | PA      | $186226.65    | 0.02%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                            | EQM Midstream Partners LP                                                                            | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    678000 | PA      | $554265.00    | 0.07%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                               | Deutsche Lufthansa AG                                                                                | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $102457.43    | 0.01%             | 2024-07-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                             | DCP Midstream Operating LP                                                                           | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    131000 | PA      | $129946.96    | 0.02%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                              | VistaJet Malta Finance PLC / XO Management Holding Inc                                               | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    457000 | PA      | $366434.03    | 0.04%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing, LLC                              | DirecTV Financing, LLC Term Loan                                                                     | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2591310 | PA      | $2524705.07   | 0.31%             | 2027-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                            | Vertiv Group Corp                                                                                    | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   1892000 | PA      | $1608200.00   | 0.20%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| CMG MEDIA CORPORATION                               | CMG Media Corp                                                                                       | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1228000 | PA      | $924315.60    | 0.11%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MONITCHEM HOLDCO 3 S.A.                             | Monitchem HoldCo 3 SA                                                                                | CUSIP: 000000000<br>LEI: 222100SJHJ1CNJMSW162 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $102618.85    | 0.01%             | 2025-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| KB HOME                                             | KB Home                                                                                              | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    178000 | PA      | $172960.82    | 0.02%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                       | Synaptics Inc                                                                                        | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    581000 | PA      | $489520.84    | 0.06%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| IHO Verwaltungs GmbH                                | IHO Verwaltungs GmbH                                                                                 | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    101000 | PA      | $90952.08     | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                | BWX Technologies Inc                                                                                 | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    545000 | PA      | $476982.38    | 0.06%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STERICYCLE INC                                      | Stericycle Inc                                                                                       | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    344000 | PA      | $300140.00    | 0.04%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| ELECTRICITE DE FRANCE SA                            | Electricite de France SA                                                                             | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $174579.61    | 0.02%             | 2027-09-03      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GARDEN SPINCO CORP                                  | Garden Spinco Corp                                                                                   | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    536000 | PA      | $568160.00    | 0.07%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                            | Archrock Partners LP / Archrock Partners Finance Corp                                                | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $673038.30    | 0.08%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                        | SM Energy Co                                                                                         | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     59000 | PA      | $56829.98     | 0.01%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                         | Gartner Inc                                                                                          | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    364000 | PA      | $313756.12    | 0.04%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| OPEN TEXT CORP                                      | Open Text Corp                                                                                       | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   2095000 | PA      | $2095000.00   | 0.25%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                   | General Motors Co                                                                                    | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    254000 | PA      | $235965.06    | 0.03%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTN                                    | AHP Health Partners Inc                                                                              | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    863000 | PA      | $674218.75    | 0.08%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLOCK COMMUNICATIONS INC                            | Block Communications Inc                                                                             | CUSIP: 093645AJ8<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |    285000 | PA      | $248662.50    | 0.03%             | 2028-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                  | Telecom Italia SpA/Milano                                                                            | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    255000 | PA      | $207389.78    | 0.03%             | 2029-01-18      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                              | Comstock Resources Inc                                                                               | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   2639000 | PA      | $2268748.30   | 0.28%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                            | Celanese US Holdings LLC                                                                             | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    570000 | PA      | $562205.94    | 0.07%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                            | EQM Midstream Partners LP                                                                            | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    943000 | PA      | $909992.00    | 0.11%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                             | Digital Realty Trust LP                                                                              | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    290000 | PA      | $291917.36    | 0.04%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                | Entegris Escrow Corp                                                                                 | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   4106000 | PA      | $3744414.55   | 0.46%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| EnPro Industries Inc                                | EnPro Industries Inc                                                                                 | CUSIP: 29355XAG2<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    161000 | PA      | $156170.00    | 0.02%             | 2026-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                            | Graphic Packaging International LLC                                                                  | CUSIP: 000000000<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281023.78    | 0.03%             | 2029-02-01      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                            | Venture Global Calcasieu Pass LLC                                                                    | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   2104000 | PA      | $1792597.48   | 0.22%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                           | INVESCO GOVT AND AGCY LEX                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   6000000 | NS      | $6000000.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                            | Archrock Partners LP / Archrock Partners Finance Corp                                                | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    842000 | PA      | $770440.15    | 0.09%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                               | United Airlines, Inc. 2021 Term Loan B                                                               | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |   1654530 | PA      | $1637294.76   | 0.20%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                              | Goodyear Tire & Rubber Co/The                                                                        | CUSIP: 382550BH3<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    444000 | PA      | $456211.03    | 0.06%             | 2025-05-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                            | 1011778 BC ULC / New Red Finance Inc                                                                 | CUSIP: 68245XAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    296000 | PA      | $293690.71    | 0.04%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                              | Telecom Italia Capital SA                                                                            | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    214000 | PA      | $173746.60    | 0.02%             | 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        |    534000 | PA      | $456992.40    | 0.06%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ACADIA HEALTHCARE CO INC                            | Acadia Healthcare Co Inc                                                                             | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    246000 | PA      | $233331.00    | 0.03%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                 | Intesa Sanpaolo SpA                                                                                  | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    415000 | PA      | $304903.79    | 0.04%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                            | Hilton Domestic Operating Co Inc                                                                     | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    805000 | PA      | $729499.05    | 0.09%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                    | Ziggo Bond Co BV                                                                                     | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    248000 | PA      | $200260.00    | 0.02%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                  | Energy Transfer LP                                                                                   | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396772.00    | 0.05%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                            | Chobani LLC / Chobani Finance Corp Inc                                                               | CUSIP: 17027NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2261000 | PA      | $2201648.75   | 0.27%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| ASHTON WOODS USA/FINANCE                            | Ashton Woods USA LLC / Ashton Woods Finance Co                                                       | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $127573.89    | 0.02%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FIBER BIDCO SPA                                     | Fiber Bidco Spa                                                                                      | CUSIP: 000000000<br>LEI: 81560079496BA27EC472 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $113210.74    | 0.01%             | 2027-10-25      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                    | Altice France SA/France                                                                              | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $95805.23     | 0.01%             | 2025-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                  | Ford Motor Co                                                                                        | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    481000 | PA      | $444134.96    | 0.05%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| UNIVISION COMMUNICATIONS                            | Univision Communications Inc                                                                         | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    566000 | PA      | $540926.20    | 0.07%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PECF USS Intermediate Holding III Corporation       | PECF USS Intermediate Holding III Corporation Term Loan B                                            | CUSIP: 69291LAB2<br>LEI: 254900DIL842DEXPYJ91 | Long             | LON              | CORP              | US        |    941123 | PA      | $788092.77    | 0.10%             | 2028-12-15      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                             | Frontier Communications Holdings LLC                                                                 | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2044000 | PA      | $1782408.88   | 0.22%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                | OI European Group BV                                                                                 | CUSIP: 000000000<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $102763.15    | 0.01%             | 2025-02-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                        | Centene Corp                                                                                         | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4371000 | PA      | $3420189.96   | 0.42%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                             | Royal Caribbean Cruises Ltd                                                                          | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    472000 | PA      | $473996.56    | 0.06%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                    | Altice France SA/France                                                                              | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    331000 | PA      | $248882.54    | 0.03%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                            | Catalent Pharma Solutions Inc                                                                        | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |     82000 | PA      | $76302.49     | 0.01%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                             | Royal Caribbean Cruises Ltd                                                                          | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    286000 | PA      | $306735.00    | 0.04%             | 2025-06-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| GRUPO-ANTOLIN IRAUSA SA                             | Grupo Antolin-Irausa SA                                                                              | CUSIP: 000000000<br>LEI: 213800OILC5Q9AR63B63 | Long             | DBT              | CORP              | ES        |    122000 | PA      | $105781.82    | 0.01%             | 2026-04-30      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                                                | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |    289000 | PA      | $272477.87    | 0.03%             | 2025-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                            | Science Applications International Corp                                                              | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    344000 | PA      | $318199.31    | 0.04%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp                                                                                          | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $2177092.98   | 0.26%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                        | Arconic Corp                                                                                         | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    294000 | PA      | $289030.39    | 0.04%             | 2025-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| F-BRASILE SPA/F-BRASILE                             | F-Brasile SpA / F-Brasile US LLC                                                                     | CUSIP: 30191BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    664000 | PA      | $542820.00    | 0.07%             | 2026-08-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| AMERICAN AIRLINES/AADVAN                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                      | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2941460 | PA      | $2688364.55   | 0.33%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                            | EnLink Midstream Partners LP                                                                         | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    505000 | PA      | $416507.17    | 0.05%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                               | GFL Environmental Inc                                                                                | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    526000 | PA      | $445758.70    | 0.05%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| 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        |   1646000 | PA      | $1334483.06   | 0.16%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                            | Performance Food Group Inc                                                                           | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $1132672.34   | 0.14%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOME POINT CAPITAL INC                              | Home Point Capital Inc                                                                               | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |    469000 | PA      | $324308.90    | 0.04%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                                                | CUSIP: 88033GDC1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    336000 | PA      | $326342.38    | 0.04%             | 2024-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                          | Air Canada 2021 Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    946628 | PA      | $937949.77    | 0.11%             | 2028-08-11      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                | Carpenter Technology Corp                                                                            | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    617000 | PA      | $586785.51    | 0.07%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| WESTERN MIDSTREAM OPERAT                            | Western Midstream Operating LP                                                                       | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    833000 | PA      | $684914.98    | 0.08%             | 2048-03-01      | Fixed         | 5.30%                 | 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        |    426000 | PA      | $384452.59    | 0.05%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                 | Clarivate Science Holdings Corp                                                                      | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1639000 | PA      | $1393723.65   | 0.17%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Chobani, LLC                                        | Chobani, LLC 2020 Term Loan B                                                                        | CUSIP: 17026YAH2<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |    129628 | PA      | $127629.64    | 0.02%             | 2027-10-25      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| TierPoint, LLC                                      | TierPoint, LLC 2021 Term Loan                                                                        | CUSIP: 88651BAL6<br>LEI: 549300L53HPEWRGN5U22 | Long             | LON              | CORP              | US        |    311219 | PA      | $291295.51    | 0.04%             | 2026-05-05      | Floating      | 8.13%                 | 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        |    453000 | PA      | $455323.89    | 0.06%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                 | Resideo Funding Inc                                                                                  | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    159000 | PA      | $128559.45    | 0.02%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON                         | BANK OF NOVA SCOTIA HOUSTON                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1000420 | PA      | $1000420.25   | 0.12%             | 2023-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                   | Stonegate Pub Co Financing 2019 PLC                                                                  | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $109047.30    | 0.01%             | 2025-07-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp                                                                            | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73369.44     | 0.01%             | 2024-07-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Grab Holdings Inc                                   | Grab Holdings Inc Term Loan B                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |    283973 | PA      | $281252.07    | 0.03%             | 2026-01-29      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                            | Consensus Cloud Solutions Inc                                                                        | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $184242.42    | 0.02%             | 2026-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                | Matador Resources Co                                                                                 | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    297000 | PA      | $285553.33    | 0.03%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                   | General Motors Co                                                                                    | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    301000 | PA      | $246014.54    | 0.03%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RENK AG FRANKFURT                                   | Renk AG/Frankfurt am Main                                                                            | CUSIP: 000000000<br>LEI: 894500DAJJ2W78HOJY11 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $99289.54     | 0.01%             | 2025-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LL                            | Black Knight InfoServ LLC                                                                            | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    815000 | PA      | $705382.50    | 0.09%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                           | Block Inc                                                                                            | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   3617000 | PA      | $2886094.73   | 0.35%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                            | RHP Hotel Properties LP / RHP Finance Corp                                                           | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    297000 | PA      | $256190.28    | 0.03%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Teleflex Inc                                        | Teleflex Inc                                                                                         | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     58000 | PA      | $55279.22     | 0.01%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                    | AMC Networks Inc                                                                                     | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    303000 | PA      | $188798.54    | 0.02%             | 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        |   1094000 | PA      | $820436.22    | 0.10%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| WMG ACQUISITION CORP                                | WMG Acquisition Corp                                                                                 | CUSIP: 000000000<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83617.09     | 0.01%             | 2031-08-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                | SRS Distribution Inc                                                                                 | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1075331.60   | 0.13%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                  | VICI Properties LP                                                                                   | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   1024000 | PA      | $905799.68    | 0.11%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                 | Buckeye Partners LP                                                                                  | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    215000 | PA      | $156994.30    | 0.02%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                               | Molina Healthcare Inc                                                                                | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    403000 | PA      | $367773.77    | 0.04%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                 | Buckeye Partners LP                                                                                  | CUSIP: 118230AT8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     67000 | PA      | $63811.08     | 0.01%             | 2025-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| CLEARWAY ENERGY OP LLC                              | Clearway Energy Operating LLC                                                                        | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    541000 | PA      | $499313.61    | 0.06%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Lehman Brothers Holdings Inc                        | LEHMAN BRTH HLD ESCROW                                                                               | CUSIP: 524ESCA91<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    489000 | PA      | $1711.50      | 0.00%             | 2019-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                                                | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    926000 | PA      | $861402.19    | 0.10%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                           | Sotheby's                                                                                            | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   2221000 | PA      | $2082474.92   | 0.25%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| SUNOCO LP/FINANCE CORP                              | Sunoco LP / Sunoco Finance Corp                                                                      | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $267065.60    | 0.03%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                                         | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $872258.01    | 0.11%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                          | Arcosa Inc                                                                                           | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    953000 | PA      | $826423.12    | 0.10%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                          | MasTec Inc                                                                                           | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    377000 | PA      | $337674.98    | 0.04%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                  | Harbour Energy PLC                                                                                   | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $192665.80    | 0.02%             | 2026-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Grinding Media Inc.                                 | Grinding Media Inc. 2021 Term Loan B                                                                 | CUSIP: 39854KAB6<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |    257740 | PA      | $240986.77    | 0.03%             | 2028-10-12      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                       | Banco BPM SpA                                                                                        | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $177163.67    | 0.02%             | 2031-06-29      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| STATION CASINOS LLC                                 | Station Casinos LLC                                                                                  | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    764000 | PA      | $612860.39    | 0.07%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                       | TransDigm Inc                                                                                        | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1983914.45   | 0.24%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                           | Renaissance Holding Corp. 2018 1st Lien Term Loan                                                    | CUSIP: 75972JAB0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |     12219 | PA      | $11699.69     | 0.00%             | 2025-05-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                                                | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |    624000 | PA      | $546102.96    | 0.07%             | 2030-08-15      | Fixed         | 4.12%                 | 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        |   1019000 | PA      | $841851.95    | 0.10%             | 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        |    269000 | PA      | $219533.57    | 0.03%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                    | Altice France SA/France                                                                              | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1676000 | PA      | $1526634.88   | 0.19%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                         | Ovintiv Inc                                                                                          | CUSIP: 292505AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242000 | PA      | $243390.62    | 0.03%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                    | APi Group DE Inc                                                                                     | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    352000 | PA      | $291744.64    | 0.04%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                             | DCP Midstream Operating LP                                                                           | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    742000 | PA      | $747927.29    | 0.09%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                            | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed                       | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    838000 | PA      | $682176.10    | 0.08%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                            | Western Midstream Operating LP                                                                       | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    826000 | PA      | $686174.72    | 0.08%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                         | Long: BRWY3JL94 CDS EUR R F  5.00000 2 CORPORATE / Short: BRWY3JL94 CDS EUR P V 03MEVENT 1 CORPORATE | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | DE        |     24671 | OU      | $-3784.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aruba Investments, Inc.                             | Aruba Investments, Inc. 2020 2nd Lien Term Loan                                                      | CUSIP: 04317JAF5<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |    237600 | PA      | $215028.00    | 0.03%             | 2028-11-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC                            | Ken Garff Automotive LLC                                                                             | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286000 | PA      | $239247.00    | 0.03%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                            | EnLink Midstream Partners LP                                                                         | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51701.54     | 0.01%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                              | Match Group Holdings II LLC                                                                          | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8023.14      | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                              | Sable International Finance Ltd                                                                      | CUSIP: 785712AG5<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    273000 | PA      | $251842.50    | 0.03%             | 2027-09-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                     | Yum! Brands Inc                                                                                      | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    290000 | PA      | $268612.50    | 0.03%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                            | Radiate Holdco LLC / Radiate Finance Inc                                                             | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3318000 | PA      | $1390291.77   | 0.17%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verscend Escrow Corp                                | Verscend Escrow Corp                                                                                 | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3419000 | PA      | $3349628.49   | 0.41%             | 2026-08-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solut                              | Mauser Packaging Solutions Holding Co                                                                | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1024853.91   | 0.12%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                   | Iliad Holding SASU                                                                                   | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |   1115000 | PA      | $1007725.91   | 0.12%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| FAURECIA                                            | Faurecia SE                                                                                          | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $90067.62     | 0.01%             | 2027-02-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                            | Telenet Finance Luxembourg Notes Sarl                                                                | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |    800000 | PA      | $720000.00    | 0.09%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                               | Canpack SA / Canpack US LLC                                                                          | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    249000 | PA      | $218168.83    | 0.03%             | 2025-11-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                          | Viasat Inc                                                                                           | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    708000 | PA      | $656873.62    | 0.08%             | 2025-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                               | GFL Environmental Inc                                                                                | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   1378000 | PA      | $1178190.00   | 0.14%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                         | Oracle Corp                                                                                          | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    233000 | PA      | $198656.34    | 0.02%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                | Clear Channel Outdoor Holdings, Inc. Term Loan B                                                     | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2420459 | PA      | $2203979.97   | 0.27%             | 2026-08-21      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.           | Sedgwick Claims Management Services, Inc. 2020 Term Loan B3                                          | CUSIP: 81527CAN7<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    174288 | PA      | $172925.97    | 0.02%             | 2026-09-03      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                        | Navient Corp                                                                                         | CUSIP: 63938CAE8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    131000 | PA      | $130893.31    | 0.02%             | 2023-09-25      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                          | Elastic NV                                                                                           | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |   1009000 | PA      | $814969.30    | 0.10%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                    | CSC Holdings LLC                                                                                     | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    287000 | PA      | $234622.50    | 0.03%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ABERTIS FINANCE BV                                  | Abertis Infraestructuras Finance BV                                                                  | CUSIP: 000000000<br>LEI: 5493007WHKI5H75YJ358 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $90345.94     | 0.01%             | 2025-11-24      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ZIGGO BV                                            | Ziggo BV                                                                                             | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    385000 | PA      | $322156.45    | 0.04%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                            | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    679000 | PA      | $529394.16    | 0.06%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                             | ATI Inc                                                                                              | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38251.41     | 0.00%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                      | ADLER Group SA                                                                                       | CUSIP: 000000000<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $84565.51     | 0.01%             | 2026-11-13      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| LEHMAN BROTHERS HOLDINGS                            | Lehman Brothers Holdings Inc                                                                         | CUSIP: 000000000<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $10308.43     | 0.00%             | 2014-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp                                     | Murphy Oil Corp                                                                                      | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     64000 | PA      | $49920.00     | 0.01%             | 2042-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Magenta Buyer LLC                                   | Magenta Buyer LLC 2021 USD 2nd Lien Term Loan                                                        | CUSIP: 55910RAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1089000 | PA      | $860310.00    | 0.10%             | 2029-07-27      | Floating      | 12.67%                | Yes           |                  2 | On Loan: No      |
| VISTRA CORP                                         | Vistra Operations Co LLC                                                                             | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     47000 | PA      | $43620.39     | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                             | United Airlines 2020-1 Class A Pass Through Trust                                                    | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1534134 | PA      | $1512573.18   | 0.18%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                            | Clear Channel Outdoor Holdings Inc                                                                   | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3215000 | PA      | $2360678.05   | 0.29%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Iron Mountain UK PLC                                | Iron Mountain UK PLC                                                                                 | CUSIP: 000000000<br>LEI: 213800OT3BUEZ7P7XW26 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $111565.84    | 0.01%             | 2025-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Athenahealth, Inc.                                  | Athenahealth, Inc. 2022 Delayed Draw Term Loan                                                       | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   1514543 | PA      | $1371292.84   | 0.17%             | 2029-02-15      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc                             | PRA Health Sciences Inc                                                                              | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $943065.31    | 0.11%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                     | AdaptHealth LLC                                                                                      | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154000 | PA      | $141170.11    | 0.02%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                             | Central Garden & Pet Co                                                                              | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    389000 | PA      | $319525.91    | 0.04%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                            | Clarios Global LP / Clarios US Finance Co                                                            | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1192552.61   | 0.15%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                              | Southwestern Energy Co                                                                               | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $996589.50    | 0.12%             | 2029-02-01      | Fixed         | 5.38%                 | 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        |    436000 | PA      | $379320.00    | 0.05%             | 2027-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| SERVICE CORP INTL                                   | Service Corp International/US                                                                        | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $960979.63    | 0.12%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEHMAN BROTHERS HOLDINGS                            | Lehman Brothers Holdings Inc                                                                         | CUSIP: 000000000<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $21676.60     | 0.00%             | 2014-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                 | Spectrum Brands Inc                                                                                  | CUSIP: 84762LAW5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    113000 | PA      | $99726.30     | 0.01%             | 2030-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                                                | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |    273000 | PA      | $254688.17    | 0.03%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LSF11 A5 HOLDCO LLC                                 | LSF11 A5 HoldCo LLC                                                                                  | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |    312000 | PA      | $257746.70    | 0.03%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                     | ZF Finance GmbH                                                                                      | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $87263.04     | 0.01%             | 2027-05-06      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL INTL BV                               | Clear Channel International BV                                                                       | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    809000 | PA      | $771951.17    | 0.09%             | 2025-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| MEDLINE BORROWER LP                                 | Medline Borrower LP                                                                                  | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $1890362.60   | 0.23%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| LEGACY LIFEPOINT HEALTH                             | Legacy LifePoint Health LLC                                                                          | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    412000 | PA      | $387729.08    | 0.05%             | 2025-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                        | ams-OSRAM AG                                                                                         | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    100000 | PA      | $99814.06     | 0.01%             | 2025-07-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Digicel International Finance Limited               | Digicel International Finance Limited 2017 Term Loan B                                               | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | LON              | CORP              | LC        |   1529508 | PA      | $1291159.79   | 0.16%             | 2024-05-28      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | Long: BRYB68NK6 CDS EUR R F  5.00000 2 CORPORATE / Short: BRYB68NK6 CDS EUR P V 03MEVENT 1 CORPORATE | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |    100000 | OU      | $-2850.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                               | Level 3 Financing Inc                                                                                | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    788000 | PA      | $566863.69    | 0.07%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OT MERGER CORP                                      | OT Merger Corp                                                                                       | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    317000 | PA      | $168010.00    | 0.02%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                            | Charles River Laboratories International Inc                                                         | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    155000 | PA      | $134075.00    | 0.02%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Epicor Software Corporation                         | Epicor Software Corporation 2020 Term Loan                                                           | CUSIP: 29426NAN4<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    270121 | PA      | $260329.51    | 0.03%             | 2027-07-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                            | MPH Acquisition Holdings LLC                                                                         | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    590000 | PA      | $460259.00    | 0.06%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| FASTIGHETS AB BALDER                                | Fastighets AB Balder                                                                                 | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $72321.71     | 0.01%             | 2081-06-02      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                               | Ahead DB Holdings LLC                                                                                | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |    382000 | PA      | $307032.50    | 0.04%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KBR INC                                             | KBR Inc                                                                                              | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |    437000 | PA      | $386007.68    | 0.05%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                             | Royal Caribbean Cruises Ltd                                                                          | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    451000 | PA      | $365175.13    | 0.04%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS, LLLP                      | Freeport LNG Investments, LLLP Term Loan B                                                           | CUSIP: 35670CAB4<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    707146 | PA      | $672893.65    | 0.08%             | 2028-12-21      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                               | Tenet Healthcare Corp                                                                                | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    492000 | PA      | $472570.92    | 0.06%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                | RLJ Lodging Trust LP                                                                                 | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |    353000 | PA      | $314377.73    | 0.04%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| ROCKCLIFF ENERGY II LLC                             | Rockcliff Energy II LLC                                                                              | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $949718.10    | 0.12%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                           | IQVIA Inc                                                                                            | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    299000 | PA      | $285499.84    | 0.03%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUSKY III HOLDING LTD                               | Husky III Holding Ltd                                                                                | CUSIP: 44810RAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    720000 | PA      | $637200.00    | 0.08%             | 2025-02-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                            | CHS/Community Health Systems Inc                                                                     | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    669000 | PA      | $573640.74    | 0.07%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                 | Global Payments Inc                                                                                  | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    544000 | PA      | $445735.85    | 0.05%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| CSC Holdings LLC                                    | CSC Holdings LLC                                                                                     | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    223000 | PA      | $179793.75    | 0.02%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| LOXAM SAS                                           | Loxam SAS                                                                                            | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $96203.44     | 0.01%             | 2026-07-15      | Fixed         | 3.75%                 | Yes           |                  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        |    662000 | PA      | $561045.00    | 0.07%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                             | SBA Communications Corp                                                                              | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   1894000 | PA      | $1574842.06   | 0.19%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| Sabre GLBL Inc.                                     | Sabre GLBL Inc. 2021 Term Loan B2                                                                    | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    199912 | PA      | $181670.00    | 0.02%             | 2027-12-17      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                 | CDW LLC / CDW Finance Corp                                                                           | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    709000 | PA      | $603848.21    | 0.07%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                             | Standard Industries Inc/NJ                                                                           | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    633000 | PA      | $476334.59    | 0.06%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                              | Chesapeake Energy Corp                                                                               | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39794.38     | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                 | Avantor Funding Inc                                                                                  | CUSIP: 000000000<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98320.79     | 0.01%             | 2028-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WHITE CAP PARENT LLC                                | White Cap Parent LLC                                                                                 | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    564000 | PA      | $487572.36    | 0.06%             | 2026-03-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                                                | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    134000 | PA      | $117442.19    | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                | Tri Pointe Homes Inc                                                                                 | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $155335.02    | 0.02%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Aramark Services Inc                                | Aramark Services Inc                                                                                 | CUSIP: 038522AP3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    404000 | PA      | $394217.90    | 0.05%             | 2025-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                      | NRG Energy Inc                                                                                       | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    387000 | PA      | $290656.35    | 0.04%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                            | Albion Financing 1 SARL / Aggreko Holdings Inc                                                       | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    481000 | PA      | $428960.61    | 0.05%             | 2026-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| New Arclin U.S. Holding Corp.                       | New Arclin U.S. Holding Corp. 2021 Delayed Draw Term Loan                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     66069 | PA      | $58656.93     | 0.01%             | 2028-10-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                     | Yum! Brands Inc                                                                                      | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11515.00     | 0.00%             | 2043-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                | Commercial Metals Co                                                                                 | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    197000 | PA      | $174316.75    | 0.02%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                             | Titan International Inc                                                                              | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141618.21    | 0.02%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                 | Delta Air Lines Inc                                                                                  | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    248000 | PA      | $253441.30    | 0.03%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| NOVA Chemicals Corp                                 | NOVA Chemicals Corp                                                                                  | CUSIP: 66977WAQ2<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    161000 | PA      | $155766.89    | 0.02%             | 2024-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                | CUSIP: 451102BW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    301000 | PA      | $288584.10    | 0.04%             | 2024-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                | Aramark Services Inc                                                                                 | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    782000 | PA      | $772389.22    | 0.09%             | 2025-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ACCOR SA                                            | Accor SA                                                                                             | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |     80400 | PA      | $35294.07     | 0.00%             | 2027-12-07      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp                                                                            | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    371000 | PA      | $418860.67    | 0.05%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIAMOND BC BV                                       | Diamond BC BV                                                                                        | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |   1562000 | PA      | $1253505.00   | 0.15%             | 2029-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                      | Bombardier Inc                                                                                       | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1681000 | PA      | $1630930.31   | 0.20%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                  | Cellnex Telecom SA                                                                                   | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $231505.39    | 0.03%             | 2031-11-20      | Fixed         | 0.75%                 | Yes           |                  2 | 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        |    452000 | PA      | $449494.29    | 0.05%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                            | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl                                  | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    558000 | PA      | $424066.04    | 0.05%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                            | OWL Rock Core Income Corp                                                                            | CUSIP: 69120VAL5<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    471000 | PA      | $456588.95    | 0.06%             | 2025-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                              | WESCO Distribution Inc                                                                               | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405004.85    | 0.05%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                            | Summit Materials LLC / Summit Materials Finance Corp                                                 | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    382000 | PA      | $355651.55    | 0.04%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                        | Seaspan Corp                                                                                         | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    874000 | PA      | $662317.20    | 0.08%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                 | Clarivate Science Holdings Corp                                                                      | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2298000 | PA      | $1990978.01   | 0.24%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| H&E EQUIPMENT SERVICES                              | H&E Equipment Services Inc                                                                           | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |     98000 | PA      | $83475.42     | 0.01%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                            | Charles River Laboratories International Inc                                                         | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     88000 | PA      | $81045.36     | 0.01%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REKEEP SPA                                          | Rekeep SpA                                                                                           | CUSIP: 000000000<br>LEI: 8156008737CA044FCB79 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $88978.76     | 0.01%             | 2026-02-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                        | Centene Corp                                                                                         | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1208000 | PA      | $990257.07    | 0.12%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                        | Teleflex Inc                                                                                         | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    341000 | PA      | $311285.26    | 0.04%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                            | Fortress Transportation and Infrastructure Investors LLC                                             | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    793000 | PA      | $676516.23    | 0.08%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                       | Peraton Corp. 2nd Lien Term Loan B1                                                                  | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1539177 | PA      | $1472318.41   | 0.18%             | 2029-02-01      | Floating      | 12.09%                | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                            | Live Nation Entertainment Inc                                                                        | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   3361000 | PA      | $3288907.22   | 0.40%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                               | Owl Rock Capital Corp                                                                                | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    476000 | PA      | $439781.07    | 0.05%             | 2025-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| National Bank Financial Inc.                        | National Bank Financial Inc.                                                                         | CUSIP: 000000000<br>LEI: 254900XZG349Z8CSZB72 | Long             | RA               | CORP              | US        |   7000000 | PA      | $7000000.00   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                              | Spirit AeroSystems Inc                                                                               | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     88000 | PA      | $86958.08     | 0.01%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                            | Installed Building Products Inc                                                                      | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    273000 | PA      | $245466.76    | 0.03%             | 2028-02-01      | Fixed         | 5.75%                 | 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        |     90000 | PA      | $76989.47     | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| QORVO INC                                           | Qorvo Inc                                                                                            | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    427000 | PA      | $377570.48    | 0.05%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                              | Match Group Holdings II LLC                                                                          | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     41000 | PA      | $33471.08     | 0.00%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                         | Long: BRY13VQU5 CDS EUR R F  5.00000 2 CORPORATE / Short: BRY13VQU5 CDS EUR P V 03MEVENT 1 CORPORATE | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | DE        |    110000 | OU      | $3962.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                            | OWL Rock Core Income Corp                                                                            | CUSIP: 69120VAN1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    892000 | PA      | $889113.87    | 0.11%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                 | Intesa Sanpaolo SpA                                                                                  | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $98363.81     | 0.01%             | 2030-06-10      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                       | Carnival Corp                                                                                        | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    134000 | PA      | $141810.75    | 0.02%             | 2026-02-01      | Fixed         | 10.12%                | Yes           |                  2 | On Loan: No      |
| Da Vinci Purchaser Corp.                            | Da Vinci Purchaser Corp. 2019 Term Loan                                                              | CUSIP: 23343FAB0<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |    393932 | PA      | $361433.04    | 0.04%             | 2027-01-08      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                | Edison International                                                                                 | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    480000 | PA      | $401255.81    | 0.05%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                            | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                 | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $40725.00     | 0.00%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                       | Life Time Inc                                                                                        | CUSIP: 53190FAC9<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    589000 | PA      | $530100.00    | 0.06%             | 2026-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Formula One Holdings Limited.                       | Formula One Holdings Limited. Term Loan B                                                            | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |    340000 | PA      | $340354.28    | 0.04%             | 2030-01-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                                                | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |     21000 | PA      | $19762.63     | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                               | GFL Environmental Inc                                                                                | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   1247000 | PA      | $1091436.75   | 0.13%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                             | Precision Drilling Corp                                                                              | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     32000 | PA      | $29792.22     | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                | RLJ Lodging Trust LP                                                                                 | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |    268000 | PA      | $217258.38    | 0.03%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                             | Zayo Group Holdings Inc                                                                              | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   4499000 | PA      | $2551286.80   | 0.31%             | 2028-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| ENCORE CAPITAL GROUP INC                            | Encore Capital Group Inc                                                                             | CUSIP: 000000000<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100217.62    | 0.01%             | 2025-10-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MATTEL INC                                          | Mattel Inc                                                                                           | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    186000 | PA      | $163368.45    | 0.02%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                            | Consensus Cloud Solutions Inc                                                                        | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $164638.57    | 0.02%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                | Taylor Morrison Communities Inc                                                                      | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     88000 | PA      | $76228.62     | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SPX FLOW, INC.                                      | SPX Flow, Inc. 2022 Term Loan                                                                        | CUSIP: 000000000<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |    873810 | PA      | $815373.96    | 0.10%             | 2029-04-05      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                            | Plains All American Pipeline LP / PAA Finance Corp                                                   | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $490362.43    | 0.06%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                    | CSC Holdings LLC                                                                                     | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    109000 | PA      | $101480.64    | 0.01%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cobham Ultra SeniorCo S.a.r.l                       | Cobham Ultra SeniorCo S.a.r.l USD Term Loan B                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    216000 | PA      | $210600.00    | 0.03%             | 2029-08-03      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD                             | Lions Gate Capital Holdings LLC                                                                      | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |   2139000 | PA      | $1240185.68   | 0.15%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                               | Level 3 Financing Inc                                                                                | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1138000 | PA      | $961593.43    | 0.12%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United Group BV                                     | United Group BV                                                                                      | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $99368.76     | 0.01%             | 2024-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ENTEGRIS INC                                        | Entegris Inc                                                                                         | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    447000 | PA      | $395252.75    | 0.05%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                     | NCL Finance Ltd                                                                                      | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    367000 | PA      | $270927.23    | 0.03%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ascend Performance Materials Operations LLC         | Ascend Performance Materials Operations LLC 2021 Term Loan B                                         | CUSIP: 04350TAC8<br>LEI: 549300NIMFUIRMMAGQ29 | Long             | LON              | CORP              | US        |    880959 | PA      | $832946.36    | 0.10%             | 2026-08-27      | Variable      | 8.83%                 | 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        |    395747 | PA      | $380568.72    | 0.05%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN INC                                   | Kinder Morgan Inc                                                                                    | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    716000 | PA      | $642666.37    | 0.08%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                    | Vmed O2 UK Financing I PLC                                                                           | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    134000 | PA      | $123135.68    | 0.01%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                   | Imola Merger Corp                                                                                    | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    786000 | PA      | $681944.27    | 0.08%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MOTION BONDCO DAC                                   | Motion Bondco DAC                                                                                    | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |    297000 | PA      | $255285.74    | 0.03%             | 2027-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                                        | Enerflex Ltd                                                                                         | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |    682000 | PA      | $680121.09    | 0.08%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| OI European Group BV                                | OI European Group BV                                                                                 | CUSIP: 000000000<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $103575.62    | 0.01%             | 2024-11-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | Long: BRY19L153 CDS EUR R F  5.00000 2 CORPORATE / Short: BRY19L153 CDS EUR P V 03MEVENT 1 CORPORATE | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |     15000 | OU      | $540.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                     | Yum! Brands Inc                                                                                      | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     32000 | PA      | $29360.00     | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                    | DT Midstream Inc                                                                                     | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1088053.30   | 0.13%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA SPA/ROMA                                | Lottomatica SpA/Roma                                                                                 | CUSIP: 000000000<br>LEI: 81560046335277E43118 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $104020.50    | 0.01%             | 2025-07-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                            | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp                                   | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $222831.00    | 0.03%             | 2031-09-01      | 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        |    650000 | PA      | $555698.63    | 0.07%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                         | Oracle Corp                                                                                          | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    340000 | PA      | $352908.41    | 0.04%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TK Elevator Holdco GmbH                             | TK Elevator Holdco GmbH                                                                              | CUSIP: 000000000<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |     90000 | PA      | $79188.77     | 0.01%             | 2028-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                                                | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    963000 | PA      | $917546.40    | 0.11%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                    | Arches Buyer Inc                                                                                     | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    241000 | PA      | $188486.43    | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                 | Boxer Parent Co Inc                                                                                  | CUSIP: 103186AC6<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |   1771000 | PA      | $1670787.77   | 0.20%             | 2026-03-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                         | Vistra Operations Co LLC                                                                             | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45280.61     | 0.01%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    855000 | PA      | $794183.85    | 0.10%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                                         | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1053000 | PA      | $844627.10    | 0.10%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                | Carpenter Technology Corp                                                                            | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    606000 | PA      | $607446.44    | 0.07%             | 2030-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                             | K Hovnanian Enterprises Inc                                                                          | CUSIP: 48251UAH1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    178000 | PA      | $183785.01    | 0.02%             | 2025-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | Long: BRTLQ5ZT2 CDS USD R F  1.00000 2 CORPORATE / Short: BRTLQ5ZT2 CDS USD P V 03MEVENT 1 CORPORATE | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |    348000 | OU      | $-4019.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                            | Central Parent Inc / CDK Global Inc                                                                  | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1481854.59   | 0.18%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| SENSATA TECHNOLOGIES INC                            | Sensata Technologies Inc                                                                             | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    181000 | PA      | $148897.84    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEHMAN BROTHERS HOLDINGS                            | Lehman Brothers Holdings Inc                                                                         | CUSIP: 000000000<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    350000 | PA      | $1685.96      | 0.00%             | 2012-10-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                              | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                          | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   5867000 | PA      | $4649757.67   | 0.57%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AMWINS GROUP INC                                    | AmWINS Group Inc                                                                                     | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    760000 | PA      | $644591.52    | 0.08%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Aramark Services Inc                                | Aramark Services Inc                                                                                 | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    809000 | PA      | $754744.42    | 0.09%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                               | Level 3 Financing Inc                                                                                | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    519000 | PA      | $380033.09    | 0.05%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                               | Uber Technologies Inc                                                                                | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1683772.65   | 0.20%             | 2025-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                     | Cano Health LLC                                                                                      | CUSIP: 13782CAA8<br>LEI: 254900OGI2T8V1NXN639 | Long             | DBT              | CORP              | US        |    287000 | PA      | $173635.00    | 0.02%             | 2028-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                            | FirstEnergy Transmission LLC                                                                         | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $999992.90    | 0.12%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Greeneden U.S. Holdings II, LLC                     | Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B4                                                | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |    440342 | PA      | $423719.29    | 0.05%             | 2027-12-01      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                        | Navient Corp                                                                                         | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    573000 | PA      | $467568.18    | 0.06%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Chicago Board of Trade                              | US 5YR NOTE (CBT) MAR23                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -6 | NC      | $271.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                      | NRG Energy Inc                                                                                       | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     96000 | PA      | $84743.04     | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp                                                                                 | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    185000 | PA      | $177724.88    | 0.02%             | 2025-03-15      | Fixed         | 6.88%                 | 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        |    880000 | PA      | $717842.40    | 0.09%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                            | Suburban Propane Partners LP/Suburban Energy Finance Corp                                            | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $202295.84    | 0.02%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                    | Vail Resorts Inc                                                                                     | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    333000 | PA      | $333000.25    | 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        |    908000 | PA      | $803620.22    | 0.10%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                             | Surgery Center Holdings Inc                                                                          | CUSIP: 84611WAB0<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    875000 | PA      | $862538.94    | 0.10%             | 2025-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ILIAD SA                                            | iliad SA                                                                                             | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $96250.32     | 0.01%             | 2026-06-17      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| TD Prime Svcs                                       | TD Prime Svcs                                                                                        | CUSIP: 000000000<br>LEI: 549300ZBQI1JB1844X09 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                            | Radiate Holdco LLC / Radiate Finance Inc                                                             | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1313000 | PA      | $964661.10    | 0.12%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                               | Owl Rock Capital Corp                                                                                | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    167000 | PA      | $145817.21    | 0.02%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                             | Frontier Communications Holdings LLC                                                                 | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1012000 | PA      | $837187.12    | 0.10%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Summer BidCo BV                                     | Summer BidCo BV                                                                                      | CUSIP: 000000000<br>LEI: 724500EOJYP21L3XM206 | Long             | DBT              | CORP              | NL        |    109988 | PA      | $84701.33     | 0.01%             | 2025-11-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                   | Lithia Motors Inc                                                                                    | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    345000 | PA      | $283627.95    | 0.03%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                            | TK Elevator US Newco Inc                                                                             | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   2343000 | PA      | $2079506.22   | 0.25%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                 | Buckeye Partners LP                                                                                  | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    318000 | PA      | $236934.95    | 0.03%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR HOLDCO GMBH                             | TK Elevator Holdco GmbH                                                                              | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |   1313000 | PA      | $1072082.16   | 0.13%             | 2028-07-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| TERRAFORM POWER OPERATIN                            | TerraForm Power Operating LLC                                                                        | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    195000 | PA      | $169649.69    | 0.02%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                              | WESCO Distribution Inc                                                                               | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1435384.12   | 0.17%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup Inc                                                                                        | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8164.29      | 0.00%             | 2026-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TruGreen Limited Partnership                        | TruGreen Limited Partnership 2020 2nd Lien Term Loan                                                 | CUSIP: 89787RAK8<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    378000 | PA      | $279720.00    | 0.03%             | 2028-11-02      | Floating      | 13.43%                | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                    | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                     | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    848000 | PA      | $750819.20    | 0.09%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                              | SPDR S+P 500 ETF TRUST JAN23 380 PUT                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       713 | NC      | $429226.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DOBANK SPA                                          | doValue SpA                                                                                          | CUSIP: 000000000<br>LEI: 8156007AF7DB5FE05555 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $102495.54    | 0.01%             | 2025-08-04      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                             | Legacy LifePoint Health LLC                                                                          | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $80352.90     | 0.01%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XPO ESCROW SUB LLC                                  | XPO Escrow Sub LLC                                                                                   | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    279000 | PA      | $282325.68    | 0.03%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | Long: BRY466QT4 CDS EUR R F  1.00000 2 CORPORATE / Short: BRY466QT4 CDS EUR P V 03MEVENT 1 CORPORATE | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |    110000 | OU      | $-8687.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                  | Telecom Italia SpA/Milano                                                                            | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $104101.21    | 0.01%             | 2024-04-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ryan Specialty Group, LLC                           | Ryan Specialty Group, LLC Term Loan                                                                  | CUSIP: 78350UAE5<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |         3 | PA      | $2.89         | 0.00%             | 2027-09-01      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                      | Constellium SE                                                                                       | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    279000 | PA      | $286261.21    | 0.03%             | 2026-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GEN DIGITAL INC                                     | Gen Digital Inc                                                                                      | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    611000 | PA      | $600307.50    | 0.07%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                              | Spirit AeroSystems Inc                                                                               | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1268503.50   | 0.15%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ASHLAND LLC                                         | Ashland LLC                                                                                          | CUSIP: 04433LAA0<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |    788000 | PA      | $629825.39    | 0.08%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                | WR Grace Holdings LLC                                                                                | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3107000 | PA      | $2508187.89   | 0.31%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                      | ADLER Group SA                                                                                       | CUSIP: 000000000<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $86920.50     | 0.01%             | 2025-08-05      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                            | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                                     | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     89401 | PA      | $89688.87     | 0.01%             | 2025-09-20      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Staples Inc                                         | Staples Inc                                                                                          | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    963000 | PA      | $828834.84    | 0.10%             | 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        |   1980000 | PA      | $1860685.20   | 0.23%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                   | Clarios Global LP 2021 USD Term Loan B                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    278800 | PA      | $274153.08    | 0.03%             | 2026-04-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                         | Ovintiv Inc                                                                                          | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $73315.08     | 0.01%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM                                    | Callon Petroleum Co                                                                                  | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |   1597000 | PA      | $1522394.18   | 0.19%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                 | SoftBank Group Corp                                                                                  | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201434.19    | 0.02%             | 2025-04-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                               | Sotheby's/Bidfair Holdings Inc                                                                       | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1022000 | PA      | $858173.62    | 0.10%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                       | MH Sub I, LLC 2021 2nd Lien Term Loan                                                                | CUSIP: 55303BAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129000 | PA      | $116866.00    | 0.01%             | 2029-02-23      | Variable      | 10.65%                | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                        | ADT Security Corp/The                                                                                | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63784.21     | 0.01%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                      | Long: BRY853NY5 CDS EUR R F  5.00000 2 CORPORATE / Short: BRY853NY5 CDS EUR P V 03MEVENT 1 CORPORATE | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | DE        |      1437 | OU      | $-374.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Range Resources Corp                                | Range Resources Corp                                                                                 | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199479.64    | 0.02%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                    | Altice France SA/France                                                                              | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1429000 | PA      | $1089655.37   | 0.13%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                             | New Fortress Energy Inc                                                                              | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2416000 | PA      | $2285052.80   | 0.28%             | 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        |   4672000 | PA      | $3971200.00   | 0.48%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                   | American Builders & Contractors Supply Co Inc                                                        | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    166000 | PA      | $135696.70    | 0.02%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                  | VICI Properties LP                                                                                   | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    568000 | PA      | $540689.05    | 0.07%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                           | Boeing Co/The                                                                                        | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2561000 | PA      | $2498612.17   | 0.30%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| SENSATA TECHNOLOGIES BV                             | Sensata Technologies BV                                                                              | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    680000 | PA      | $586500.00    | 0.07%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AMER PIPELINE                            | Plains All American Pipeline LP / PAA Finance Corp                                                   | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    427000 | PA      | $370237.09    | 0.05%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                             | Standard Industries Inc/NJ                                                                           | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     93000 | PA      | $85814.17     | 0.01%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                        | Centene Corp                                                                                         | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $911574.00    | 0.11%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                           | Boeing Co/The                                                                                        | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    870000 | PA      | $792521.47    | 0.10%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                | Kraft Heinz Foods Co                                                                                 | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1549000 | PA      | $1480373.72   | 0.18%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                            | 1011778 BC ULC / New Red Finance Inc                                                                 | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    455000 | PA      | $407409.71    | 0.05%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                            | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159752.00    | 0.02%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| UNIVISION COMMUNICATIONS                            | Univision Communications Inc                                                                         | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    461000 | PA      | $444777.41    | 0.05%             | 2027-06-01      | Fixed         | 6.62%                 | 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        |    282000 | PA      | $269510.22    | 0.03%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                   | General Motors Co                                                                                    | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    427000 | PA      | $407485.13    | 0.05%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                              | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                   | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $104933.14    | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                             | Zayo Group Holdings Inc                                                                              | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   2992000 | PA      | $2209801.44   | 0.27%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                   | Vedanta Resources Finance II PLC                                                                     | CUSIP: 92243XAE1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    287000 | PA      | $194801.25    | 0.02%             | 2025-03-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: —       |
| HILCORP ENERGY I/HILCORP                            | Hilcorp Energy I LP / Hilcorp Finance Co                                                             | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $48323.28     | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                             | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                         | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2182000 | PA      | $1802179.26   | 0.22%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| DELTA AIR LINES/SKYMILES                            | Delta Air Lines Inc / SkyMiles IP Ltd                                                                | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    298958 | PA      | $281012.50    | 0.03%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                            | Univision Communications Inc                                                                         | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    248000 | PA      | $236192.77    | 0.03%             | 2025-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| LEVI STRAUSS & CO                                   | Levi Strauss & Co                                                                                    | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    302000 | PA      | $239694.38    | 0.03%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                            | USA Compression Partners LP / USA Compression Finance Corp                                           | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $642724.30    | 0.08%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| RABOBANK NEW YORK                                   | RABOBANK NEW YORK                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000418 | PA      | $2000418.00   | 0.24%             | 2023-02-01      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| SES SA                                              | SES SA                                                                                               | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $103912.81    | 0.01%             | 2024-01-29      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                  | Howard Hughes Corp/The                                                                               | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    382000 | PA      | $319925.00    | 0.04%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                       | Cable One Inc                                                                                        | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    532000 | PA      | $395276.00    | 0.05%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| NEW ENTERPRISE STONE & L                            | New Enterprise Stone & Lime Co Inc                                                                   | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    222000 | PA      | $197129.50    | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| MH Sub I, LLC                                       | MH Sub I, LLC 2017 1st Lien Term Loan                                                                | CUSIP: 45567YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    365393 | PA      | $355527.52    | 0.04%             | 2024-09-13      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING                                      | Axalta Coating Systems Dutch Holding B BV                                                            | CUSIP: 000000000<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $204631.41    | 0.02%             | 2025-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                             | Penske Automotive Group Inc                                                                          | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    181000 | PA      | $146907.54    | 0.02%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cloudera, Inc.                                      | Cloudera, Inc. 2021 Second Lien Term Loan                                                            | CUSIP: 74339VAE8<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    941564 | PA      | $789736.81    | 0.10%             | 2029-10-08      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                 | Go Daddy Operating Co LLC / GD Finance Co Inc                                                        | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    172000 | PA      | $162791.13    | 0.02%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                       | MH Sub I, LLC 2020 Incremental Term Loan                                                             | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    850651 | PA      | $827637.66    | 0.10%             | 2024-09-13      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                   | General Motors Co                                                                                    | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    299000 | PA      | $260582.82    | 0.03%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| WESTERN MIDSTREAM OPERAT                            | Western Midstream Operating LP                                                                       | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    243000 | PA      | $201683.32    | 0.02%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                            | 1011778 BC ULC / New Red Finance Inc                                                                 | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    401000 | PA      | $324733.81    | 0.04%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                 | SoftBank Group Corp                                                                                  | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $100354.64    | 0.01%             | 2024-07-06      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                            | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp                                   | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $133920.00    | 0.02%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                  | Murphy Oil USA Inc                                                                                   | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    302000 | PA      | $276339.06    | 0.03%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RENAULT SA                                          | Renault SA                                                                                           | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $96156.12     | 0.01%             | 2026-05-25      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                               | Cablevision Lightpath LLC                                                                            | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    532000 | PA      | $395237.25    | 0.05%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                            | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                                            | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    599000 | PA      | $509667.63    | 0.06%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                            | Elanco Animal Health Inc                                                                             | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6660.57      | 0.00%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ARDONAGH MIDCO 2 PLC                                | Ardonagh Midco 2 PLC                                                                                 | CUSIP: 03985RAA1<br>LEI: 9845003AD1386OH58D80 | Long             | DBT              | CORP              | GB        |    256170 | PA      | $243361.50    | 0.03%             | 2027-01-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                                                  | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1281817.91   | 0.16%             | 2024-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MHI Holdings,LLC                                    | MHI Holdings,LLC Term Loan B                                                                         | CUSIP: 55303YAC7<br>LEI: 549300XOWJ3ALVFU4F13 | Long             | LON              | CORP              | US        |    803676 | PA      | $794634.77    | 0.10%             | 2026-09-21      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup Inc                                                                                        | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    370000 | PA      | $322314.40    | 0.04%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                            | NFP Corp                                                                                             | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    283000 | PA      | $266128.58    | 0.03%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                | Edison International                                                                                 | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261070.32    | 0.03%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                 | Cirsa Finance International Sarl                                                                     | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |     24133 | PA      | $25584.03     | 0.00%             | 2023-12-20      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                            | Sabine Pass Liquefaction LLC                                                                         | CUSIP: 785592AY2<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220152.23    | 0.03%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ATS CORP                                            | ATS Corp                                                                                             | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |    237000 | PA      | $204474.12    | 0.02%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Twilio Inc                                          | Twilio Inc                                                                                           | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      1208 | NS      | $59143.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORP                               | Antero Resources Corp                                                                                | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    161000 | PA      | $161886.49    | 0.02%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                | WMG Acquisition Corp                                                                                 | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    260000 | PA      | $223950.86    | 0.03%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                 | American Tower Corp                                                                                  | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    930000 | PA      | $829370.29    | 0.10%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| FABBRICA ITA SINTETICI                              | FIS Fabbrica Italiana Sintetici SpA                                                                  | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |    167000 | PA      | $141741.75    | 0.02%             | 2027-08-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                            | Scientific Games International Inc                                                                   | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    296000 | PA      | $282357.36    | 0.03%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCM MERGER INC                                      | CCM Merger Inc                                                                                       | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |    400000 | PA      | $376928.00    | 0.05%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | Long: BRY7XJLF4 CDS EUR R F  5.00000 2 CORPORATE / Short: BRY7XJLF4 CDS EUR P V 03MEVENT 1 CORPORATE | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      1849 | OU      | $-481.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                     | Rolls-Royce PLC                                                                                      | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   2764000 | PA      | $2632710.00   | 0.32%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| JAGUAR LAND ROVER AUTOMO                            | Jaguar Land Rover Automotive PLC                                                                     | CUSIP: 000000000<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $80837.13     | 0.01%             | 2028-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                              | Darling Global Finance BV                                                                            | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $103833.60    | 0.01%             | 2026-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| MIDCONTINENT COMM & FIN                             | Midcontinent Communications / Midcontinent Finance Corp                                              | CUSIP: 59565XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    366000 | PA      | $331370.78    | 0.04%             | 2027-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                              | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                          | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $169889.03    | 0.02%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DREYFUS TREASURY & AGENCY LEX                       | DREYFUS TREASURY & AGENCY LEX                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1000000 | NS      | $1000000.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mileage Plus Holdings LLC                           | Mileage Plus Holdings LLC 2020 Term Loan B                                                           | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    449194 | PA      | $463044.51    | 0.06%             | 2027-06-21      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                                | Covanta Holding Corp                                                                                 | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    257000 | PA      | $207537.26    | 0.03%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                             | Darling Ingredients Inc                                                                              | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   1166000 | PA      | $1139765.00   | 0.14%             | 2030-06-15      | Fixed         | 6.00%                 | 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        |    652000 | PA      | $593424.32    | 0.07%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                            | FirstEnergy Transmission LLC                                                                         | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    403000 | PA      | $326086.82    | 0.04%             | 2049-04-01      | Fixed         | 4.55%                 | 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        |   6580000 | PA      | $6425346.97   | 0.78%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| HUB INTERNATIONAL LTD                               | HUB International Ltd                                                                                | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    144000 | PA      | $125767.07    | 0.02%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES PARTNERS                            | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                  | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    908000 | PA      | $763982.12    | 0.09%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                            | Ford Motor Credit Co LLC                                                                             | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    733000 | PA      | $605398.68    | 0.07%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                            | OWL Rock Core Income Corp                                                                            | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    113000 | PA      | $96158.82     | 0.01%             | 2026-09-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                | Heathrow Finance PLC                                                                                 | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $90066.78     | 0.01%             | 2029-09-01      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| KKR APPLE BIDCO, LLC                                | KKR Apple Bidco, LLC 2021 2nd Lien Term Loan                                                         | CUSIP: 000000000<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |     70000 | PA      | $67935.00     | 0.01%             | 2029-09-21      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                             | Asbury Automotive Group Inc                                                                          | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     57000 | PA      | $47672.04     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| VODAFONE GROUP PLC                                  | Vodafone Group PLC                                                                                   | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $85233.47     | 0.01%             | 2080-08-27      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                            | Fortress Transportation and Infrastructure Investors LLC                                             | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    126000 | PA      | $118465.69    | 0.01%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                             | Frontier Communications Holdings LLC                                                                 | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $424209.30    | 0.05%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| EQM MIDSTREAM PARTNERS L                            | EQM Midstream Partners LP                                                                            | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    103000 | PA      | $91612.54     | 0.01%             | 2026-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Stevens Holding Co Inc                              | Stevens Holding Co Inc                                                                               | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $365912.50    | 0.04%             | 2026-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse International                         | Long: BRWWGBGP1 CDS EUR R F  5.00000 2 CORPORATE / Short: BRWWGBGP1 CDS EUR P V 03MEVENT 1 CORPORATE | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | DE        |    100000 | OU      | $-7058.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                | Kaiser Aluminum Corp                                                                                 | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    469000 | PA      | $409261.48    | 0.05%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| NOVELIS CORP                                        | Novelis Corp                                                                                         | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   2207000 | PA      | $1801778.09   | 0.22%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | BNP Paribas SA                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $211413.77    | 0.03%             | 2029-12-06      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                               | Uber Technologies Inc                                                                                | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    903000 | PA      | $906107.90    | 0.11%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                 | Sirius XM Radio Inc                                                                                  | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1772000 | PA      | $1637967.87   | 0.20%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                            | EQM Midstream Partners LP                                                                            | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41996.35     | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | Long: BRY2CH6F9 CDS EUR R F  5.00000 2 CORPORATE / Short: BRY2CH6F9 CDS EUR P V 03MEVENT 1 CORPORATE | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |     50000 | OU      | $-2667.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lealand Finance Company B.V.                        | Lealand Finance Company B.V. 2020 Make Whole Term Loan                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     31220 | PA      | $19512.33     | 0.00%             | 2024-06-28      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                   | MicroStrategy Inc                                                                                    | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $865925.55    | 0.11%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                             | Banco Espirito Santo SA                                                                              | CUSIP: 000000000<br>LEI: 635400JV7IJL16OWIT96 | Long             | DBT              | CORP              | PT        |    400000 | PA      | $51381.58     | 0.01%             | 2017-05-08      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SABRE GLBL INC                                      | Sabre GLBL Inc                                                                                       | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    535000 | PA      | $514156.40    | 0.06%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CD&R SMOKEY BUYER INC                               | CD&R Smokey Buyer Inc                                                                                | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    877000 | PA      | $752571.24    | 0.09%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                      | Bombardier Inc                                                                                       | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1417000 | PA      | $1374455.79   | 0.17%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| MURPHY OIL CORP                                     | Murphy Oil Corp                                                                                      | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153966.40    | 0.02%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                  | Mattamy Group Corp                                                                                   | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    368000 | PA      | $298250.84    | 0.04%             | 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        |   3493000 | PA      | $2394394.18   | 0.29%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                    | Boyd Gaming Corp                                                                                     | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    978000 | PA      | $850860.00    | 0.10%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| PERFORMANCE FOOD GROUP I                            | Performance Food Group Inc                                                                           | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    111000 | PA      | $104691.32    | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| eG Global Finance PLC                               | eG Global Finance PLC                                                                                | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    688000 | PA      | $600644.64    | 0.07%             | 2025-02-07      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                            | Cheniere Energy Partners LP                                                                          | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1649000 | PA      | $1482816.15   | 0.18%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRI POINTE GROUP / HOMES                            | TRI Pointe Group Inc / TRI Pointe Homes Inc                                                          | CUSIP: 962178AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $106476.77    | 0.01%             | 2024-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                 | Cirsa Finance International Sarl                                                                     | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $92047.95     | 0.01%             | 2027-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                | MGIC Investment Corp                                                                                 | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    332000 | PA      | $306132.24    | 0.04%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc                                       | RealPage, Inc 2nd Lien Term Loan                                                                     | CUSIP: 75605VAG7<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   1610154 | PA      | $1555811.04   | 0.19%             | 2029-04-23      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| Apache Corp                                         | Apache Corp                                                                                          | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    555000 | PA      | $459935.44    | 0.06%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Peloton Interactive, Inc                            | Peloton Interactive, Inc Term Loan                                                                   | CUSIP: 70614EAD2<br>LEI: 5493002YS021166W0339 | Long             | LON              | CORP              | US        |    282292 | PA      | $278481.55    | 0.03%             | 2027-05-25      | Variable      | 11.76%                | No            |                  2 | On Loan: No      |
| SOLIS IV BV                                         | Solis IV BV USD Term Loan B1                                                                         | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |    600495 | PA      | $531663.26    | 0.06%             | 2029-02-26      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                   | Clean Harbors Inc                                                                                    | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    402000 | PA      | $372835.64    | 0.05%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                | ROYAL BANK OF CANADA                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    999984 | PA      | $999984.00    | 0.12%             | 2023-01-11      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                              | Comstock Resources Inc                                                                               | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $983725.00    | 0.12%             | 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        |    121000 | PA      | $102829.29    | 0.01%             | 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        |     71000 | PA      | $68923.25     | 0.01%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                              | Acrisure LLC / Acrisure Finance Inc                                                                  | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    616000 | PA      | $503413.68    | 0.06%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                         | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $78041.92     | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                              | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                          | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1009000 | PA      | $987755.71    | 0.12%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                           | Boeing Co/The                                                                                        | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    873000 | PA      | $809424.52    | 0.10%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                          | BCPE Empire Holdings, Inc. 2022 Incremental Term Loan                                                | CUSIP: 05550HAL9<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    104212 | PA      | $102562.50    | 0.01%             | 2026-06-11      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                       | APX Group Inc                                                                                        | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    718000 | PA      | $594638.14    | 0.07%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| H.B. FULLER CO                                      | HB Fuller Co                                                                                         | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    257000 | PA      | $227445.00    | 0.03%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                              | Diamondback Energy Inc                                                                               | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $746304.10    | 0.09%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                            | CHS/Community Health Systems Inc                                                                     | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    994000 | PA      | $749512.93    | 0.09%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN ASST GOV FD                                 | WESTERN ASST GOV FD                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1000000 | NS      | $1000000.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDUSTRIES INC                             | Standard Industries Inc/NJ                                                                           | CUSIP: 000000000<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90988.85     | 0.01%             | 2026-11-21      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                      | Bombardier Inc                                                                                       | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1515000 | PA      | $1400950.78   | 0.17%             | 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        |     88000 | PA      | $77827.20     | 0.01%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp                                                                                 | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    306000 | PA      | $253358.82    | 0.03%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Nabors Industries Inc                               | Nabors Industries Inc                                                                                | CUSIP: 62957HAF2<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1564000 | PA      | $1491446.04   | 0.18%             | 2025-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                              | Lumen Technologies Inc                                                                               | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   2236000 | PA      | $1894903.81   | 0.23%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| FERTITTA ENTERTAINMENT                              | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                   | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $142768.20    | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| LEVEL 3 FINANCING INC                               | Level 3 Financing Inc                                                                                | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    433000 | PA      | $341074.10    | 0.04%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                | BWX Technologies Inc                                                                                 | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    597000 | PA      | $536553.75    | 0.07%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| New Arclin U.S. Holding Corp.                       | New Arclin U.S. Holding Corp. 2021 Term Loan                                                         | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    448048 | PA      | $397781.97    | 0.05%             | 2028-09-30      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Informatica Inc                                     | Informatica Inc                                                                                      | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27646 | NS      | $450353.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| VZ SECURED FINANCING BV                             | VZ Secured Financing BV                                                                              | CUSIP: 000000000<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $83495.06     | 0.01%             | 2032-01-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MSCI INC                                            | MSCI Inc                                                                                             | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     68000 | PA      | $59230.37     | 0.01%             | 2029-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| MSCI INC                                            | MSCI Inc                                                                                             | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    139000 | PA      | $115568.08    | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Waste Pro USA Inc                                   | Waste Pro USA Inc                                                                                    | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1229275.20   | 0.15%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corporation                     | Discovery Purchaser Corporation Term Loan                                                            | CUSIP: 000000000<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |   1381000 | PA      | $1264190.88   | 0.15%             | 2029-10-04      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                         | Equinix Inc                                                                                          | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    554000 | PA      | $482213.39    | 0.06%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                         | Gartner Inc                                                                                          | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    266000 | PA      | $233739.52    | 0.03%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                       | Videotron Ltd                                                                                        | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    687000 | PA      | $578797.50    | 0.07%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                                         | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2843000 | PA      | $2304820.10   | 0.28%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                               | GFL Environmental Inc                                                                                | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    347000 | PA      | $331838.72    | 0.04%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp                                                                                 | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    324000 | PA      | $264999.78    | 0.03%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp                                                                                 | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    547000 | PA      | $520131.36    | 0.06%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Planview Parent, Inc.                               | Planview Parent, Inc. 2nd Lien Term Loan                                                             | CUSIP: 000000000<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |    370000 | PA      | $334850.00    | 0.04%             | 2028-12-18      | Floating      | 11.98%                | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                              | TK Elevator Midco GmbH                                                                               | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |    385000 | PA      | $364605.27    | 0.04%             | 2027-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Fin Square Govt Fd                    | Goldman Sachs Fin Square Govt Fd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4000000 | NS      | $4000000.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                                         | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    758000 | PA      | $668056.22    | 0.08%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| THAMES WATER KEMBLE FINA                            | Thames Water Kemble Finance PLC                                                                      | CUSIP: 000000000<br>LEI: 213800S7UU2MQXYJQO60 | Long             | DBT              | CORP              | GB        |    168000 | PA      | $171228.35    | 0.02%             | 2026-05-19      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                       | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3260000 | PA      | $2919746.17   | 0.36%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                          | Mattel Inc                                                                                           | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    834000 | PA      | $678868.74    | 0.08%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                            | LCM Investments Holdings II LLC                                                                      | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    761000 | PA      | $609400.12    | 0.07%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                              | Match Group Holdings II LLC                                                                          | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    981000 | PA      | $752293.57    | 0.09%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                           | Ball Corp                                                                                            | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69436.44     | 0.01%             | 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        |    259000 | PA      | $238317.32    | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                | Heimstaden Bostad AB                                                                                 | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $55580.09     | 0.01%             | 2027-02-01      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGESELL                            | Techem Verwaltungsgesellschaft 675 mbH                                                               | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $98079.93     | 0.01%             | 2025-07-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | Barclays PLC                                                                                         | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    495000 | PA      | $462825.00    | 0.06%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                              | Liberty Broadband Corp                                                                               | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |   1858000 | PA      | $1809602.33   | 0.22%             | 2050-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                    | HealthEquity Inc                                                                                     | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1094122.80   | 0.13%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BOOZ ALLEN HAMILTON INC                             | Booz Allen Hamilton Inc                                                                              | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    519000 | PA      | $459814.60    | 0.06%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Holding Company LLC   | Foundation Building Materials Holding Company LLC 2021 Term Loan                                     | CUSIP: 35039KAB2<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |    250502 | PA      | $237350.41    | 0.03%             | 2028-01-31      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                | Range Resources Corp                                                                                 | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39649.83     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                              | AthenaHealth Group Inc                                                                               | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   3031000 | PA      | $2233641.41   | 0.27%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| LADDER CAP FIN LLLP/CORP                            | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                   | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |    384000 | PA      | $322571.22    | 0.04%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                 | NuStar Logistics LP                                                                                  | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     53000 | PA      | $49007.23     | 0.01%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                            | SK Invictus Intermediate II Sarl                                                                     | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1524000 | PA      | $1249680.00   | 0.15%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                    | Altice France SA/France                                                                              | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1695000 | PA      | $1270814.71   | 0.15%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PREMIER FOODS FINANCE                               | Premier Foods Finance PLC                                                                            | CUSIP: 000000000<br>LEI: 2138003G41QDLK9DB177 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $105783.13    | 0.01%             | 2026-10-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| DEN NORSKE BANK OSLO                                | DEN NORSKE BANK OSLO                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1000253 | PA      | $1000252.99   | 0.12%             | 2023-06-02      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                 | Global Payments Inc                                                                                  | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1163655.13   | 0.14%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                      | NRG Energy Inc                                                                                       | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    815000 | PA      | $619561.00    | 0.08%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC/NORT                            | Northwest Fiber LLC / Northwest Fiber Finance Sub Inc                                                | CUSIP: 667449AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $185045.27    | 0.02%             | 2028-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                                                | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    123000 | PA      | $117926.25    | 0.01%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp                                                                            | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    157000 | PA      | $161551.43    | 0.02%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                            | Nidda Healthcare Holding GmbH                                                                        | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    183000 | PA      | $186342.51    | 0.02%             | 2026-08-21      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| RegionalCare Hospital Partners Holdings, Inc.       | RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B                                       | CUSIP: 75915TAD4<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    251646 | PA      | $237805.21    | 0.03%             | 2025-11-16      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                            | Live Nation Entertainment Inc                                                                        | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    629000 | PA      | $560014.43    | 0.07%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| NORTHWEST FIBER LLC/NORT                            | Northwest Fiber LLC / Northwest Fiber Finance Sub Inc                                                | CUSIP: 667449AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    839000 | PA      | $738204.78    | 0.09%             | 2027-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RAPTOR ACQ/RAPTOR CO-ISS                            | Raptor Acquisition Corp / Raptor Co-Issuer LLC                                                       | CUSIP: 75383KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    471000 | PA      | $418436.53    | 0.05%             | 2026-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                 | Cheniere Energy Inc                                                                                  | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180773.47    | 0.02%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER INC                            | Aretec Escrow Issuer Inc                                                                             | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $235191.46    | 0.03%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                            | Weatherford International Ltd                                                                        | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    836000 | PA      | $802817.67    | 0.10%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                             | K Hovnanian Enterprises Inc                                                                          | CUSIP: 48251UAF5<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    540000 | PA      | $518400.00    | 0.06%             | 2026-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| CITGO PETROLEUM CORP                                | CITGO Petroleum Corp                                                                                 | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    581000 | PA      | $560011.56    | 0.07%             | 2026-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                                         | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    446000 | PA      | $351277.98    | 0.04%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Banff Merger Sub Inc                                | Banff Merger Sub Inc 2021 USD 2nd Lien Term Loan                                                     | CUSIP: 000000000<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   1141000 | PA      | $1053048.30   | 0.13%             | 2026-02-27      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                       | CommScope Inc                                                                                        | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    544000 | PA      | $388888.63    | 0.05%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| FINNAIR OYJ                                         | Finnair Oyj                                                                                          | CUSIP: 000000000<br>LEI: 213800SB6EOB8SSK9W63 | Long             | DBT              | CORP              | FI        |    100000 | PA      | $78349.20     | 0.01%             | 2025-05-19      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Energy Corp                              | Chesapeake Energy Corp                                                                               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      6550 | NS      | $618123.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                            | Altice France Holding SA                                                                             | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   1001000 | PA      | $763262.50    | 0.09%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| WELLS FARGO GOVT FD LEX                             | WELLS FARGO GOVT FD LEX                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1000000 | NS      | $1000000.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                  | Energy Transfer LP                                                                                   | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    465000 | PA      | $454937.40    | 0.06%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                  | CNX Resources Corp                                                                                   | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    545000 | PA      | $522377.05    | 0.06%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                     | Lamb Weston Holdings Inc                                                                             | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $883310.70    | 0.11%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                              | Nationstar Mortgage Holdings Inc                                                                     | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208000 | PA      | $160646.17    | 0.02%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                             | LCPR Senior Secured Financing DAC                                                                    | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    593000 | PA      | $491246.04    | 0.06%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| VERISURE HOLDING AB                                 | Verisure Holding AB                                                                                  | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $96609.78     | 0.01%             | 2026-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| DOBANK SPA                                          | doValue SpA                                                                                          | CUSIP: 000000000<br>LEI: 8156007AF7DB5FE05555 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $93854.87     | 0.01%             | 2026-07-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| SRS Distribution Inc.                               | SRS Distribution Inc. 2022 Incremental Term Loan                                                     | CUSIP: 78466YAQ1<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |    618644 | PA      | $592351.26    | 0.07%             | 2028-06-02      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| GYP HOLDINGS III CORP                               | GYP Holdings III Corp                                                                                | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |    609000 | PA      | $497228.87    | 0.06%             | 2029-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                              | Williams Scotsman International Inc                                                                  | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    505000 | PA      | $455762.50    | 0.06%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                             | Global Aircraft Leasing Co Ltd                                                                       | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    762226 | PA      | $647892.10    | 0.08%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                        | Novelis Corp                                                                                         | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1324000 | PA      | $1173812.06   | 0.14%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| WESTERN MIDSTREAM OPERAT                            | Western Midstream Operating LP                                                                       | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1581696.00   | 0.19%             | 2050-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC/NORT                            | Northwest Fiber LLC / Northwest Fiber Finance Sub Inc                                                | CUSIP: 667449AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    533000 | PA      | $412693.02    | 0.05%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| SM Energy Co                                        | SM Energy Co                                                                                         | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    185000 | PA      | $177598.26    | 0.02%             | 2025-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                 | NCL Corp Ltd                                                                                         | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    189000 | PA      | $142230.06    | 0.02%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                 | White Cap Buyer LLC                                                                                  | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3234000 | PA      | $2797438.52   | 0.34%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                                                | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    116000 | PA      | $100490.80    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | 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        |    200000 | PA      | $156285.63    | 0.02%             | 2029-09-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                             | Royal Caribbean Cruises Ltd                                                                          | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    509000 | PA      | $511481.38    | 0.06%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                            | Clear Channel Outdoor Holdings Inc                                                                   | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2235000 | PA      | $1631570.83   | 0.20%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| CDK Global, Inc.                                    | CDK Global, Inc. 2022 USD Term Loan B                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    268000 | PA      | $266178.40    | 0.03%             | 2029-07-06      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                      | TransAlta Corp                                                                                       | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $285958.78    | 0.03%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON                         | BANK OF NOVA SCOTIA HOUSTON                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1000018 | PA      | $1000017.84   | 0.12%             | 2023-01-06      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| CITIBANK NY                                         | CITIBANK NY                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1000071 | PA      | $1000071.00   | 0.12%             | 2023-03-27      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Magenta Buyer LLC                                   | Magenta Buyer LLC 2021 USD 1st Lien Term Loan                                                        | CUSIP: 55910RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1663806 | PA      | $1432953.25   | 0.17%             | 2028-07-27      | Floating      | 9.17%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1146331.20   | 0.14%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIGXX FID INST GOVT LEX                             | FIGXX FID INST GOVT LEX                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1000000 | NS      | $1000000.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                            | Hilcorp Energy I LP / Hilcorp Finance Co                                                             | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $64917.15     | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROCS, INC.                                         | Crocs, Inc. Term Loan B                                                                              | CUSIP: 22704NAD4<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |    958269 | PA      | $939702.10    | 0.11%             | 2029-02-20      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                           | ONEOK Inc                                                                                            | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241627.19    | 0.03%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                                         | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    557000 | PA      | $503678.39    | 0.06%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                              | Clearway Energy Operating LLC                                                                        | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    709000 | PA      | $569912.36    | 0.07%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                            | Consolidated Communications Inc                                                                      | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |   1804000 | PA      | $1401817.57   | 0.17%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CLOUD SOFTWARE GRP HOLDG                            | Cloud Software Group Holdings Inc                                                                    | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6453000 | PA      | $5435240.71   | 0.66%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| PRIME SECSRVC BRW/FINANC                            | Prime Security Services Borrower LLC / Prime Finance Inc                                             | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    348000 | PA      | $334950.00    | 0.04%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                       | APX Group Inc                                                                                        | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    590000 | PA      | $567904.50    | 0.07%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                       | Ingevity Corp                                                                                        | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    191000 | PA      | $164234.25    | 0.02%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                       | AIB Group PLC                                                                                        | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $196338.42    | 0.02%             | 2024-10-09      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.           | Sedgwick Claims Management Services, Inc. 2018 Term Loan B                                           | CUSIP: 81527CAL1<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    179453 | PA      | $174918.24    | 0.02%             | 2025-12-31      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                | Ascend Learning, LLC 2021 2nd Lien Term Loan                                                         | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    345000 | PA      | $298252.50    | 0.04%             | 2029-12-10      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| PTC Inc                                             | PTC Inc                                                                                              | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    228000 | PA      | $205207.50    | 0.02%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEGENDS HOSPITALITY HOLD                            | Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc                               | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    561000 | PA      | $499290.00    | 0.06%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US ULTRA BOND CBT MAR23                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -106 | NC      | $12929.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SVS                              | Discover Financial Services                                                                          | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218542.46    | 0.03%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                              | Clydesdale Acquisition Holdings Inc                                                                  | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1529000 | PA      | $1453697.44   | 0.18%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp                                                                                 | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    303000 | PA      | $226080.30    | 0.03%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $191218.31    | 0.02%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                       | Life Time Inc                                                                                        | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    666000 | PA      | $619713.00    | 0.08%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                               | Element Solutions Inc                                                                                | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     36277 | NS      | $659878.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTL                                   | Service Corp International/US                                                                        | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48751.29     | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank N.A.                            | Long: BRY195315 CDS EUR R F  5.00000 2 CORPORATE / Short: BRY195315 CDS EUR P V 03MEVENT 1 CORPORATE | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |     30000 | OU      | $1080.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                            | BANK OF MONTREAL CHICAGO                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1001351 | PA      | $1001350.80   | 0.12%             | 2023-11-08      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                           | Crocs Inc                                                                                            | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    898000 | PA      | $731825.10    | 0.09%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                   | Amsted Industries Inc                                                                                | CUSIP: 032177AH0<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    339000 | PA      | $321595.74    | 0.04%             | 2027-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                                                | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              |  | US        |    274000 | PA      | $251429.80    | 0.03%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                               | Level 3 Financing Inc                                                                                | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    103000 | PA      | $81280.95     | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HSBC US GOVT FUND LEX                               | HSBC US GOVT FUND LEX                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5000000 | NS      | $5000000.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIQUE PUB FINANCE CO                               | Unique Pub Finance Co PLC/The                                                                        | CUSIP: 000000000<br>LEI: 213800FOMWLKHQTI5562 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $483604.92    | 0.06%             | 2032-03-30      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| NEXI SPA                                            | Nexi SpA                                                                                             | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $76547.29     | 0.01%             | 2028-02-24      | None          | 0.00%                 | Yes           |                  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        |    420000 | PA      | $373964.35    | 0.05%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AIR FRANCE-KLM                                      | Air France-KLM                                                                                       | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $95779.54     | 0.01%             | 2026-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                               | Encompass Health Corp                                                                                | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1216226.73   | 0.15%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HERENS MIDCO SARL                                   | Herens Midco Sarl                                                                                    | CUSIP: 000000000<br>LEI: 222100BJH5XPZD1JHF79 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $73931.24     | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                              | Telecom Italia Capital SA                                                                            | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   1052000 | PA      | $794996.40    | 0.10%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                  | Energy Transfer LP                                                                                   | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1368000 | PA      | $1092937.38   | 0.13%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                            | Chobani LLC / Chobani Finance Corp Inc                                                               | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1963000 | PA      | $1709007.43   | 0.21%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Quorum Health Corporation                           | Quorum Health Corporation 2020 Term Loan                                                             | CUSIP: 74909HAE9<br>LEI: 549300PO3E4YREFT1I57 | Long             | LON              | CORP              | US        |    596183 | PA      | $421302.56    | 0.05%             | 2025-04-29      | Floating      | 12.03%                | Yes           |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                              | Sunoco LP / Sunoco Finance Corp                                                                      | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $128995.52    | 0.02%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| PATTERN ENERGY OP LP/PAT                            | Pattern Energy Operations LP / Pattern Energy Operations Inc                                         | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    528000 | PA      | $473423.00    | 0.06%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                 | Go Daddy Operating Co LLC / GD Finance Co Inc                                                        | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    532000 | PA      | $445386.11    | 0.05%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| AIR FRANCE-KLM                                      | Air France-KLM                                                                                       | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $105003.60    | 0.01%             | 2025-11-23      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AMC Networks Inc                                    | AMC Networks Inc                                                                                     | CUSIP: 00164VAE3<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    508000 | PA      | $386080.00    | 0.05%             | 2025-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                      | Bombardier Inc                                                                                       | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $59418.84     | 0.01%             | 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        |   1503000 | PA      | $1510950.87   | 0.18%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                                          | CUSIP: 38144GAB7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1355877.38   | 0.16%             | 2025-02-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Barclays Bank PLC                                   | Long: BRWY3ML14 CDS EUR R F  5.00000 2 CORPORATE / Short: BRWY3ML14 CDS EUR P V 03MEVENT 1 CORPORATE | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | DE        |     25380 | OU      | $-3892.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                            | MajorDrive Holdings IV LLC                                                                           | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    511000 | PA      | $381303.58    | 0.05%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV                              | UPC Broadband Finco BV                                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   1160000 | PA      | $964882.20    | 0.12%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                | WR Grace Holdings LLC                                                                                | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    333000 | PA      | $295081.29    | 0.04%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                        | US Foods Inc                                                                                         | CUSIP: 90290MAC5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    309000 | PA      | $305765.72    | 0.04%             | 2025-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                               | Toronto-Dominion Bank/The                                                                            | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    804000 | PA      | $836160.00    | 0.10%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                          | Terex Corp                                                                                           | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    839000 | PA      | $754051.25    | 0.09%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                            | Hilton Domestic Operating Co Inc                                                                     | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    131000 | PA      | $129664.53    | 0.02%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** Brighthouse Funds Trust I

**Signature:** Alan Otis

**Name of Signer:** Alan Otis

**Title:** Treasurer