# EDGAR Filing Document

**Accession Number:** 0000893730
**File Stem:** 0000899635-23-000061
**Filing Date:** 2023-3
**Character Count:** 316064
**Document Hash:** e72c1e3f94f6024bf588f719674e5008
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000899635-23-000061.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0000899635-23-000061

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** INTEGRITY FUNDS
- **CENTRAL INDEX KEY:** 0000893730
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07322
- **FILM NUMBER:** 23783879

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 500
- **CITY:** MINOT
- **STATE:** ND
- **ZIP:** 58702-0500
- **BUSINESS PHONE:** 701-852-5292

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 500
- **CITY:** MINOT
- **STATE:** ND
- **ZIP:** 58702-0500

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Integrity Viking Funds
- **DATE OF NAME CHANGE:** 20130910

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INTEGRITY FUNDS
- **DATE OF NAME CHANGE:** 20030620

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CANANDAIGUA FUNDS
- **DATE OF NAME CHANGE:** 19980209

## Series and Classes Contracts Data

### Integrity High Income Fund (Series ID: S000000140)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000000308 | Integrity High Income Fund Class A  | IHFAX           |
| C000000309 | Integrity High Income Fund Class C  | IHFCX           |
| C000171907 | Integrity High Income Fund, Class I | IHFIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** INTEGRITY FUNDS

- **b. Investment Company Act file number:** 811-07322

- **c. CIK number of Registrant:** 0000893730

- **d. LEI of Registrant:** 549300CBG43G3TZD2D35

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

  - **Street Address 1:** 1 Main Street North

  - **City:** Minot

  - **State:** ND

  - **Foreign country:** US

  - **Zip / Postal Code:** 58703

  - **Telephone number:** 701-857-5292

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

- **a. Name of Series:** Integrity High Income Fund

- **b. EDGAR series identifier (if any):** S000000140

- **c. LEI of Series:** 549300H7VRLRYUK3YQ77

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

- **a. Date of fiscal year-end:** 2023-07-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $50537124.39

**Total Liabilities:** $721035.18

**Net Assets:** $49816089.21

**Delayed Delivery Securities:** $368000.00

**Cash Not Reported:** $1103585.53

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0 | **1-Year:** -151.08 | **5-Year:** -466.58 | **10-Year:** -1262.94 | **30-Year:** -183.30

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

- **3-Month:** 43.19 | **1-Year:** -1285.29 | **5-Year:** -5272.79 | **10-Year:** -10006.43 | **30-Year:** -993.81

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000308 | -1.19%               | -4.74%               | -0.80%               |
| Class ID C000000309 | -1.07%               | -1.75%               | 2.54%                |
| Class ID C000171907 | -1.07%               | -0.68%               | 3.63%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $14266.40                | $638160.94                                 |
| Month 2  | $-59924.01               | $-463742.89                                |
| Month 3  | $-47400.57               | $1554190.19                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACCO Brands Corp     4.250%  03/15/2029                                                                 | ACCO Brands Corp     4.250%  03/15/2029                                                                 | CUSIP: 00081TAK4<br>LEI: N/A | Long             | DBT              | CORP              | US        |    180000 | PA      | $154770.33    | 0.31%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp/The     4.125%  08/01/2029                                                            | ADT Security Corp/The     4.125%  08/01/2029                                                            | CUSIP: 00109LAA1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     98000 | PA      | $87149.44     | 0.17%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ardent Health Services Inc     5.750%  07/15/2029                                                       | Ardent Health Services Inc     5.750%  07/15/2029                                                       | CUSIP: 00150LAB7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     69000 | PA      | $56693.16     | 0.11%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc    10.000%  06/15/2026                                                   | AMC Entertainment Holdings Inc    10.000%  06/15/2026                                                   | CUSIP: 00165CAP9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     27692 | PA      | $13538.06     | 0.03%             | 2026-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| APi Escrow Corp     4.750%  10/15/2029                                                                  | APi Escrow Corp     4.750%  10/15/2029                                                                  | CUSIP: 00185PAA9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     37000 | PA      | $32990.27     | 0.07%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APi Group DE Inc     4.125%  07/15/2029                                                                 | APi Group DE Inc     4.125%  07/15/2029                                                                 | CUSIP: 001877AA7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     56000 | PA      | $48476.40     | 0.10%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ATS Automation Tooling Systems Inc     4.125%  12/15/2028                                               | ATS Automation Tooling Systems Inc     4.125%  12/15/2028                                               | CUSIP: 001940AC9<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     49000 | PA      | $43895.67     | 0.09%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd     5.500%  04/20/2026                                  | American Airlines Inc/AAdvantage Loyalty IP Ltd     5.500%  04/20/2026                                  | CUSIP: 00253XAA9<br>LEI: N/A | Long             | DBT              | CORP              | US        |    232084 | PA      | $227441.39    | 0.46%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd     5.750%  04/20/2029                                  | American Airlines Inc/AAdvantage Loyalty IP Ltd     5.750%  04/20/2029                                  | CUSIP: 00253XAB7<br>LEI: N/A | Long             | DBT              | CORP              | US        |    150000 | PA      | $145170.90    | 0.29%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc     5.500%  07/01/2028                                                         | Acadia Healthcare Co Inc     5.500%  07/01/2028                                                         | CUSIP: 00404AAN9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     72000 | PA      | $69363.36     | 0.14%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc     5.000%  04/15/2029                                                         | Acadia Healthcare Co Inc     5.000%  04/15/2029                                                         | CUSIP: 00404AAP4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     45000 | PA      | $42309.45     | 0.08%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACI Worldwide Inc     5.750%  08/15/2026                                                                | ACI Worldwide Inc     5.750%  08/15/2026                                                                | CUSIP: 004498AB7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     69000 | PA      | $68137.50     | 0.14%             | 2026-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd     4.875%  08/15/2026                                                       | Adient Global Holdings Ltd     4.875%  08/15/2026                                                       | CUSIP: 00687YAA3<br>LEI: N/A | Long             | DBT              | CORP              | JE        |    240000 | PA      | $227610.72    | 0.46%             | 2026-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc     5.000%  09/30/2027                                                    | Advanced Drainage Systems Inc     5.000%  09/30/2027                                                    | CUSIP: 00790RAA2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     26000 | PA      | $24748.59     | 0.05%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC     6.625%  05/01/2028                                                            | Ahead DB Holdings LLC     6.625%  05/01/2028                                                            | CUSIP: 00867FAA6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     72000 | PA      | $60840.00     | 0.12%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC     5.875%  02/15/2028            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC     5.875%  02/15/2028            | CUSIP: 013092AB7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     76000 | PA      | $74290.00     | 0.15%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC     4.625%  01/15/2027            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC     4.625%  01/15/2027            | CUSIP: 013092AC5<br>LEI: N/A | Long             | DBT              | CORP              | US        |    265000 | PA      | $251233.25    | 0.50%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC     4.875%  02/15/2030            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC     4.875%  02/15/2030            | CUSIP: 013092AE1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     30000 | PA      | $27594.96     | 0.06%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC     3.250%  03/15/2026            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC     3.250%  03/15/2026            | CUSIP: 013092AF8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     38000 | PA      | $35102.50     | 0.07%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC     3.500%  03/15/2029            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC     3.500%  03/15/2029            | CUSIP: 013092AG6<br>LEI: N/A | Long             | DBT              | CORP              | US        |    117000 | PA      | $100912.50    | 0.20%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Allegheny Technologies Inc     5.875%  12/01/2027                                                       | Allegheny Technologies Inc     5.875%  12/01/2027                                                       | CUSIP: 01741RAH5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     66000 | PA      | $63677.72     | 0.13%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Allegheny Technologies Inc     4.875%  10/01/2029                                                       | Allegheny Technologies Inc     4.875%  10/01/2029                                                       | CUSIP: 01741RAL6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     45000 | PA      | $41180.85     | 0.08%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Allegheny Technologies Inc     5.125%  10/01/2031                                                       | Allegheny Technologies Inc     5.125%  10/01/2031                                                       | CUSIP: 01741RAM4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     23000 | PA      | $20901.25     | 0.04%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp     6.625%  07/15/2026                      | Allied Universal Holdco LLC / Allied Universal Finance Corp     6.625%  07/15/2026                      | CUSIP: 019576AA5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     51000 | PA      | $49100.25     | 0.10%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp     9.750%  07/15/2027                      | Allied Universal Holdco LLC / Allied Universal Finance Corp     9.750%  07/15/2027                      | CUSIP: 019576AB3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     95000 | PA      | $90725.00     | 0.18%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc     4.750%  10/01/2027                                                         | Allison Transmission Inc     4.750%  10/01/2027                                                         | CUSIP: 019736AE7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     66000 | PA      | $62582.52     | 0.13%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc     5.875%  06/01/2029                                                         | Allison Transmission Inc     5.875%  06/01/2029                                                         | CUSIP: 019736AF4<br>LEI: N/A | Long             | DBT              | CORP              | US        |    109000 | PA      | $104941.93    | 0.21%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc     3.750%  01/30/2031                                                         | Allison Transmission Inc     3.750%  01/30/2031                                                         | CUSIP: 019736AG2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     90000 | PA      | $75729.96     | 0.15%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc     5.750%  11/20/2025                                                               | Ally Financial Inc     5.750%  11/20/2025                                                               | CUSIP: 02005NBF6<br>LEI: N/A | Long             | DBT              | CORP              | US        |    100000 | PA      | $99325.72     | 0.20%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Altice France SA/France     5.500%  01/15/2028                                                          | Altice France SA/France     5.500%  01/15/2028                                                          | CUSIP: 02156LAC5<br>LEI: N/A | Long             | DBT              | CORP              | FR        |    200000 | PA      | $166104.00    | 0.33%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc     6.500%  04/01/2027                                                | American Axle & Manufacturing Inc     6.500%  04/01/2027                                                | CUSIP: 02406PAU4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     93000 | PA      | $85792.50     | 0.17%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc     6.250%  03/15/2026                                                | American Axle & Manufacturing Inc     6.250%  03/15/2026                                                | CUSIP: 02406PAY6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     57000 | PA      | $53430.15     | 0.11%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc     6.875%  07/01/2028                                                | American Axle & Manufacturing Inc     6.875%  07/01/2028                                                | CUSIP: 02406PBA7<br>LEI: N/A | Long             | DBT              | CORP              | US        |    157000 | PA      | $142870.00    | 0.29%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc     5.000%  10/01/2029                                                | American Axle & Manufacturing Inc     5.000%  10/01/2029                                                | CUSIP: 02406PBB5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     46000 | PA      | $37885.60     | 0.08%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP / AmeriGas Finance Corp     5.875%  08/20/2026                                     | AmeriGas Partners LP / AmeriGas Finance Corp     5.875%  08/20/2026                                     | CUSIP: 030981AJ3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     75000 | PA      | $72546.00     | 0.15%             | 2026-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp     8.375%  07/15/2026                                                            | Antero Resources Corp     8.375%  07/15/2026                                                            | CUSIP: 03674XAN6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     79000 | PA      | $82910.12     | 0.17%             | 2026-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp     7.625%  02/01/2029                                                            | Antero Resources Corp     7.625%  02/01/2029                                                            | CUSIP: 03674XAQ9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     46000 | PA      | $47040.15     | 0.09%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp     5.375%  03/01/2030                                                            | Antero Resources Corp     5.375%  03/01/2030                                                            | CUSIP: 03674XAS5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     23000 | PA      | $21447.50     | 0.04%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp     5.750%  03/01/2027                     | Antero Midstream Partners LP / Antero Midstream Finance Corp     5.750%  03/01/2027                     | CUSIP: 03690AAD8<br>LEI: N/A | Long             | DBT              | CORP              | US        |      5000 | PA      | $4850.00      | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp     5.750%  01/15/2028                     | Antero Midstream Partners LP / Antero Midstream Finance Corp     5.750%  01/15/2028                     | CUSIP: 03690AAF3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     85000 | PA      | $81281.25     | 0.16%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP     5.375%  06/15/2029                                                     | Antero Midstream Partners LP     5.375%  06/15/2029                                                     | CUSIP: 03690AAH9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     86000 | PA      | $79976.48     | 0.16%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp     7.875%  05/15/2026                     | Antero Midstream Partners LP / Antero Midstream Finance Corp     7.875%  05/15/2026                     | CUSIP: 03690EAA6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     73000 | PA      | $74916.25     | 0.15%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc     5.000%  02/01/2028                                                             | Aramark Services Inc     5.000%  02/01/2028                                                             | CUSIP: 038522AQ1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     45000 | PA      | $42412.50     | 0.09%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc     4.250%  06/01/2028                                                                 | Arches Buyer Inc     4.250%  06/01/2028                                                                 | CUSIP: 039524AA1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     70000 | PA      | $58800.00     | 0.12%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc     6.125%  12/01/2028                                                                 | Arches Buyer Inc     6.125%  12/01/2028                                                                 | CUSIP: 039524AB9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     17000 | PA      | $14318.42     | 0.03%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP / Archrock Partners Finance Corp     6.875%  04/01/2027                            | Archrock Partners LP / Archrock Partners Finance Corp     6.875%  04/01/2027                            | CUSIP: 03959KAA8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     35000 | PA      | $34300.00     | 0.07%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Arconic Rolled Products Corp     6.125%  02/15/2028                                                     | Arconic Rolled Products Corp     6.125%  02/15/2028                                                     | CUSIP: 03966VAA5<br>LEI: N/A | Long             | DBT              | CORP              | US        |    153000 | PA      | $147537.90    | 0.30%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc     5.250%  08/15/2027                           | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc     5.250%  08/15/2027                           | CUSIP: 03969AAP5<br>LEI: N/A | Long             | DBT              | CORP              | US        |    200000 | PA      | $163777.00    | 0.33%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc     4.500%  03/01/2028                                                      | Asbury Automotive Group Inc     4.500%  03/01/2028                                                      | CUSIP: 043436AU8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     77000 | PA      | $69743.37     | 0.14%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc     4.750%  03/01/2030                                                      | Asbury Automotive Group Inc     4.750%  03/01/2030                                                      | CUSIP: 043436AV6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     11000 | PA      | $9619.80      | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc     4.625%  11/15/2029                                                      | Asbury Automotive Group Inc     4.625%  11/15/2029                                                      | CUSIP: 043436AW4<br>LEI: N/A | Long             | DBT              | CORP              | US        |    158000 | PA      | $139632.50    | 0.28%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc     4.625%  07/15/2028                                                              | Avantor Funding Inc     4.625%  07/15/2028                                                              | CUSIP: 05352TAA7<br>LEI: N/A | Long             | DBT              | CORP              | US        |    231000 | PA      | $217382.55    | 0.44%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc     3.875%  11/01/2029                                                              | Avantor Funding Inc     3.875%  11/01/2029                                                              | CUSIP: 05352TAB5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     25000 | PA      | $21981.88     | 0.04%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Avient Corp     7.125%  08/01/2030                                                                      | Avient Corp     7.125%  08/01/2030                                                                      | CUSIP: 05368VAA4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     19000 | PA      | $19140.66     | 0.04%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc     5.750%  07/15/2027                             | Avis Budget Car Rental LLC / Avis Budget Finance Inc     5.750%  07/15/2027                             | CUSIP: 053773BE6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     35000 | PA      | $32897.83     | 0.07%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc     5.375%  03/01/2029                             | Avis Budget Car Rental LLC / Avis Budget Finance Inc     5.375%  03/01/2029                             | CUSIP: 053773BF3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    183000 | PA      | $163602.00    | 0.33%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc     4.750%  04/01/2028                             | Avis Budget Car Rental LLC / Avis Budget Finance Inc     4.750%  04/01/2028                             | CUSIP: 053773BG1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     70000 | PA      | $61602.10     | 0.12%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV     4.750%  06/15/2027           | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV     4.750%  06/15/2027           | CUSIP: 05454NAA7<br>LEI: N/A | Long             | DBT              | CORP              | US        |    150000 | PA      | $141750.00    | 0.28%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc     4.125%  06/30/2028                                                             | BWX Technologies Inc     4.125%  06/30/2028                                                             | CUSIP: 05605HAB6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     44000 | PA      | $39710.26     | 0.08%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc     4.125%  04/15/2029                                                             | BWX Technologies Inc     4.125%  04/15/2029                                                             | CUSIP: 05605HAC4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     63000 | PA      | $56386.83     | 0.11%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc     5.000%  01/30/2028                                                            | Bausch Health Cos Inc     5.000%  01/30/2028                                                            | CUSIP: 071734AH0<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     35000 | PA      | $15700.41     | 0.03%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc     5.250%  01/30/2030                                                            | Bausch Health Cos Inc     5.250%  01/30/2030                                                            | CUSIP: 071734AJ6<br>LEI: N/A | Long             | DBT              | CORP              | CA        |    146000 | PA      | $64235.33     | 0.13%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc     6.250%  02/15/2029                                                            | Bausch Health Cos Inc     6.250%  02/15/2029                                                            | CUSIP: 071734AK3<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     80000 | PA      | $36808.08     | 0.07%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc     5.250%  02/15/2031                                                            | Bausch Health Cos Inc     5.250%  02/15/2031                                                            | CUSIP: 071734AL1<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     36000 | PA      | $16290.00     | 0.03%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc     5.000%  02/15/2029                                                            | Bausch Health Cos Inc     5.000%  02/15/2029                                                            | CUSIP: 071734AM9<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     49000 | PA      | $22051.03     | 0.04%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc     4.875%  06/01/2028                                                            | Bausch Health Cos Inc     4.875%  06/01/2028                                                            | CUSIP: 071734AN7<br>LEI: N/A | Long             | DBT              | CORP              | CA        |    130000 | PA      | $83566.60     | 0.17%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Baytex Energy Corp     8.750%  04/01/2027                                                               | Baytex Energy Corp     8.750%  04/01/2027                                                               | CUSIP: 07317QAH8<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     70000 | PA      | $72435.30     | 0.15%             | 2027-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc     4.500%  02/15/2026                                                                 | Berry Global Inc     4.500%  02/15/2026                                                                 | CUSIP: 08576PAA9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     15000 | PA      | $14556.57     | 0.03%             | 2026-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berry Global Escrow Corp     4.875%  07/15/2026                                                         | Berry Global Escrow Corp     4.875%  07/15/2026                                                         | CUSIP: 085770AA3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     90000 | PA      | $87660.00     | 0.18%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp     6.625%  01/31/2029                                           | Big River Steel LLC / BRS Finance Corp     6.625%  01/31/2029                                           | CUSIP: 08949LAB6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     77000 | PA      | $75517.98     | 0.15%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Black Knight InfoServ LLC     3.625%  09/01/2028                                                        | Black Knight InfoServ LLC     3.625%  09/01/2028                                                        | CUSIP: 092174AA9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     70000 | PA      | $62125.00     | 0.12%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp     6.625%  07/15/2026                               | Blue Racer Midstream LLC / Blue Racer Finance Corp     6.625%  07/15/2026                               | CUSIP: 095796AE8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     25000 | PA      | $24625.00     | 0.05%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp     7.625%  12/15/2025                               | Blue Racer Midstream LLC / Blue Racer Finance Corp     7.625%  12/15/2025                               | CUSIP: 095796AH1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     58000 | PA      | $58906.25     | 0.12%             | 2025-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co     4.875%  07/01/2030                                                                 | Boise Cascade Co     4.875%  07/01/2030                                                                 | CUSIP: 09739DAD2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     10000 | PA      | $8985.15      | 0.02%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc     7.500%  03/15/2025                                                                   | Bombardier Inc     7.500%  03/15/2025                                                                   | CUSIP: 097751BM2<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     78000 | PA      | $78097.50     | 0.16%             | 2025-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc     7.875%  04/15/2027                                                                   | Bombardier Inc     7.875%  04/15/2027                                                                   | CUSIP: 097751BT7<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     37000 | PA      | $36855.11     | 0.07%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Boyne USA Inc     4.750%  05/15/2029                                                                    | Boyne USA Inc     4.750%  05/15/2029                                                                    | CUSIP: 103557AC8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     86000 | PA      | $77902.16     | 0.16%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brink's Co/The     5.500%  07/15/2025                                                                   | Brink's Co/The     5.500%  07/15/2025                                                                   | CUSIP: 109696AB0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     40000 | PA      | $39410.00     | 0.08%             | 2025-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP     3.950%  12/01/2026                                                              | Buckeye Partners LP     3.950%  12/01/2026                                                              | CUSIP: 118230AQ4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     40000 | PA      | $36686.40     | 0.07%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP     4.125%  12/01/2027                                                              | Buckeye Partners LP     4.125%  12/01/2027                                                              | CUSIP: 118230AR2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     15000 | PA      | $13569.75     | 0.03%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP     4.125%  03/01/2025                                                              | Buckeye Partners LP     4.125%  03/01/2025                                                              | CUSIP: 118230AT8<br>LEI: N/A | Long             | DBT              | CORP              | US        |    115000 | PA      | $109250.00    | 0.22%             | 2025-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP     4.500%  03/01/2028                                                              | Buckeye Partners LP     4.500%  03/01/2028                                                              | CUSIP: 118230AU5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     40000 | PA      | $36688.00     | 0.07%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc     4.250%  02/01/2032                                                         | Builders FirstSource Inc     4.250%  02/01/2032                                                         | CUSIP: 12008RAP2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     93000 | PA      | $80017.12     | 0.16%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc     6.375%  06/15/2032                                                         | Builders FirstSource Inc     6.375%  06/15/2032                                                         | CUSIP: 12008RAR8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     64000 | PA      | $62675.39     | 0.13%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BWAY Holding Co     5.500%  04/15/2024                                                                  | BWAY Holding Co     5.500%  04/15/2024                                                                  | CUSIP: 12429TAD6<br>LEI: N/A | Long             | DBT              | CORP              | US        |    235000 | PA      | $234835.50    | 0.47%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co     7.250%  04/15/2025                                            | Mauser Packaging Solutions Holding Co     7.250%  04/15/2025                                            | CUSIP: 12429TAE4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     95000 | PA      | $92743.75     | 0.19%             | 2025-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp     5.125%  05/01/2027                                     | CCO Holdings LLC / CCO Holdings Capital Corp     5.125%  05/01/2027                                     | CUSIP: 1248EPBT9<br>LEI: N/A | Long             | DBT              | CORP              | US        |    524000 | PA      | $499398.20    | 1.00%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp     5.000%  02/01/2028                                     | CCO Holdings LLC / CCO Holdings Capital Corp     5.000%  02/01/2028                                     | CUSIP: 1248EPBX0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    496000 | PA      | $462792.80    | 0.93%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp     5.375%  06/01/2029                                     | CCO Holdings LLC / CCO Holdings Capital Corp     5.375%  06/01/2029                                     | CUSIP: 1248EPCB7<br>LEI: N/A | Long             | DBT              | CORP              | US        |    138000 | PA      | $127650.00    | 0.26%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp     4.750%  03/01/2030                                     | CCO Holdings LLC / CCO Holdings Capital Corp     4.750%  03/01/2030                                     | CUSIP: 1248EPCD3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    115000 | PA      | $100745.75    | 0.20%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp     4.500%  08/15/2030                                     | CCO Holdings LLC / CCO Holdings Capital Corp     4.500%  08/15/2030                                     | CUSIP: 1248EPCE1<br>LEI: N/A | Long             | DBT              | CORP              | US        |    170000 | PA      | $145350.00    | 0.29%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp     4.250%  02/01/2031                                     | CCO Holdings LLC / CCO Holdings Capital Corp     4.250%  02/01/2031                                     | CUSIP: 1248EPCK7<br>LEI: N/A | Long             | DBT              | CORP              | US        |    203000 | PA      | $169109.15    | 0.34%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp     4.500%  06/01/2033                                     | CCO Holdings LLC / CCO Holdings Capital Corp     4.500%  06/01/2033                                     | CUSIP: 1248EPCL5<br>LEI: N/A | Long             | DBT              | CORP              | US        |    130000 | PA      | $105625.00    | 0.21%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp     4.250%  01/15/2034                                     | CCO Holdings LLC / CCO Holdings Capital Corp     4.250%  01/15/2034                                     | CUSIP: 1248EPCP6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     90000 | PA      | $70278.30     | 0.14%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp     4.750%  02/01/2032                                     | CCO Holdings LLC / CCO Holdings Capital Corp     4.750%  02/01/2032                                     | CUSIP: 1248EPCQ4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     30000 | PA      | $25425.00     | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CD&R Smokey Buyer Inc     6.750%  07/15/2025                                                            | CD&R Smokey Buyer Inc     6.750%  07/15/2025                                                            | CUSIP: 12510CAA9<br>LEI: N/A | Long             | DBT              | CORP              | US        |    109000 | PA      | $98672.25     | 0.20%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp     4.250%  04/01/2028                                                       | CDW LLC / CDW Finance Corp     4.250%  04/01/2028                                                       | CUSIP: 12513GBD0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     60000 | PA      | $55710.00     | 0.11%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp     3.250%  02/15/2029                                                       | CDW LLC / CDW Finance Corp     3.250%  02/15/2029                                                       | CUSIP: 12513GBF5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     34000 | PA      | $29450.94     | 0.06%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc     8.000%  03/15/2026                                                 | CHS/Community Health Systems Inc     8.000%  03/15/2026                                                 | CUSIP: 12543DBC3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    183000 | PA      | $178068.15    | 0.36%             | 2026-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc     5.625%  03/15/2027                                                 | CHS/Community Health Systems Inc     5.625%  03/15/2027                                                 | CUSIP: 12543DBG4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     44000 | PA      | $38948.80     | 0.08%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc     6.000%  01/15/2029                                                 | CHS/Community Health Systems Inc     6.000%  01/15/2029                                                 | CUSIP: 12543DBH2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     24000 | PA      | $21066.00     | 0.04%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc     4.750%  02/15/2031                                                 | CHS/Community Health Systems Inc     4.750%  02/15/2031                                                 | CUSIP: 12543DBK5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     60000 | PA      | $45893.59     | 0.09%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc     6.125%  04/01/2030                                                 | CHS/Community Health Systems Inc     6.125%  04/01/2030                                                 | CUSIP: 12543DBL3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     88000 | PA      | $52834.67     | 0.11%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc     5.250%  05/15/2030                                                 | CHS/Community Health Systems Inc     5.250%  05/15/2030                                                 | CUSIP: 12543DBM1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     85000 | PA      | $68588.20     | 0.14%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC     6.500%  02/01/2029                                                                 | CSC Holdings LLC     6.500%  02/01/2029                                                                 | CUSIP: 126307AZ0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    400000 | PA      | $347720.00    | 0.70%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp     6.000%  01/15/2029                                                               | CNX Resources Corp     6.000%  01/15/2029                                                               | CUSIP: 12653CAJ7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     31000 | PA      | $28564.33     | 0.06%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp     7.375%  01/15/2031                                                               | CNX Resources Corp     7.375%  01/15/2031                                                               | CUSIP: 12653CAK4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     40000 | PA      | $38899.60     | 0.08%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP     4.750%  04/15/2030                                                        | CNX Midstream Partners LP     4.750%  04/15/2030                                                        | CUSIP: 12654AAA9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     16000 | PA      | $13538.08     | 0.03%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVR Partners LP / CVR Nitrogen Finance Corp     6.125%  06/15/2028                                      | CVR Partners LP / CVR Nitrogen Finance Corp     6.125%  06/15/2028                                      | CUSIP: 12663QAC9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     52000 | PA      | $46824.96     | 0.09%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc     4.625%  10/15/2029                                                        | Caesars Entertainment Inc     4.625%  10/15/2029                                                        | CUSIP: 12769GAA8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     79000 | PA      | $67545.00     | 0.14%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| California Resources Corp     7.125%  02/01/2026                                                        | California Resources Corp     7.125%  02/01/2026                                                        | CUSIP: 13057QAH0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    103000 | PA      | $100095.40    | 0.20%             | 2026-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Calpine Corp     5.250%  06/01/2026                                                                     | Calpine Corp     5.250%  06/01/2026                                                                     | CUSIP: 131347CK0<br>LEI: N/A | Long             | DBT              | CORP              | US        |      7000 | PA      | $6773.81      | 0.01%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Calpine Corp     4.625%  02/01/2029                                                                     | Calpine Corp     4.625%  02/01/2029                                                                     | CUSIP: 131347CP9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     64000 | PA      | $55566.85     | 0.11%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Calpine Corp     5.000%  02/01/2031                                                                     | Calpine Corp     5.000%  02/01/2031                                                                     | CUSIP: 131347CQ7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     30000 | PA      | $25666.95     | 0.05%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp    10.500%  02/01/2026                                                                    | Carnival Corp    10.500%  02/01/2026                                                                    | CUSIP: 143658BG6<br>LEI: N/A | Long             | DBT              | CORP              | PA        |     65000 | PA      | $67984.15     | 0.14%             | 2026-02-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Carnival Corp     5.750%  03/01/2027                                                                    | Carnival Corp     5.750%  03/01/2027                                                                    | CUSIP: 143658BN1<br>LEI: N/A | Long             | DBT              | CORP              | PA        |     86000 | PA      | $71380.00     | 0.14%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp     4.000%  08/01/2028                                                                    | Carnival Corp     4.000%  08/01/2028                                                                    | CUSIP: 143658BQ4<br>LEI: N/A | Long             | DBT              | CORP              | PA        |     64000 | PA      | $55172.48     | 0.11%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp     6.000%  05/01/2029                                                                    | Carnival Corp     6.000%  05/01/2029                                                                    | CUSIP: 143658BR2<br>LEI: N/A | Long             | DBT              | CORP              | PA        |     19000 | PA      | $15010.00     | 0.03%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carnival Holdings Bermuda Ltd    10.375%  05/01/2028                                                    | Carnival Holdings Bermuda Ltd    10.375%  05/01/2028                                                    | CUSIP: 14366RAA7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     49000 | PA      | $52981.25     | 0.11%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp     6.375%  07/15/2028                                                        | Carpenter Technology Corp     6.375%  07/15/2028                                                        | CUSIP: 144285AL7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     50000 | PA      | $49250.00     | 0.10%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp     7.625%  03/15/2030                                                        | Carpenter Technology Corp     7.625%  03/15/2030                                                        | CUSIP: 144285AM5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     17000 | PA      | $17448.80     | 0.04%             | 2030-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions Inc     3.125%  02/15/2029                                                    | Catalent Pharma Solutions Inc     3.125%  02/15/2029                                                    | CUSIP: 14879EAH1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     12000 | PA      | $9926.88      | 0.02%             | 2029-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Cedar Fair LP     5.250%  07/15/2029                                                                    | Cedar Fair LP     5.250%  07/15/2029                                                                    | CUSIP: 150190AE6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     40000 | PA      | $36666.00     | 0.07%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op     5.500%  05/01/2025  | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op     5.500%  05/01/2025  | CUSIP: 150190AF3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    123000 | PA      | $122104.31    | 0.25%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp     4.625%  12/15/2029                                                                     | Centene Corp     4.625%  12/15/2029                                                                     | CUSIP: 15135BAT8<br>LEI: N/A | Long             | DBT              | CORP              | US        |    357000 | PA      | $338425.29    | 0.68%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp     3.000%  10/15/2030                                                                     | Centene Corp     3.000%  10/15/2030                                                                     | CUSIP: 15135BAW1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     28000 | PA      | $23940.00     | 0.05%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co     5.125%  02/01/2028                                                          | Central Garden & Pet Co     5.125%  02/01/2028                                                          | CUSIP: 153527AM8<br>LEI: N/A | Long             | DBT              | CORP              | US        |    183000 | PA      | $174307.50    | 0.35%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co     4.125%  10/15/2030                                                          | Central Garden & Pet Co     4.125%  10/15/2030                                                          | CUSIP: 153527AN6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     49000 | PA      | $41664.70     | 0.08%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co     4.125%  04/30/2031                                                          | Central Garden & Pet Co     4.125%  04/30/2031                                                          | CUSIP: 153527AP1<br>LEI: N/A | Long             | DBT              | CORP              | US        |      8000 | PA      | $6710.84      | 0.01%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Lumen Tech Inc     5.125%  12/15/2026                                                                   | Lumen Tech Inc     5.125%  12/15/2026                                                                   | CUSIP: 156700BB1<br>LEI: N/A | Long             | DBT              | CORP              | US        |    182000 | PA      | $155155.00    | 0.31%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CenturyLink Inc     4.000%  02/15/2027                                                                  | CenturyLink Inc     4.000%  02/15/2027                                                                  | CUSIP: 156700BC9<br>LEI: N/A | Long             | DBT              | CORP              | US        |    315000 | PA      | $265324.50    | 0.53%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lumen Tech Inc     4.500%  01/15/2029                                                                   | Lumen Tech Inc     4.500%  01/15/2029                                                                   | CUSIP: 156700BD7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     40000 | PA      | $26900.00     | 0.05%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc     7.500%  01/01/2030                                                             | Chart Industries Inc     7.500%  01/01/2030                                                             | CUSIP: 16115QAF7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     34000 | PA      | $34722.50     | 0.07%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc     9.500%  01/01/2031                                                             | Chart Industries Inc     9.500%  01/01/2031                                                             | CUSIP: 16115QAG5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     12000 | PA      | $12521.88     | 0.03%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The     5.750%  11/15/2028                                                                  | Chemours Co/The     5.750%  11/15/2028                                                                  | CUSIP: 163851AF5<br>LEI: N/A | Long             | DBT              | CORP              | US        |    173000 | PA      | $157957.65    | 0.32%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The     4.625%  11/15/2029                                                                  | Chemours Co/The     4.625%  11/15/2029                                                                  | CUSIP: 163851AH1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     25000 | PA      | $20888.00     | 0.04%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP     3.250%  01/31/2032                                                      | Cheniere Energy Partners LP     3.250%  01/31/2032                                                      | CUSIP: 16411QAN1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     39000 | PA      | $32558.37     | 0.07%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc     4.625%  10/15/2028                                                              | Cheniere Energy Inc     4.625%  10/15/2028                                                              | CUSIP: 16411RAK5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     90000 | PA      | $85738.50     | 0.17%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp                                                                                  | Chesapeake Energy Corp                                                                                  | CUSIP: 165167735<br>LEI: N/A | Long             | EC               | CORP              | US        |        12 | NS      | $1040.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Escrow Issuer LLC     5.500%  02/01/2026                                                     | Chesapeake Escrow Issuer LLC     5.500%  02/01/2026                                                     | CUSIP: 165167DF1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     35000 | PA      | $33947.65     | 0.07%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp     5.500%  09/15/2026                                                           | Chesapeake Energy Corp     5.500%  09/15/2026                                                           | CUSIP: 165ESCAC8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     15000 | PA      | $277.50       | 0.00%             | 2026-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc     8.750%  05/01/2025                                                                 | Cinemark USA Inc     8.750%  05/01/2025                                                                 | CUSIP: 172441BC0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     28000 | PA      | $28516.38     | 0.06%             | 2025-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc     5.250%  07/15/2028                                                                 | Cinemark USA Inc     5.250%  07/15/2028                                                                 | CUSIP: 172441BF3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     45000 | PA      | $36900.00     | 0.07%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                                           | Citigroup Inc                                                                                           | CUSIP: 172967JM4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     10000 | PA      | $9741.80      | 0.02%             | 2025-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP     6.750%  05/15/2025                                                                | Clarios Global LP     6.750%  05/15/2025                                                                | CUSIP: 18060TAA3<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     45000 | PA      | $45273.15     | 0.09%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp     3.875%  06/30/2028                                                  | Clarivate Science Holdings Corp     3.875%  06/30/2028                                                  | CUSIP: 18064PAC3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     40000 | PA      | $35698.24     | 0.07%             | 2028-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp     4.875%  06/30/2029                                                  | Clarivate Science Holdings Corp     4.875%  06/30/2029                                                  | CUSIP: 18064PAD1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     79000 | PA      | $69514.08     | 0.14%             | 2029-06-30      | Fixed         | 4.88%                 | 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        |      4640 | NS      | $8862.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Worldwide Holdings Inc     5.125%  08/15/2027                                             | Clear Channel Worldwide Holdings Inc     5.125%  08/15/2027                                             | CUSIP: 18453HAA4<br>LEI: N/A | Long             | DBT              | CORP              | US        |    241000 | PA      | $220045.05    | 0.44%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc     7.750%  04/15/2028                                               | Clear Channel Outdoor Holdings Inc     7.750%  04/15/2028                                               | CUSIP: 18453HAC0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    179000 | PA      | $152280.67    | 0.31%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc     7.500%  06/01/2029                                               | Clear Channel Outdoor Holdings Inc     7.500%  06/01/2029                                               | CUSIP: 18453HAD8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     88000 | PA      | $71218.40     | 0.14%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc     4.625%  03/01/2029                                                             | Cleveland-Cliffs Inc     4.625%  03/01/2029                                                             | CUSIP: 185899AK7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     40000 | PA      | $37304.00     | 0.07%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc     4.875%  03/01/2031                                                             | Cleveland-Cliffs Inc     4.875%  03/01/2031                                                             | CUSIP: 185899AL5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     29000 | PA      | $27089.48     | 0.05%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc     3.375%  10/01/2028                                                              | Coinbase Global Inc     3.375%  10/01/2028                                                              | CUSIP: 19260QAC1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     20000 | PA      | $12907.60     | 0.03%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc     3.625%  10/01/2031                                                              | Coinbase Global Inc     3.625%  10/01/2031                                                              | CUSIP: 19260QAD9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     20000 | PA      | $11650.00     | 0.02%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CommScope Inc     4.750%  09/01/2029                                                                    | CommScope Inc     4.750%  09/01/2029                                                                    | CUSIP: 203372AX5<br>LEI: N/A | Long             | DBT              | CORP              | US        |    113000 | PA      | $93582.66     | 0.19%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CommScope Technologies Finance LLC     6.000%  06/15/2025                                               | CommScope Technologies Finance LLC     6.000%  06/15/2025                                               | CUSIP: 20337YAA5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     93000 | PA      | $88073.79     | 0.18%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CommScope Technologies LLC     5.000%  03/15/2027                                                       | CommScope Technologies LLC     5.000%  03/15/2027                                                       | CUSIP: 20338HAB9<br>LEI: N/A | Long             | DBT              | CORP              | US        |      5000 | PA      | $3817.39      | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CommScope Finance LLC     8.250%  03/01/2027                                                            | CommScope Finance LLC     8.250%  03/01/2027                                                            | CUSIP: 20338QAA1<br>LEI: N/A | Long             | DBT              | CORP              | US        |    190000 | PA      | $161604.50    | 0.32%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CommScope Finance LLC     6.000%  03/01/2026                                                            | CommScope Finance LLC     6.000%  03/01/2026                                                            | CUSIP: 20338QAD5<br>LEI: N/A | Long             | DBT              | CORP              | US        |    176000 | PA      | $169276.80    | 0.34%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Comstock Resources Inc     6.750%  03/01/2029                                                           | Comstock Resources Inc     6.750%  03/01/2029                                                           | CUSIP: 205768AS3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    156000 | PA      | $143215.80    | 0.29%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Comstock Resources Inc     5.875%  01/15/2030                                                           | Comstock Resources Inc     5.875%  01/15/2030                                                           | CUSIP: 205768AT1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     43000 | PA      | $37501.59     | 0.08%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Conduent Business Services LLC / Conduent State & Local Solutions Inc     6.000%  11/01/2029            | Conduent Business Services LLC / Conduent State & Local Solutions Inc     6.000%  11/01/2029            | CUSIP: 20679LAB7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     90000 | PA      | $79650.00     | 0.16%             | 2029-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive Inc    13.500%  03/31/2027                                                   | Cooper-Standard Automotive Inc    13.500%  03/31/2027                                                   | CUSIP: 216762AH7<br>LEI: N/A | Long             | DBT              | CORP              | US        |    282750 | PA      | $293353.13    | 0.59%             | 2027-03-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive Inc     5.625%  05/15/2027                                                   | Cooper-Standard Automotive Inc     5.625%  05/15/2027                                                   | CUSIP: 216762AJ3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    165000 | PA      | $103537.50    | 0.21%             | 2027-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CoreCivic Inc     8.250%  04/15/2026                                                                    | CoreCivic Inc     8.250%  04/15/2026                                                                    | CUSIP: 21871NAB7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     64000 | PA      | $65422.78     | 0.13%             | 2026-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Coty Inc     6.500%  04/15/2026                                                                         | Coty Inc     6.500%  04/15/2026                                                                         | CUSIP: 222070AB0<br>LEI: N/A | Long             | DBT              | CORP              | US        |      6000 | PA      | $5914.80      | 0.01%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Coty Inc     5.000%  04/15/2026                                                                         | Coty Inc     5.000%  04/15/2026                                                                         | CUSIP: 222070AE4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     84000 | PA      | $80430.00     | 0.16%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HFC Prestige Products Inc/HFC Prestige International US LLC     4.750%  01/15/2029                      | HFC Prestige Products Inc/HFC Prestige International US LLC     4.750%  01/15/2029                      | CUSIP: 222070AG9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     60000 | PA      | $54385.20     | 0.11%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp     5.625%  05/01/2027               | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp     5.625%  05/01/2027               | CUSIP: 226373AQ1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     35000 | PA      | $33449.85     | 0.07%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp     7.375%  02/01/2031               | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp     7.375%  02/01/2031               | CUSIP: 226373AT5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     40000 | PA      | $40250.00     | 0.08%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP     5.625%  07/15/2027                                                       | DCP Midstream Operating LP     5.625%  07/15/2027                                                       | CUSIP: 23311VAJ6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     30000 | PA      | $30447.48     | 0.06%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc     4.125%  06/15/2029                                                                 | DT Midstream Inc     4.125%  06/15/2029                                                                 | CUSIP: 23345MAA5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     95000 | PA      | $84552.85     | 0.17%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc     4.375%  06/15/2031                                                                 | DT Midstream Inc     4.375%  06/15/2031                                                                 | CUSIP: 23345MAB3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     36000 | PA      | $31489.99     | 0.06%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dana Inc     5.375%  11/15/2027                                                                         | Dana Inc     5.375%  11/15/2027                                                                         | CUSIP: 235825AF3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     20000 | PA      | $19000.10     | 0.04%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dana Inc     5.625%  06/15/2028                                                                         | Dana Inc     5.625%  06/15/2028                                                                         | CUSIP: 235825AG1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     67000 | PA      | $63104.29     | 0.13%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DaVita Inc     4.625%  06/01/2030                                                                       | DaVita Inc     4.625%  06/01/2030                                                                       | CUSIP: 23918KAS7<br>LEI: N/A | Long             | DBT              | CORP              | US        |    211000 | PA      | $177619.80    | 0.36%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DaVita Inc     3.750%  02/15/2031                                                                       | DaVita Inc     3.750%  02/15/2031                                                                       | CUSIP: 23918KAT5<br>LEI: N/A | Long             | DBT              | CORP              | US        |    105000 | PA      | $82089.00     | 0.16%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group LLC / Diamond Sports Finance Co     5.375%  08/15/2026                             | Diamond Sports Group LLC / Diamond Sports Finance Co     5.375%  08/15/2026                             | CUSIP: 25277LAF3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     45000 | PA      | $3318.75      | 0.01%             | 2026-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DIRECTV Holdings LLC / DIRECTV Financing Co Inc     5.875%  08/15/2027                                  | DIRECTV Holdings LLC / DIRECTV Financing Co Inc     5.875%  08/15/2027                                  | CUSIP: 25461LAA0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    242000 | PA      | $219204.82    | 0.44%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp     3.375%  08/15/2026                                                                | DISH Network Corp     3.375%  08/15/2026                                                                | CUSIP: 25470MAB5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     73000 | PA      | $47763.32     | 0.10%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp     2.375%  03/15/2024                                                                | DISH Network Corp     2.375%  03/15/2024                                                                | CUSIP: 25470MAD1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     60000 | PA      | $55590.00     | 0.11%             | 2024-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp    11.750%  11/15/2027                                                                | DISH Network Corp    11.750%  11/15/2027                                                                | CUSIP: 25470MAG4<br>LEI: N/A | Long             | DBT              | CORP              | US        |    222000 | PA      | $230724.60    | 0.46%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS Corp     5.000%  03/15/2023                                                                    | DISH DBS Corp     5.000%  03/15/2023                                                                    | CUSIP: 25470XAL9<br>LEI: N/A | Long             | DBT              | CORP              | US        |    111000 | PA      | $110786.88    | 0.22%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp     5.875%  11/15/2024                                                                    | DISH DBS Corp     5.875%  11/15/2024                                                                    | CUSIP: 25470XAW5<br>LEI: N/A | Long             | DBT              | CORP              | US        |    546000 | PA      | $515287.50    | 1.03%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp     7.750%  07/01/2026                                                                    | DISH DBS Corp     7.750%  07/01/2026                                                                    | CUSIP: 25470XAY1<br>LEI: N/A | Long             | DBT              | CORP              | US        |    183000 | PA      | $148625.28    | 0.30%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp     5.250%  12/01/2026                                                                    | DISH DBS Corp     5.250%  12/01/2026                                                                    | CUSIP: 25470XBE4<br>LEI: N/A | Long             | DBT              | CORP              | US        |    330000 | PA      | $284394.00    | 0.57%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp     5.750%  12/01/2028                                                                    | DISH DBS Corp     5.750%  12/01/2028                                                                    | CUSIP: 25470XBF1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     60000 | PA      | $49095.67     | 0.10%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub Inc     6.625%  10/15/2029                                                      | Dornoch Debt Merger Sub Inc     6.625%  10/15/2029                                                      | CUSIP: 25830JAA9<br>LEI: N/A | Long             | DBT              | CORP              | US        |    110000 | PA      | $82592.29     | 0.17%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corp/The     5.000%  12/15/2029                                                        | Dun & Bradstreet Corp/The     5.000%  12/15/2029                                                        | CUSIP: 26483EAL4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     23000 | PA      | $20371.15     | 0.04%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dycom Industries Inc     4.500%  04/15/2029                                                             | Dycom Industries Inc     4.500%  04/15/2029                                                             | CUSIP: 267475AD3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     90000 | PA      | $80572.50     | 0.16%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EP Energy Corp                                                                                          | EP Energy Corp                                                                                          | CUSIP: 268785201<br>LEI: N/A | Long             | EC               | CORP              | US        |      2035 | NS      | $14245.00     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| EQT Corp     5.000%  01/15/2029                                                                         | EQT Corp     5.000%  01/15/2029                                                                         | CUSIP: 26884LAL3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     18000 | PA      | $17448.66     | 0.04%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp     3.625%  05/15/2031                                                                         | EQT Corp     3.625%  05/15/2031                                                                         | CUSIP: 26884LAN9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     21000 | PA      | $18353.16     | 0.04%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP     4.125%  12/01/2026                                                        | EQM Midstream Partners LP     4.125%  12/01/2026                                                        | CUSIP: 26885BAB6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     47000 | PA      | $42514.32     | 0.09%             | 2026-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP     5.500%  07/15/2028                                                        | EQM Midstream Partners LP     5.500%  07/15/2028                                                        | CUSIP: 26885BAC4<br>LEI: N/A | Long             | DBT              | CORP              | US        |      5000 | PA      | $4612.50      | 0.01%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP     6.000%  07/01/2025                                                        | EQM Midstream Partners LP     6.000%  07/01/2025                                                        | CUSIP: 26885BAF7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     15000 | PA      | $14767.65     | 0.03%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP     6.500%  07/01/2027                                                        | EQM Midstream Partners LP     6.500%  07/01/2027                                                        | CUSIP: 26885BAH3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     25000 | PA      | $24550.25     | 0.05%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP     4.500%  01/15/2029                                                        | EQM Midstream Partners LP     4.500%  01/15/2029                                                        | CUSIP: 26885BAK6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     44000 | PA      | $38590.64     | 0.08%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP     4.750%  01/15/2031                                                        | EQM Midstream Partners LP     4.750%  01/15/2031                                                        | CUSIP: 26885BAL4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     54000 | PA      | $45752.58     | 0.09%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP     7.500%  06/01/2027                                                        | EQM Midstream Partners LP     7.500%  06/01/2027                                                        | CUSIP: 26885BAM2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     60000 | PA      | $59999.04     | 0.12%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP     7.500%  06/01/2030                                                        | EQM Midstream Partners LP     7.500%  06/01/2030                                                        | CUSIP: 26885BAN0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     36000 | PA      | $35982.36     | 0.07%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co     5.500%  06/01/2028                                                        | Edgewell Personal Care Co     5.500%  06/01/2028                                                        | CUSIP: 28035QAA0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    130000 | PA      | $122426.61    | 0.25%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co     4.125%  04/01/2029                                                        | Edgewell Personal Care Co     4.125%  04/01/2029                                                        | CUSIP: 28035QAB8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     25000 | PA      | $21921.00     | 0.04%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Inc     6.400%  08/28/2028                                                         | Elanco Animal Health Inc     6.400%  08/28/2028                                                         | CUSIP: 28414HAG8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     60000 | PA      | $58572.00     | 0.12%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc     8.125%  07/01/2027                                                        | Caesars Entertainment Inc     8.125%  07/01/2027                                                        | CUSIP: 28470RAK8<br>LEI: N/A | Long             | DBT              | CORP              | US        |    125000 | PA      | $126442.50    | 0.25%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc     3.875%  09/01/2028                                                            | Element Solutions Inc     3.875%  09/01/2028                                                            | CUSIP: 28618MAA4<br>LEI: N/A | Long             | DBT              | CORP              | US        |    100000 | PA      | $88500.00     | 0.18%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Emergent BioSolutions Inc     3.875%  08/15/2028                                                        | Emergent BioSolutions Inc     3.875%  08/15/2028                                                        | CUSIP: 29089QAC9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     82000 | PA      | $35665.90     | 0.07%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Encino Acquisition Partners Holdings LLC     8.500%  05/01/2028                                         | Encino Acquisition Partners Holdings LLC     8.500%  05/01/2028                                         | CUSIP: 29254BAA5<br>LEI: N/A | Long             | DBT              | CORP              | US        |    115000 | PA      | $107572.15    | 0.22%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp     4.500%  02/01/2028                                                            | Encompass Health Corp     4.500%  02/01/2028                                                            | CUSIP: 29261AAA8<br>LEI: N/A | Long             | DBT              | CORP              | US        |    174000 | PA      | $162420.30    | 0.33%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp     4.750%  02/01/2030                                                            | Encompass Health Corp     4.750%  02/01/2030                                                            | CUSIP: 29261AAB6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     35000 | PA      | $32083.10     | 0.06%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp     4.625%  04/01/2031                                                            | Encompass Health Corp     4.625%  04/01/2031                                                            | CUSIP: 29261AAE0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     35000 | PA      | $30806.20     | 0.06%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc     4.750%  06/15/2028                                                           | Energizer Holdings Inc     4.750%  06/15/2028                                                           | CUSIP: 29272WAC3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    239000 | PA      | $212784.33    | 0.43%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc     4.375%  03/31/2029                                                           | Energizer Holdings Inc     4.375%  03/31/2029                                                           | CUSIP: 29272WAD1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     78000 | PA      | $67512.90     | 0.14%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc     6.500%  12/31/2027                                                           | Energizer Holdings Inc     6.500%  12/31/2027                                                           | CUSIP: 29272WAF6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     37000 | PA      | $36084.25     | 0.07%             | 2027-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Co I Sarl / Endo US Inc     6.125%  04/01/2029                                  | Endo Luxembourg Finance Co I Sarl / Endo US Inc     6.125%  04/01/2029                                  | CUSIP: 29280BAA3<br>LEI: N/A | Long             | DBT              | CORP              | LU        |     30000 | PA      | $23374.44     | 0.05%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC     5.375%  06/01/2029                                                             | EnLink Midstream LLC     5.375%  06/01/2029                                                             | CUSIP: 29336TAA8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     16000 | PA      | $15360.00     | 0.03%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC     6.500%  09/01/2030                                                             | EnLink Midstream LLC     6.500%  09/01/2030                                                             | CUSIP: 29336TAD2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     24000 | PA      | $24450.00     | 0.05%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream Partners LP     4.850%  07/15/2026                                                     | EnLink Midstream Partners LP     4.850%  07/15/2026                                                     | CUSIP: 29336UAF4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     25000 | PA      | $24197.83     | 0.05%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EnPro Industries Inc     5.750%  10/15/2026                                                             | EnPro Industries Inc     5.750%  10/15/2026                                                             | CUSIP: 29355XAG2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     66000 | PA      | $64597.50     | 0.13%             | 2026-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Entegris Inc     4.375%  04/15/2028                                                                     | Entegris Inc     4.375%  04/15/2028                                                                     | CUSIP: 29362UAC8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     56000 | PA      | $50680.00     | 0.10%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Entegris Inc     3.625%  05/01/2029                                                                     | Entegris Inc     3.625%  05/01/2029                                                                     | CUSIP: 29362UAD6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     64000 | PA      | $55289.60     | 0.11%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Entegris Escrow Corp     4.750%  04/15/2029                                                             | Entegris Escrow Corp     4.750%  04/15/2029                                                             | CUSIP: 29365BAA1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     91000 | PA      | $85185.75     | 0.17%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Entegris Escrow Corp     5.950%  06/15/2030                                                             | Entegris Escrow Corp     5.950%  06/15/2030                                                             | CUSIP: 29365BAB9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     30000 | PA      | $28809.90     | 0.06%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Entercom Media Corp     6.500%  05/01/2027                                                              | Entercom Media Corp     6.500%  05/01/2027                                                              | CUSIP: 29365DAA7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     90000 | PA      | $14848.56     | 0.03%             | 2027-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Merger Sub Inc     8.750%  10/15/2026                                                        | Enterprise Merger Sub Inc     8.750%  10/15/2026                                                        | CUSIP: 29373TAA2<br>LEI: N/A | Long             | DBT              | CORP              | US        |    150000 | PA      | $40413.90     | 0.08%             | 2026-10-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FMG Resources August 2006 Pty Ltd     4.375%  04/01/2031                                                | FMG Resources August 2006 Pty Ltd     4.375%  04/01/2031                                                | CUSIP: 30251GBC0<br>LEI: N/A | Long             | DBT              | CORP              | AU        |     28000 | PA      | $24622.92     | 0.05%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc / First Transit Parent Inc     4.000%  07/31/2029                               | First Student Bidco Inc / First Transit Parent Inc     4.000%  07/31/2029                               | CUSIP: 337120AA7<br>LEI: N/A | Long             | DBT              | CORP              | US        |    102000 | PA      | $84924.70     | 0.17%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC     4.271%  01/09/2027                                                         | Ford Motor Credit Co LLC     4.271%  01/09/2027                                                         | CUSIP: 345397A45<br>LEI: N/A | Long             | DBT              | CORP              | US        |    200000 | PA      | $188360.00    | 0.38%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC     5.125%  06/16/2025                                                         | Ford Motor Credit Co LLC     5.125%  06/16/2025                                                         | CUSIP: 345397A60<br>LEI: N/A | Long             | DBT              | CORP              | US        |    400000 | PA      | $393258.00    | 0.79%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC     3.375%  11/13/2025                                                         | Ford Motor Credit Co LLC     3.375%  11/13/2025                                                         | CUSIP: 345397B28<br>LEI: N/A | Long             | DBT              | CORP              | US        |    200000 | PA      | $187460.00    | 0.38%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC     4.687%  06/09/2025                                                         | Ford Motor Credit Co LLC     4.687%  06/09/2025                                                         | CUSIP: 345397ZJ5<br>LEI: N/A | Long             | DBT              | CORP              | US        |    670000 | PA      | $650705.34    | 1.31%             | 2025-06-09      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC     4.542%  08/01/2026                                                         | Ford Motor Credit Co LLC     4.542%  08/01/2026                                                         | CUSIP: 345397ZW6<br>LEI: N/A | Long             | DBT              | CORP              | US        |    200000 | PA      | $188916.00    | 0.38%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc     5.450%  03/15/2043                                                             | Freeport-McMoRan Inc     5.450%  03/15/2043                                                             | CUSIP: 35671DBC8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     15000 | PA      | $14573.15     | 0.03%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Corp     5.875%  10/15/2027                                                     | Frontier Communications Corp     5.875%  10/15/2027                                                     | CUSIP: 35906ABE7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     47000 | PA      | $44881.24     | 0.09%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Corp     5.000%  05/01/2028                                                     | Frontier Communications Corp     5.000%  05/01/2028                                                     | CUSIP: 35906ABF4<br>LEI: N/A | Long             | DBT              | CORP              | US        |    183000 | PA      | $165258.15    | 0.33%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Corp     6.750%  05/01/2029                                                     | Frontier Communications Corp     6.750%  05/01/2029                                                     | CUSIP: 35906ABG2<br>LEI: N/A | Long             | DBT              | CORP              | US        |      9000 | PA      | $7717.50      | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMM HLDGS LLC     5.875%  11/01/2029                                                          | FRONTIER COMM HLDGS LLC     5.875%  11/01/2029                                                          | CUSIP: 35908MAA8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     14737 | PA      | $12029.08     | 0.02%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC     6.000%  01/15/2030                                             | Frontier Communications Holdings LLC     6.000%  01/15/2030                                             | CUSIP: 35908MAB6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     27000 | PA      | $22077.36     | 0.04%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC     8.750%  05/15/2030                                             | Frontier Communications Holdings LLC     8.750%  05/15/2030                                             | CUSIP: 35908MAD2<br>LEI: N/A | Long             | DBT              | CORP              | US        |      8000 | PA      | $8286.28      | 0.02%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent Inc                                                                      | Frontier Communications Parent Inc                                                                      | CUSIP: 35909D109<br>LEI: N/A | Long             | EC               | CORP              | US        |      3095 | NS      | $91642.95     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The    10.500%  06/30/2028                                                                | GEO Group Inc/The    10.500%  06/30/2028                                                                | CUSIP: 36162JAC0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     56000 | PA      | $57283.07     | 0.11%             | 2028-06-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GCI LLC     4.750%  10/15/2028                                                                          | GCI LLC     4.750%  10/15/2028                                                                          | CUSIP: 36166TAB6<br>LEI: N/A | Long             | DBT              | CORP              | US        |    168000 | PA      | $147930.72    | 0.30%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc     5.125%  12/15/2026                                                            | GFL Environmental Inc     5.125%  12/15/2026                                                            | CUSIP: 36168QAF1<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     70000 | PA      | $68092.50     | 0.14%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc     3.750%  08/01/2025                                                            | GFL Environmental Inc     3.750%  08/01/2025                                                            | CUSIP: 36168QAK0<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     34000 | PA      | $32308.50     | 0.06%             | 2025-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc     4.000%  08/01/2028                                                            | GFL Environmental Inc     4.000%  08/01/2028                                                            | CUSIP: 36168QAL8<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     75000 | PA      | $66581.25     | 0.13%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc     4.750%  06/15/2029                                                            | GFL Environmental Inc     4.750%  06/15/2029                                                            | CUSIP: 36168QAN4<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     45000 | PA      | $40638.60     | 0.08%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc     4.375%  08/15/2029                                                            | GFL Environmental Inc     4.375%  08/15/2029                                                            | CUSIP: 36168QAP9<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     39000 | PA      | $34267.35     | 0.07%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc     5.250%  06/01/2025                                            | GLP Capital LP / GLP Financing II Inc     5.250%  06/01/2025                                            | CUSIP: 361841AJ8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     17000 | PA      | $16873.86     | 0.03%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp     9.500%  11/01/2027                                                        | Garda World Security Corp     9.500%  11/01/2027                                                        | CUSIP: 36257BAA7<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     80000 | PA      | $79097.60     | 0.16%             | 2027-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Gannett Holdings LLC     6.000%  11/01/2026                                                             | Gannett Holdings LLC     6.000%  11/01/2026                                                             | CUSIP: 36474GAA3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     47000 | PA      | $36348.01     | 0.07%             | 2026-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gap Inc/The     3.625%  10/01/2029                                                                      | Gap Inc/The     3.625%  10/01/2029                                                                      | CUSIP: 364760AP3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     98000 | PA      | $75215.00     | 0.15%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp     4.625%  02/15/2027                                                        | Garda World Security Corp     4.625%  02/15/2027                                                        | CUSIP: 36485MAK5<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     30000 | PA      | $27303.30     | 0.05%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp     6.000%  06/01/2029                                                        | Garda World Security Corp     6.000%  06/01/2029                                                        | CUSIP: 36485MAL3<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     59000 | PA      | $49247.30     | 0.10%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gartner Inc     4.500%  07/01/2028                                                                      | Gartner Inc     4.500%  07/01/2028                                                                      | CUSIP: 366651AC1<br>LEI: N/A | Long             | DBT              | CORP              | US        |    215000 | PA      | $204247.85    | 0.41%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gartner Inc     3.625%  06/15/2029                                                                      | Gartner Inc     3.625%  06/15/2029                                                                      | CUSIP: 366651AG2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     30000 | PA      | $26940.00     | 0.05%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp     6.250%  05/15/2026                                  | Genesis Energy LP / Genesis Energy Finance Corp     6.250%  05/15/2026                                  | CUSIP: 37185LAK8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     10000 | PA      | $9552.74      | 0.02%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp     7.750%  02/01/2028                                  | Genesis Energy LP / Genesis Energy Finance Corp     7.750%  02/01/2028                                  | CUSIP: 37185LAL6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     61000 | PA      | $58949.18     | 0.12%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp     8.000%  01/15/2027                                  | Genesis Energy LP / Genesis Energy Finance Corp     8.000%  01/15/2027                                  | CUSIP: 37185LAM4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     38000 | PA      | $37327.63     | 0.07%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp     8.875%  04/15/2030                                  | Genesis Energy LP / Genesis Energy Finance Corp     8.875%  04/15/2030                                  | CUSIP: 37185LAN2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     43000 | PA      | $43752.50     | 0.09%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corp     4.750%  11/15/2029                                                                  | Glatfelter Corp     4.750%  11/15/2029                                                                  | CUSIP: 377320AA4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     42000 | PA      | $29400.00     | 0.06%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc     6.500%  10/01/2025                                                      | Global Medical Response Inc     6.500%  10/01/2025                                                      | CUSIP: 37960BAA3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     50000 | PA      | $35187.50     | 0.07%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc     5.625%  06/01/2029                                              | Global Infrastructure Solutions Inc     5.625%  06/01/2029                                              | CUSIP: 37960XAA5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     90000 | PA      | $73800.00     | 0.15%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc     7.500%  04/15/2032                                              | Global Infrastructure Solutions Inc     7.500%  04/15/2032                                              | CUSIP: 37960XAB3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     50000 | PA      | $42507.55     | 0.09%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The     5.250%  04/30/2031                                                    | Goodyear Tire & Rubber Co/The     5.250%  04/30/2031                                                    | CUSIP: 382550BJ9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     41000 | PA      | $35770.86     | 0.07%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The     5.000%  07/15/2029                                                    | Goodyear Tire & Rubber Co/The     5.000%  07/15/2029                                                    | CUSIP: 382550BN0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    141000 | PA      | $124211.13    | 0.25%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The     5.250%  07/15/2031                                                    | Goodyear Tire & Rubber Co/The     5.250%  07/15/2031                                                    | CUSIP: 382550BR1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     60000 | PA      | $50686.80     | 0.10%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GPC Merger Sub Inc     7.125%  08/15/2028                                                               | GPC Merger Sub Inc     7.125%  08/15/2028                                                               | CUSIP: 384701AA6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     74000 | PA      | $64729.43     | 0.13%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Gray Escrow Inc     7.000%  05/15/2027                                                                  | Gray Escrow Inc     7.000%  05/15/2027                                                                  | CUSIP: 389284AA8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     72000 | PA      | $65500.56     | 0.13%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Gray Escrow II Inc     5.375%  11/15/2031                                                               | Gray Escrow II Inc     5.375%  11/15/2031                                                               | CUSIP: 389286AA3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     44000 | PA      | $33344.22     | 0.07%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc     4.750%  10/15/2030                                                              | Gray Television Inc     4.750%  10/15/2030                                                              | CUSIP: 389375AL0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    158000 | PA      | $116525.00    | 0.23%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Griffon Corp     5.750%  03/01/2028                                                                     | Griffon Corp     5.750%  03/01/2028                                                                     | CUSIP: 398433AP7<br>LEI: N/A | Long             | DBT              | CORP              | US        |    135000 | PA      | $127766.70    | 0.26%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Corp     8.000%  05/17/2026                                                             | Gulfport Energy Corp     8.000%  05/17/2026                                                             | CUSIP: 402635AQ9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     25000 | PA      | $24770.25     | 0.05%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Corp     8.000%  05/17/2026                                                             | Gulfport Energy Corp     8.000%  05/17/2026                                                             | CUSIP: 402635AR7<br>LEI: N/A | Long             | DBT              | CORP              | US        |    140000 | PA      | $138713.40    | 0.28%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc     5.875%  02/15/2026                                                                          | HCA Inc     5.875%  02/15/2026                                                                          | CUSIP: 404119BS7<br>LEI: N/A | Long             | DBT              | CORP              | US        |    310000 | PA      | $314929.95    | 0.63%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc     5.625%  09/01/2028                                                                          | HCA Inc     5.625%  09/01/2028                                                                          | CUSIP: 404121AJ4<br>LEI: N/A | Long             | DBT              | CORP              | US        |    178000 | PA      | $180724.47    | 0.36%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc     4.875%  05/15/2026                                                                  | Hanesbrands Inc     4.875%  05/15/2026                                                                  | CUSIP: 410345AL6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     35000 | PA      | $32749.15     | 0.07%             | 2026-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HealthSouth Corp     5.750%  09/15/2025                                                                 | HealthSouth Corp     5.750%  09/15/2025                                                                 | CUSIP: 421924BT7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     55000 | PA      | $54587.72     | 0.11%             | 2025-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc     5.500%  07/15/2027                                                                | Herc Holdings Inc     5.500%  07/15/2027                                                                | CUSIP: 42704LAA2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     55000 | PA      | $52662.50     | 0.11%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hertz Corp/The     4.625%  12/01/2026                                                                   | Hertz Corp/The     4.625%  12/01/2026                                                                   | CUSIP: 428040DA4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     58000 | PA      | $51620.00     | 0.10%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hertz Corp/The     5.000%  12/01/2029                                                                   | Hertz Corp/The     5.000%  12/01/2029                                                                   | CUSIP: 428040DB2<br>LEI: N/A | Long             | DBT              | CORP              | US        |    175000 | PA      | $143062.50    | 0.29%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hess Infrastructure Partners LP / Hess Infrastructure Partners Finance Corp     5.625%  02/15/2026      | Hess Infrastructure Partners LP / Hess Infrastructure Partners Finance Corp     5.625%  02/15/2026      | CUSIP: 428102AC1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     25000 | PA      | $24693.75     | 0.05%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP     4.250%  02/15/2030                                                     | Hess Midstream Operations LP     4.250%  02/15/2030                                                     | CUSIP: 428102AE7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     47000 | PA      | $41162.98     | 0.08%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP     5.125%  06/15/2028                                                     | Hess Midstream Operations LP     5.125%  06/15/2028                                                     | CUSIP: 428104AA1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     55000 | PA      | $51793.23     | 0.10%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP     6.250%  10/15/2022                                                                       | HERTZ CORP     6.250%  10/15/2022                                                                       | CUSIP: 428ESCAA5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     25000 | PA      | $500.00       | 0.00%             | 2022-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP     5.500%  10/15/2024                                                                       | HERTZ CORP     5.500%  10/15/2024                                                                       | CUSIP: 428ESCAB3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    148000 | PA      | $2960.00      | 0.01%             | 2024-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP     7.125%  08/01/2026                                                                       | HERTZ CORP     7.125%  08/01/2026                                                                       | CUSIP: 428ESCAC1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     80000 | PA      | $6000.00      | 0.01%             | 2026-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP     6.000%  01/15/2028                                                                       | HERTZ CORP     6.000%  01/15/2028                                                                       | CUSIP: 428ESCAD9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     20000 | PA      | $1500.00      | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| High Ridge Brands Co     8.875%  03/15/2025                                                             | High Ridge Brands Co     8.875%  03/15/2025                                                             | CUSIP: 429ESCAA4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     60000 | PA      | $0.00         | 0.00%             | 2025-03-15      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co     6.000%  04/15/2030                                         | Hilcorp Energy I LP / Hilcorp Finance Co     6.000%  04/15/2030                                         | CUSIP: 431318AY0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     29000 | PA      | $26960.87     | 0.05%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co     6.250%  04/15/2032                                         | Hilcorp Energy I LP / Hilcorp Finance Co     6.250%  04/15/2032                                         | CUSIP: 431318AZ7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     23000 | PA      | $21229.99     | 0.04%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc     4.875%  01/15/2030                                                 | Hilton Domestic Operating Co Inc     4.875%  01/15/2030                                                 | CUSIP: 432833AF8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     54000 | PA      | $50906.95     | 0.10%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc     5.750%  05/01/2028                                                 | Hilton Domestic Operating Co Inc     5.750%  05/01/2028                                                 | CUSIP: 432833AH4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     38000 | PA      | $37553.88     | 0.08%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc     3.750%  05/01/2029                                                 | Hilton Domestic Operating Co Inc     3.750%  05/01/2029                                                 | CUSIP: 432833AJ0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     18000 | PA      | $15985.98     | 0.03%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp     4.875%  04/01/2027                     | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp     4.875%  04/01/2027                     | CUSIP: 432891AK5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     68000 | PA      | $65800.82     | 0.13%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Holly Energy Partners LP / Holly Energy Finance Corp     5.000%  02/01/2028                             | Holly Energy Partners LP / Holly Energy Finance Corp     5.000%  02/01/2028                             | CUSIP: 435765AH5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     35000 | PA      | $32610.55     | 0.07%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Holly Energy Partners LP / Holly Energy Finance Corp     6.375%  04/15/2027                             | Holly Energy Partners LP / Holly Energy Finance Corp     6.375%  04/15/2027                             | CUSIP: 435765AJ1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     48000 | PA      | $47532.00     | 0.10%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hologic Inc     4.625%  02/01/2028                                                                      | Hologic Inc     4.625%  02/01/2028                                                                      | CUSIP: 436440AM3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     95000 | PA      | $90532.44     | 0.18%             | 2028-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hologic Inc     3.250%  02/15/2029                                                                      | Hologic Inc     3.250%  02/15/2029                                                                      | CUSIP: 436440AP6<br>LEI: N/A | Long             | DBT              | CORP              | US        |    142000 | PA      | $124933.02    | 0.25%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hughes Satellite Systems Corp     6.625%  08/01/2026                                                    | Hughes Satellite Systems Corp     6.625%  08/01/2026                                                    | CUSIP: 444454AF9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     20000 | PA      | $19342.40     | 0.04%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc     5.000%  10/15/2026                                                                        | IQVIA Inc     5.000%  10/15/2026                                                                        | CUSIP: 449934AD0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    200000 | PA      | $195000.00    | 0.39%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc     6.375%  05/01/2026                                                         | iHeartCommunications Inc     6.375%  05/01/2026                                                         | CUSIP: 45174HBC0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    122976 | PA      | $117491.27    | 0.24%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc     8.375%  05/01/2027                                                         | iHeartCommunications Inc     8.375%  05/01/2027                                                         | CUSIP: 45174HBD8<br>LEI: N/A | Long             | DBT              | CORP              | US        |    164489 | PA      | $146979.15    | 0.30%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc     5.250%  08/15/2027                                                         | iHeartCommunications Inc     5.250%  08/15/2027                                                         | CUSIP: 45174HBE6<br>LEI: N/A | Long             | DBT              | CORP              | US        |    165000 | PA      | $148179.90    | 0.30%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc     4.750%  01/15/2028                                                         | iHeartCommunications Inc     4.750%  01/15/2028                                                         | CUSIP: 45174HBG1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     55000 | PA      | $47027.93     | 0.09%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                                                                                         | iHeartMedia Inc                                                                                         | CUSIP: 45174J509<br>LEI: N/A | Long             | EC               | CORP              | US        |      1902 | NS      | $14740.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Imola Merger Corp     4.750%  05/15/2029                                                                | Imola Merger Corp     4.750%  05/15/2029                                                                | CUSIP: 45258LAA5<br>LEI: N/A | Long             | DBT              | CORP              | US        |    224000 | PA      | $194723.20    | 0.39%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC     9.250%  02/15/2028                                                      | Crescent Energy Finance LLC     9.250%  02/15/2028                                                      | CUSIP: 45344LAC7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     56000 | PA      | $55913.20     | 0.11%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Intelsat SA     6.500%  03/15/2030                                                                      | Intelsat SA     6.500%  03/15/2030                                                                      | CUSIP: 45824TBC8<br>LEI: N/A | Long             | DBT              | CORP              | US        |    290000 | PA      | $263320.00    | 0.53%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTELSAT EMERGENCE SA ESCROW      .000%  08/01/2023                                                     | INTELSAT EMERGENCE SA ESCROW      .000%  08/01/2023                                                     | CUSIP: 458ESCAA8<br>LEI: N/A | Long             | DBT              | CORP              | US        |    146000 | PA      | $14.60        | 0.00%             | 2023-08-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| INTELSAT EMERGENCE SA ESCROW      .000%  10/15/2024                                                     | INTELSAT EMERGENCE SA ESCROW      .000%  10/15/2024                                                     | CUSIP: 458ESCAB6<br>LEI: N/A | Long             | DBT              | CORP              | US        |    172000 | PA      | $17.20        | 0.00%             | 2024-10-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| INTELSAT EMERGENCE SA ESCROW      .000%  07/15/2025                                                     | INTELSAT EMERGENCE SA ESCROW      .000%  07/15/2025                                                     | CUSIP: 458ESCAC4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     90000 | PA      | $9.00         | 0.00%             | 2025-07-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Iron Mountain Inc     4.875%  09/15/2027                                                                | Iron Mountain Inc     4.875%  09/15/2027                                                                | CUSIP: 46284VAC5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     62000 | PA      | $58825.60     | 0.12%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc     5.250%  07/15/2030                                                                | Iron Mountain Inc     5.250%  07/15/2030                                                                | CUSIP: 46284VAJ0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     90000 | PA      | $81306.72     | 0.16%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc     4.500%  02/15/2031                                                                | Iron Mountain Inc     4.500%  02/15/2031                                                                | CUSIP: 46284VAN1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     44000 | PA      | $37703.16     | 0.08%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen Inc     4.625%  12/15/2025                                                                     | Jeld-Wen Inc     4.625%  12/15/2025                                                                     | CUSIP: 475795AC4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     75000 | PA      | $66000.00     | 0.13%             | 2025-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen Inc     4.875%  12/15/2027                                                                     | Jeld-Wen Inc     4.875%  12/15/2027                                                                     | CUSIP: 475795AD2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     60000 | PA      | $49020.00     | 0.10%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JELD-WEN Inc     6.250%  05/15/2025                                                                     | JELD-WEN Inc     6.250%  05/15/2025                                                                     | CUSIP: 475795AE0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     45000 | PA      | $43111.94     | 0.09%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp     4.625%  03/01/2028                                                             | Kaiser Aluminum Corp     4.625%  03/01/2028                                                             | CUSIP: 483007AJ9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     25000 | PA      | $22630.63     | 0.05%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp     4.500%  06/01/2031                                                             | Kaiser Aluminum Corp     4.500%  06/01/2031                                                             | CUSIP: 483007AL4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     30000 | PA      | $25368.30     | 0.05%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kennedy-Wilson Inc     4.750%  03/01/2029                                                               | Kennedy-Wilson Inc     4.750%  03/01/2029                                                               | CUSIP: 489399AL9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     20000 | PA      | $16800.00     | 0.03%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kennedy-Wilson Inc     5.000%  03/01/2031                                                               | Kennedy-Wilson Inc     5.000%  03/01/2031                                                               | CUSIP: 489399AM7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     20000 | PA      | $16325.00     | 0.03%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP     5.875%  06/15/2030                                                              | Kinetik Holdings LP     5.875%  06/15/2030                                                              | CUSIP: 49461MAA8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     35000 | PA      | $33250.00     | 0.07%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LABL Escrow Issuer LLC    10.500%  07/15/2027                                                           | LABL Escrow Issuer LLC    10.500%  07/15/2027                                                           | CUSIP: 50168AAA8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     60000 | PA      | $57075.00     | 0.11%             | 2027-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| LABL Escrow Issuer LLC     6.750%  07/15/2026                                                           | LABL Escrow Issuer LLC     6.750%  07/15/2026                                                           | CUSIP: 50168AAB6<br>LEI: N/A | Long             | DBT              | CORP              | US        |    125000 | PA      | $121174.39    | 0.24%             | 2026-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| L Brands Inc     6.750%  07/01/2036                                                                     | L Brands Inc     6.750%  07/01/2036                                                                     | CUSIP: 501797AM6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     35000 | PA      | $31500.00     | 0.06%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| L Brands Inc     9.375%  07/01/2025                                                                     | L Brands Inc     9.375%  07/01/2025                                                                     | CUSIP: 501797AU8<br>LEI: N/A | Long             | DBT              | CORP              | US        |      3000 | PA      | $3218.49      | 0.01%             | 2025-07-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc     4.625%  11/15/2027                                                                 | LPL Holdings Inc     4.625%  11/15/2027                                                                 | CUSIP: 50212YAC8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     30000 | PA      | $28549.20     | 0.06%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc     4.000%  03/15/2029                                                                 | LPL Holdings Inc     4.000%  03/15/2029                                                                 | CUSIP: 50212YAD6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     55000 | PA      | $49070.95     | 0.10%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc     4.125%  01/31/2030                                                         | Lamb Weston Holdings Inc     4.125%  01/31/2030                                                         | CUSIP: 513272AD6<br>LEI: N/A | Long             | DBT              | CORP              | US        |    129000 | PA      | $115332.45    | 0.23%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc     4.625%  09/15/2027                                                            | Level 3 Financing Inc     4.625%  09/15/2027                                                            | CUSIP: 527298BN2<br>LEI: N/A | Long             | DBT              | CORP              | US        |    140000 | PA      | $118595.12    | 0.24%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc     3.625%  01/15/2029                                                            | Level 3 Financing Inc     3.625%  01/15/2029                                                            | CUSIP: 527298BS1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     39000 | PA      | $29016.00     | 0.06%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc     5.625%  03/15/2026                                                    | Live Nation Entertainment Inc     5.625%  03/15/2026                                                    | CUSIP: 538034AN9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     70000 | PA      | $68016.20     | 0.14%             | 2026-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc     4.750%  10/15/2027                                                    | Live Nation Entertainment Inc     4.750%  10/15/2027                                                    | CUSIP: 538034AR0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    185000 | PA      | $171319.25    | 0.34%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc     6.500%  05/15/2027                                                    | Live Nation Entertainment Inc     6.500%  05/15/2027                                                    | CUSIP: 538034AV1<br>LEI: N/A | Long             | DBT              | CORP              | US        |    273000 | PA      | $274054.33    | 0.55%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc     3.750%  01/15/2028                                                    | Live Nation Entertainment Inc     3.750%  01/15/2028                                                    | CUSIP: 538034AX7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     37000 | PA      | $32918.46     | 0.07%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc     5.375%  06/15/2029                                                           | Lumen Technologies Inc     5.375%  06/15/2029                                                           | CUSIP: 550241AA1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     70000 | PA      | $48494.46     | 0.10%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International     6.000%  03/15/2023                                                        | MGM Resorts International     6.000%  03/15/2023                                                        | CUSIP: 552953CC3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    160000 | PA      | $159934.57    | 0.32%             | 2023-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International     5.750%  06/15/2025                                                        | MGM Resorts International     5.750%  06/15/2025                                                        | CUSIP: 552953CE9<br>LEI: N/A | Long             | DBT              | CORP              | US        |    195000 | PA      | $192541.66    | 0.39%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International     5.500%  04/15/2027                                                        | MGM Resorts International     5.500%  04/15/2027                                                        | CUSIP: 552953CF6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     80000 | PA      | $77055.45     | 0.15%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International     6.750%  05/01/2025                                                        | MGM Resorts International     6.750%  05/01/2025                                                        | CUSIP: 552953CG4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     25000 | PA      | $25170.78     | 0.05%             | 2025-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC / MIWD Finance Corp     5.500%  02/01/2030                                           | MIWD Holdco II LLC / MIWD Finance Corp     5.500%  02/01/2030                                           | CUSIP: 55337PAA0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     59000 | PA      | $49117.50     | 0.10%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MyTheresa Series B Common Shares                                                                        | MyTheresa Series B Common Shares                                                                        | CUSIP: 55406N103<br>LEI: N/A | Long             | EC               | CORP              | US        |     21320 | NS      | $6118.84      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| MYT HOLDING CO                                                                                          | MYT HOLDING CO                                                                                          | CUSIP: 55406N202<br>LEI: N/A | Long             | EC               | CORP              | US        |     53840 | NS      | $53167.00     | 0.11%             |  |  |  | No            |                  3 | On Loan: No      |
| Madison IAQ LLC     4.125%  06/30/2028                                                                  | Madison IAQ LLC     4.125%  06/30/2028                                                                  | CUSIP: 55760LAA5<br>LEI: N/A | Long             | DBT              | CORP              | US        |    211000 | PA      | $186401.20    | 0.37%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC     5.875%  06/30/2029                                                                  | Madison IAQ LLC     5.875%  06/30/2029                                                                  | CUSIP: 55760LAB3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    135000 | PA      | $107087.40    | 0.21%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt International Finance SA / Mallinckrodt CB LLC    10.000%  06/15/2029                      | Mallinckrodt International Finance SA / Mallinckrodt CB LLC    10.000%  06/15/2029                      | CUSIP: 561233AK3<br>LEI: N/A | Long             | DBT              | CORP              | LU        |     25000 | PA      | $14312.50     | 0.03%             | 2029-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MALLINCKRODT FIN    11.500%  12/15/2028                                                                 | MALLINCKRODT FIN    11.500%  12/15/2028                                                                 | CUSIP: 561233AM9<br>LEI: N/A | Long             | DBT              | CORP              | US        |    160000 | PA      | $141730.24    | 0.28%             | 2028-12-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts Inc     4.500%  06/15/2029                                                   | Marriott Ownership Resorts Inc     4.500%  06/15/2029                                                   | CUSIP: 57164PAH9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     21000 | PA      | $18319.35     | 0.04%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Masonite International Corp     5.375%  02/01/2028                                                      | Masonite International Corp     5.375%  02/01/2028                                                      | CUSIP: 575385AD1<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     70000 | PA      | $65731.40     | 0.13%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MasTec Inc     4.500%  08/15/2028                                                                       | MasTec Inc     4.500%  08/15/2028                                                                       | CUSIP: 576323AP4<br>LEI: N/A | Long             | DBT              | CORP              | US        |    124000 | PA      | $114757.54    | 0.23%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mattel Inc     5.875%  12/15/2027                                                                       | Mattel Inc     5.875%  12/15/2027                                                                       | CUSIP: 577081BD3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     68000 | PA      | $67830.00     | 0.14%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co     7.875%  08/15/2026                                            | Mauser Packaging Solutions Holding Co     7.875%  08/15/2026                                            | CUSIP: 57763RAB3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    285000 | PA      | $287493.75    | 0.58%             | 2026-08-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mav Acquisition Corp     5.750%  08/01/2028                                                             | Mav Acquisition Corp     5.750%  08/01/2028                                                             | CUSIP: 57767XAA8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     75000 | PA      | $65898.68     | 0.13%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Midas OpCo Holdings LLC     5.625%  08/15/2029                                                          | Midas OpCo Holdings LLC     5.625%  08/15/2029                                                          | CUSIP: 59565JAA9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     93000 | PA      | $81491.25     | 0.16%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications / Midcontinent Finance Corp     5.375%  08/15/2027                          | Midcontinent Communications / Midcontinent Finance Corp     5.375%  08/15/2027                          | CUSIP: 59565XAC4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     60000 | PA      | $56521.86     | 0.11%             | 2027-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd     6.500%  06/20/2027        | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd     6.500%  06/20/2027        | CUSIP: 599191AA1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     94500 | PA      | $95474.30     | 0.19%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Centerfield Media Parent Inc     6.625%  08/01/2026                                                     | Centerfield Media Parent Inc     6.625%  08/01/2026                                                     | CUSIP: 60041CAA6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     55000 | PA      | $38263.50     | 0.08%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Minerva Merger Sub Inc     6.500%  02/15/2030                                                           | Minerva Merger Sub Inc     6.500%  02/15/2030                                                           | CUSIP: 60337JAA4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     35000 | PA      | $29006.11     | 0.06%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mueller Water Products Inc     4.000%  06/15/2029                                                       | Mueller Water Products Inc     4.000%  06/15/2029                                                       | CUSIP: 624758AF5<br>LEI: N/A | Long             | DBT              | CORP              | US        |    105000 | PA      | $93126.81     | 0.19%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mozart Debt Merger Sub Inc     3.875%  04/01/2029                                                       | Mozart Debt Merger Sub Inc     3.875%  04/01/2029                                                       | CUSIP: 62482BAA0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    203000 | PA      | $173169.15    | 0.35%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mozart Debt Merger Sub Inc     5.250%  10/01/2029                                                       | Mozart Debt Merger Sub Inc     5.250%  10/01/2029                                                       | CUSIP: 62482BAB8<br>LEI: N/A | Long             | DBT              | CORP              | US        |    102000 | PA      | $86491.92     | 0.17%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCR Corp     5.750%  09/01/2027                                                                         | NCR Corp     5.750%  09/01/2027                                                                         | CUSIP: 62886EAU2<br>LEI: N/A | Long             | DBT              | CORP              | US        |    108000 | PA      | $104798.02    | 0.21%             | 2027-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NCR Corp     6.125%  09/01/2029                                                                         | NCR Corp     6.125%  09/01/2029                                                                         | CUSIP: 62886EAV0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     80000 | PA      | $79200.00     | 0.16%             | 2029-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NCR Corp     5.000%  10/01/2028                                                                         | NCR Corp     5.000%  10/01/2028                                                                         | CUSIP: 62886EAY4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     35000 | PA      | $30830.10     | 0.06%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR Corp     5.125%  04/15/2029                                                                         | NCR Corp     5.125%  04/15/2029                                                                         | CUSIP: 62886EBA5<br>LEI: N/A | Long             | DBT              | CORP              | US        |    120000 | PA      | $104515.82    | 0.21%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC / NGL Energy Finance Corp     7.500%  02/01/2026                               | NGL Energy Operating LLC / NGL Energy Finance Corp     7.500%  02/01/2026                               | CUSIP: 62922LAA6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     32000 | PA      | $30223.46     | 0.06%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NMG Parent LLC                                                                                          | NMG Parent LLC                                                                                          | CUSIP: 62929P102<br>LEI: N/A | Long             | EC               | CORP              | US        |        37 | NS      | $5611.79      | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NMG WARRANTS                                                                                            | NMG WARRANTS                                                                                            | CUSIP: 62929P110<br>LEI: N/A | Long             | EC               | CORP              | US        |       690 | NS      | $24724.87     | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| NMG Holding Co Inc / Neiman Marcus Group LLC     7.125%  04/01/2026                                     | NMG Holding Co Inc / Neiman Marcus Group LLC     7.125%  04/01/2026                                     | CUSIP: 62929RAC2<br>LEI: N/A | Long             | DBT              | CORP              | US        |    140000 | PA      | $134477.00    | 0.27%             | 2026-04-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc     6.625%  01/15/2027                                                                   | NRG Energy Inc     6.625%  01/15/2027                                                                   | CUSIP: 629377CC4<br>LEI: N/A | Long             | DBT              | CORP              | US        |      9000 | PA      | $8959.65      | 0.02%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc     5.750%  01/15/2028                                                                   | NRG Energy Inc     5.750%  01/15/2028                                                                   | CUSIP: 629377CE0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     83000 | PA      | $79066.63     | 0.16%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc     5.250%  06/15/2029                                                                   | NRG Energy Inc     5.250%  06/15/2029                                                                   | CUSIP: 629377CH3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     79000 | PA      | $71325.15     | 0.14%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc     3.375%  02/15/2029                                                                   | NRG Energy Inc     3.375%  02/15/2029                                                                   | CUSIP: 629377CQ3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     33000 | PA      | $27172.23     | 0.05%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc     3.625%  02/15/2031                                                                   | NRG Energy Inc     3.625%  02/15/2031                                                                   | CUSIP: 629377CR1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     18000 | PA      | $14126.24     | 0.03%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc     3.875%  02/15/2032                                                                   | NRG Energy Inc     3.875%  02/15/2032                                                                   | CUSIP: 629377CS9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     44000 | PA      | $34249.73     | 0.07%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nabors Industries Inc     5.750%  02/01/2025                                                            | Nabors Industries Inc     5.750%  02/01/2025                                                            | CUSIP: 62957HAF2<br>LEI: N/A | Long             | DBT              | CORP              | US        |    109000 | PA      | $105681.52    | 0.21%             | 2025-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| National CineMedia LLC     5.875%  04/15/2028                                                           | National CineMedia LLC     5.875%  04/15/2028                                                           | CUSIP: 63530QAJ8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     25000 | PA      | $6644.68      | 0.01%             | 2028-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc     6.000%  01/15/2027                                                 | Nationstar Mortgage Holdings Inc     6.000%  01/15/2027                                                 | CUSIP: 63861CAA7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     10000 | PA      | $9275.00      | 0.02%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc     5.500%  08/15/2028                                                 | Nationstar Mortgage Holdings Inc     5.500%  08/15/2028                                                 | CUSIP: 63861CAC3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     93000 | PA      | $81255.03     | 0.16%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc     5.125%  12/15/2030                                                 | Nationstar Mortgage Holdings Inc     5.125%  12/15/2030                                                 | CUSIP: 63861CAD1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     26000 | PA      | $21060.00     | 0.04%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc     5.750%  11/15/2031                                                 | Nationstar Mortgage Holdings Inc     5.750%  11/15/2031                                                 | CUSIP: 63861CAE9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     80000 | PA      | $64400.00     | 0.13%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NESCO Holdings II Inc     5.500%  04/15/2029                                                            | NESCO Holdings II Inc     5.500%  04/15/2029                                                            | CUSIP: 64083YAA9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     51000 | PA      | $45803.61     | 0.09%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Netflix Inc     5.875%  11/15/2028                                                                      | Netflix Inc     5.875%  11/15/2028                                                                      | CUSIP: 64110LAT3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     56000 | PA      | $58097.20     | 0.12%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Netflix Inc     5.375%  11/15/2029                                                                      | Netflix Inc     5.375%  11/15/2029                                                                      | CUSIP: 64110LAU0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     40000 | PA      | $40365.60     | 0.08%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc     4.200%  04/01/2026                                                                | Newell Brands Inc     4.200%  04/01/2026                                                                | CUSIP: 651229AW6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     31000 | PA      | $29304.30     | 0.06%             | 2026-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc     5.625%  04/01/2036                                                                | Newell Brands Inc     5.625%  04/01/2036                                                                | CUSIP: 651229AX4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     10000 | PA      | $8900.00      | 0.02%             | 2036-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc     6.375%  09/15/2027                                                                | Newell Brands Inc     6.375%  09/15/2027                                                                | CUSIP: 651229BC9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     15000 | PA      | $15092.63     | 0.03%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc     6.625%  09/15/2029                                                                | Newell Brands Inc     6.625%  09/15/2029                                                                | CUSIP: 651229BD7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     15000 | PA      | $15311.70     | 0.03%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| News Corp     3.875%  05/15/2029                                                                        | News Corp     3.875%  05/15/2029                                                                        | CUSIP: 65249BAA7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     87000 | PA      | $77845.86     | 0.16%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| News Corp     5.125%  02/15/2032                                                                        | News Corp     5.125%  02/15/2032                                                                        | CUSIP: 65249BAB5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     40000 | PA      | $37660.00     | 0.08%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nexstar Broadcasting Inc     4.750%  11/01/2028                                                         | Nexstar Broadcasting Inc     4.750%  11/01/2028                                                         | CUSIP: 65336YAN3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    131000 | PA      | $116917.50    | 0.23%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nexstar Escrow Inc     5.625%  07/15/2027                                                               | Nexstar Escrow Inc     5.625%  07/15/2027                                                               | CUSIP: 65343HAA9<br>LEI: N/A | Long             | DBT              | CORP              | US        |    364000 | PA      | $347663.68    | 0.70%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nordstrom Inc     4.375%  04/01/2030                                                                    | Nordstrom Inc     4.375%  04/01/2030                                                                    | CUSIP: 655664AT7<br>LEI: N/A | Long             | DBT              | CORP              | US        |      2000 | PA      | $1593.18      | 0.00%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp     4.875%  06/01/2024                                                              | NOVA Chemicals Corp     4.875%  06/01/2024                                                              | CUSIP: 66977WAQ2<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29561.10     | 0.06%             | 2024-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp     5.250%  06/01/2027                                                              | NOVA Chemicals Corp     5.250%  06/01/2027                                                              | CUSIP: 66977WAR0<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     65000 | PA      | $60455.20     | 0.12%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp     4.250%  05/15/2029                                                              | NOVA Chemicals Corp     4.250%  05/15/2029                                                              | CUSIP: 66977WAS8<br>LEI: N/A | Long             | DBT              | CORP              | CA        |    106000 | PA      | $91103.82     | 0.18%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Novelis Corp     4.750%  01/30/2030                                                                     | Novelis Corp     4.750%  01/30/2030                                                                     | CUSIP: 670001AE6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     45000 | PA      | $40725.00     | 0.08%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novelis Corp     3.250%  11/15/2026                                                                     | Novelis Corp     3.250%  11/15/2026                                                                     | CUSIP: 670001AG1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     43000 | PA      | $38928.76     | 0.08%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP     5.625%  04/28/2027                                                              | NuStar Logistics LP     5.625%  04/28/2027                                                              | CUSIP: 67059TAE5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     30000 | PA      | $28791.90     | 0.06%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP     6.000%  06/01/2026                                                              | NuStar Logistics LP     6.000%  06/01/2026                                                              | CUSIP: 67059TAF2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     50000 | PA      | $49038.00     | 0.10%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP     5.750%  10/01/2025                                                              | NuStar Logistics LP     5.750%  10/01/2025                                                              | CUSIP: 67059TAG0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     21000 | PA      | $20779.71     | 0.04%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP     6.375%  10/01/2030                                                              | NuStar Logistics LP     6.375%  10/01/2030                                                              | CUSIP: 67059TAH8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     71000 | PA      | $68337.50     | 0.14%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oasis Petroleum Inc                                                                                     | Oasis Petroleum Inc                                                                                     | CUSIP: 674215207<br>LEI: N/A | Long             | EC               | CORP              | US        |       784 | NS      | $112370.72    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Oasis Petroleum Inc     6.375%  06/01/2026                                                              | Oasis Petroleum Inc     6.375%  06/01/2026                                                              | CUSIP: 674215AL2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     71000 | PA      | $69935.00     | 0.14%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oasis Midstream Partners LP / OMP Finance Corp     8.000%  04/01/2029                                   | Oasis Midstream Partners LP / OMP Finance Corp     8.000%  04/01/2029                                   | CUSIP: 67421QAA0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    144000 | PA      | $147021.12    | 0.30%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp     8.500%  07/15/2027                                                        | Occidental Petroleum Corp     8.500%  07/15/2027                                                        | CUSIP: 674599DZ5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     46000 | PA      | $51027.80     | 0.10%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp     8.875%  07/15/2030                                                        | Occidental Petroleum Corp     8.875%  07/15/2030                                                        | CUSIP: 674599EA9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     61000 | PA      | $71861.05     | 0.14%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp     6.375%  09/01/2028                                                        | Occidental Petroleum Corp     6.375%  09/01/2028                                                        | CUSIP: 674599EC5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     25000 | PA      | $25955.88     | 0.05%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp     6.625%  09/01/2030                                                        | Occidental Petroleum Corp     6.625%  09/01/2030                                                        | CUSIP: 674599ED3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     85000 | PA      | $90240.08     | 0.18%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp     6.125%  01/01/2031                                                        | Occidental Petroleum Corp     6.125%  01/01/2031                                                        | CUSIP: 674599EF8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     70000 | PA      | $73021.06     | 0.15%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp     3.875%  09/01/2028                                                            | ON Semiconductor Corp     3.875%  09/01/2028                                                            | CUSIP: 682189AQ8<br>LEI: N/A | Long             | DBT              | CORP              | US        |    118000 | PA      | $107676.18    | 0.22%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc     3.875%  01/15/2028                                             | 1011778 BC ULC / New Red Finance Inc     3.875%  01/15/2028                                             | CUSIP: 68245XAH2<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     73000 | PA      | $66720.54     | 0.13%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc     4.000%  10/15/2030                                             | 1011778 BC ULC / New Red Finance Inc     4.000%  10/15/2030                                             | CUSIP: 68245XAM1<br>LEI: N/A | Long             | DBT              | CORP              | CA        |    140000 | PA      | $118221.60    | 0.24%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc     3.500%  02/15/2029                                             | 1011778 BC ULC / New Red Finance Inc     3.500%  02/15/2029                                             | CUSIP: 68245XAP4<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     17000 | PA      | $14744.27     | 0.03%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp     4.000%  09/15/2030                                                             | OneMain Finance Corp     4.000%  09/15/2030                                                             | CUSIP: 682691AA8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     18000 | PA      | $14353.92     | 0.03%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp     3.500%  01/15/2027                                                             | OneMain Finance Corp     3.500%  01/15/2027                                                             | CUSIP: 682691AB6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     20000 | PA      | $17399.16     | 0.03%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Organon Finance 1 LLC     4.125%  04/30/2028                                                            | Organon Finance 1 LLC     4.125%  04/30/2028                                                            | CUSIP: 68622TAA9<br>LEI: N/A | Long             | DBT              | CORP              | US        |    200000 | PA      | $181610.00    | 0.36%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Owens & Minor Inc     4.500%  03/31/2029                                                                | Owens & Minor Inc     4.500%  03/31/2029                                                                | CUSIP: 690732AF9<br>LEI: N/A | Long             | DBT              | CORP              | US        |    135000 | PA      | $109969.65    | 0.22%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Owens & Minor Inc     6.625%  04/01/2030                                                                | Owens & Minor Inc     6.625%  04/01/2030                                                                | CUSIP: 690732AG7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     32000 | PA      | $28297.70     | 0.06%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc     6.625%  05/13/2027                                               | Owens-Brockway Glass Container Inc     6.625%  05/13/2027                                               | CUSIP: 69073TAT0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     63000 | PA      | $61704.79     | 0.12%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PG&E Corp     5.000%  07/01/2028                                                                        | PG&E Corp     5.000%  07/01/2028                                                                        | CUSIP: 69331CAH1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     40000 | PA      | $37482.00     | 0.08%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corp     5.250%  07/01/2030                                                                        | PG&E Corp     5.250%  07/01/2030                                                                        | CUSIP: 69331CAJ7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     10000 | PA      | $9200.00      | 0.02%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PGT Innovations Inc     4.375%  10/01/2029                                                              | PGT Innovations Inc     4.375%  10/01/2029                                                              | CUSIP: 69336VAB7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     66000 | PA      | $56940.18     | 0.11%             | 2029-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc     5.500%  10/15/2027                                                       | Performance Food Group Inc     5.500%  10/15/2027                                                       | CUSIP: 69346VAA7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     90000 | PA      | $86623.20     | 0.17%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PM General Purchaser LLC     9.500%  10/01/2028                                                         | PM General Purchaser LLC     9.500%  10/01/2028                                                         | CUSIP: 69356MAA4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     72000 | PA      | $55080.00     | 0.11%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Panther BF Aggregator 2 LP / Panther Finance Co Inc     6.250%  05/15/2026                              | Panther BF Aggregator 2 LP / Panther Finance Co Inc     6.250%  05/15/2026                              | CUSIP: 69867DAA6<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     82000 | PA      | $81508.00     | 0.16%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co     8.500%  05/15/2027                                        | Clarios Global LP / Clarios US Finance Co     8.500%  05/15/2027                                        | CUSIP: 69867DAC2<br>LEI: N/A | Long             | DBT              | CORP              | US        |    139000 | PA      | $138448.05    | 0.28%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Par Pharmaceutical Inc     7.500%  04/01/2027                                                           | Par Pharmaceutical Inc     7.500%  04/01/2027                                                           | CUSIP: 69888XAA7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     75000 | PA      | $58688.25     | 0.12%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc     6.875%  05/01/2025                                                       | Performance Food Group Inc     6.875%  05/01/2025                                                       | CUSIP: 71376LAD2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     90000 | PA      | $90697.50     | 0.18%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc     4.250%  08/01/2029                                                       | Performance Food Group Inc     4.250%  08/01/2029                                                       | CUSIP: 71376LAE0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     80000 | PA      | $71244.00     | 0.14%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc / PetSmart Finance Corp     4.750%  02/15/2028                                             | PetSmart Inc / PetSmart Finance Corp     4.750%  02/15/2028                                             | CUSIP: 71677KAA6<br>LEI: N/A | Long             | DBT              | CORP              | US        |    250000 | PA      | $232450.00    | 0.47%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Photo Holdings Merger Sub Inc     8.500%  10/01/2026                                                    | Photo Holdings Merger Sub Inc     8.500%  10/01/2026                                                    | CUSIP: 719245AD4<br>LEI: N/A | Long             | DBT              | CORP              | US        |    190000 | PA      | $95000.00     | 0.19%             | 2026-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Pike Corp     5.500%  09/01/2028                                                                        | Pike Corp     5.500%  09/01/2028                                                                        | CUSIP: 721283AA7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     63000 | PA      | $55676.88     | 0.11%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc     5.750%  03/01/2027                                                                | Post Holdings Inc     5.750%  03/01/2027                                                                | CUSIP: 737446AM6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     45000 | PA      | $44328.60     | 0.09%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc     5.625%  01/15/2028                                                                | Post Holdings Inc     5.625%  01/15/2028                                                                | CUSIP: 737446AN4<br>LEI: N/A | Long             | DBT              | CORP              | US        |    136000 | PA      | $131631.68    | 0.26%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc     5.500%  12/15/2029                                                                | Post Holdings Inc     5.500%  12/15/2029                                                                | CUSIP: 737446AP9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     25000 | PA      | $23168.65     | 0.05%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc     4.625%  04/15/2030                                                                | Post Holdings Inc     4.625%  04/15/2030                                                                | CUSIP: 737446AQ7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     65000 | PA      | $57200.00     | 0.11%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp     7.125%  01/15/2026                                                          | Precision Drilling Corp     7.125%  01/15/2026                                                          | CUSIP: 740212AL9<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     35000 | PA      | $34638.84     | 0.07%             | 2026-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp     6.875%  01/15/2029                                                          | Precision Drilling Corp     6.875%  01/15/2029                                                          | CUSIP: 740212AM7<br>LEI: N/A | Long             | DBT              | CORP              | CA        |      8000 | PA      | $7720.00      | 0.02%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Presidio Holdings Inc     4.875%  02/01/2027                                                            | Presidio Holdings Inc     4.875%  02/01/2027                                                            | CUSIP: 74101XAE0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     40000 | PA      | $37183.40     | 0.07%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Prestige Brands Inc     5.125%  01/15/2028                                                              | Prestige Brands Inc     5.125%  01/15/2028                                                              | CUSIP: 74112BAL9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     60000 | PA      | $57315.00     | 0.12%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Prestige Brands Inc     3.750%  04/01/2031                                                              | Prestige Brands Inc     3.750%  04/01/2031                                                              | CUSIP: 74112BAM7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     15000 | PA      | $12736.50     | 0.03%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance Inc     5.750%  04/15/2026                         | Prime Security Services Borrower LLC / Prime Finance Inc     5.750%  04/15/2026                         | CUSIP: 74166MAC0<br>LEI: N/A | Long             | DBT              | CORP              | US        |      5000 | PA      | $4917.40      | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance Inc     3.375%  08/31/2027                         | Prime Security Services Borrower LLC / Prime Finance Inc     3.375%  08/31/2027                         | CUSIP: 74166MAF3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    197000 | PA      | $174805.59    | 0.35%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp/The     4.875%  07/15/2032                                                            | ADT Security Corp/The     4.875%  07/15/2032                                                            | CUSIP: 74166NAA2<br>LEI: N/A | Long             | DBT              | CORP              | US        |    173000 | PA      | $154375.86    | 0.31%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Quicken Loans LLC / Quicken Loans Co-Issuer Inc     3.625%  03/01/2029                                  | Quicken Loans LLC / Quicken Loans Co-Issuer Inc     3.625%  03/01/2029                                  | CUSIP: 74841CAA9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     71000 | PA      | $60142.68     | 0.12%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ryman Hospitality Properties Inc     4.750%  10/15/2027                                                 | Ryman Hospitality Properties Inc     4.750%  10/15/2027                                                 | CUSIP: 749571AF2<br>LEI: N/A | Long             | DBT              | CORP              | US        |    170000 | PA      | $159587.50    | 0.32%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp     4.500%  02/15/2029                                       | RHP Hotel Properties LP / RHP Finance Corp     4.500%  02/15/2029                                       | CUSIP: 749571AG0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    123000 | PA      | $109315.66    | 0.22%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RP Escrow Issuer LLC     5.250%  12/15/2025                                                             | RP Escrow Issuer LLC     5.250%  12/15/2025                                                             | CUSIP: 74969PAA6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     22000 | PA      | $17952.00     | 0.04%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc     9.250%  02/01/2028                                                           | Radiology Partners Inc     9.250%  02/01/2028                                                           | CUSIP: 75041VAA2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     45000 | PA      | $27225.00     | 0.05%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Rain CII Carbon LLC / CII Carbon Corp     7.250%  04/01/2025                                            | Rain CII Carbon LLC / CII Carbon Corp     7.250%  04/01/2025                                            | CUSIP: 75079RAC2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     25000 | PA      | $23467.53     | 0.05%             | 2025-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp     4.875%  05/15/2025                                                             | Range Resources Corp     4.875%  05/15/2025                                                             | CUSIP: 75281AAS8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     70000 | PA      | $67531.62     | 0.14%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp     8.250%  01/15/2029                                                             | Range Resources Corp     8.250%  01/15/2029                                                             | CUSIP: 75281ABJ7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     65000 | PA      | $66896.05     | 0.13%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp     4.750%  02/15/2030                                                             | Range Resources Corp     4.750%  02/15/2030                                                             | CUSIP: 75281ABK4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     24000 | PA      | $21586.80     | 0.04%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Realogy Group LLC / Realogy Co-Issuer Corp     5.250%  04/15/2030                                       | Realogy Group LLC / Realogy Co-Issuer Corp     5.250%  04/15/2030                                       | CUSIP: 75606DAQ4<br>LEI: N/A | Long             | DBT              | CORP              | US        |    107000 | PA      | $80001.76     | 0.16%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp     6.050%  02/15/2026                                                               | Regal Rexnord Corp     6.050%  02/15/2026                                                               | CUSIP: 758750AC7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     43000 | PA      | $43648.91     | 0.09%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp     6.050%  04/15/2028                                                               | Regal Rexnord Corp     6.050%  04/15/2028                                                               | CUSIP: 758750AD5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     85000 | PA      | $86147.08     | 0.17%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp     6.300%  02/15/2030                                                               | Regal Rexnord Corp     6.300%  02/15/2030                                                               | CUSIP: 758750AE3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     36000 | PA      | $36629.60     | 0.07%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp     6.400%  04/15/2033                                                               | Regal Rexnord Corp     6.400%  04/15/2033                                                               | CUSIP: 758750AF0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     50000 | PA      | $51184.55     | 0.10%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu     4.000%  10/15/2027 | Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu     4.000%  10/15/2027 | CUSIP: 76174LAA1<br>LEI: N/A | Long             | DBT              | CORP              | US        |    203000 | PA      | $182192.50    | 0.37%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp     7.500%  07/01/2025                                                                    | Rite Aid Corp     7.500%  07/01/2025                                                                    | CUSIP: 767754CK8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     44000 | PA      | $28830.47     | 0.06%             | 2025-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp     8.000%  11/15/2026                                                                    | Rite Aid Corp     8.000%  11/15/2026                                                                    | CUSIP: 767754CL6<br>LEI: N/A | Long             | DBT              | CORP              | US        |    254000 | PA      | $141605.00    | 0.28%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc     2.875%  10/15/2026                              | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc     2.875%  10/15/2026                              | CUSIP: 77313LAA1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     54000 | PA      | $48241.61     | 0.10%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc     4.000%  10/15/2033                              | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc     4.000%  10/15/2033                              | CUSIP: 77313LAB9<br>LEI: N/A | Long             | DBT              | CORP              | US        |      9000 | PA      | $7137.36      | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd    11.500%  06/01/2025                                                      | Royal Caribbean Cruises Ltd    11.500%  06/01/2025                                                      | CUSIP: 780153AZ5<br>LEI: N/A | Long             | DBT              | CORP              | LR        |     62000 | PA      | $66495.00     | 0.13%             | 2025-06-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd    11.625%  08/15/2027                                                      | Royal Caribbean Cruises Ltd    11.625%  08/15/2027                                                      | CUSIP: 780153BL5<br>LEI: N/A | Long             | DBT              | CORP              | LR        |    105000 | PA      | $111425.48    | 0.22%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd     9.250%  01/15/2029                                                      | Royal Caribbean Cruises Ltd     9.250%  01/15/2029                                                      | CUSIP: 780153BR2<br>LEI: N/A | Long             | DBT              | CORP              | LR        |     63000 | PA      | $66456.81     | 0.13%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd     8.250%  01/15/2029                                                      | Royal Caribbean Cruises Ltd     8.250%  01/15/2029                                                      | CUSIP: 780153BS0<br>LEI: N/A | Long             | DBT              | CORP              | LR        |     63000 | PA      | $65835.00     | 0.13%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp     3.125%  02/01/2029                                                          | SBA Communications Corp     3.125%  02/01/2029                                                          | CUSIP: 78410GAG9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     58000 | PA      | $49136.62     | 0.10%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SM Energy Co     5.625%  06/01/2025                                                                     | SM Energy Co     5.625%  06/01/2025                                                                     | CUSIP: 78454LAL4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     30000 | PA      | $29400.00     | 0.06%             | 2025-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SM Energy Co     6.750%  09/15/2026                                                                     | SM Energy Co     6.750%  09/15/2026                                                                     | CUSIP: 78454LAN0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     40000 | PA      | $39300.00     | 0.08%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM Energy Co     6.500%  07/15/2028                                                                     | SM Energy Co     6.500%  07/15/2028                                                                     | CUSIP: 78454LAW0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     31000 | PA      | $29570.50     | 0.06%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc     5.500%  09/30/2027                                                            | SS&C Technologies Inc     5.500%  09/30/2027                                                            | CUSIP: 78466CAC0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    210000 | PA      | $201969.18    | 0.41%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc     4.625%  07/01/2028                                                             | SRS Distribution Inc     4.625%  07/01/2028                                                             | CUSIP: 78471RAB2<br>LEI: N/A | Long             | DBT              | CORP              | US        |    128000 | PA      | $118606.08    | 0.24%             | 2028-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc     6.125%  07/01/2029                                                             | SRS Distribution Inc     6.125%  07/01/2029                                                             | CUSIP: 78471RAC0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     47000 | PA      | $40415.77     | 0.08%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc     6.000%  12/01/2029                                                             | SRS Distribution Inc     6.000%  12/01/2029                                                             | CUSIP: 78471RAD8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     65000 | PA      | $55526.90     | 0.11%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc     9.250%  04/15/2025                                                                   | Sabre GLBL Inc     9.250%  04/15/2025                                                                   | CUSIP: 78573NAC6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     25000 | PA      | $25583.08     | 0.05%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc     7.375%  09/01/2025                                                                   | Sabre GLBL Inc     7.375%  09/01/2025                                                                   | CUSIP: 78573NAF9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     35000 | PA      | $34318.94     | 0.07%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co/The     5.250%  12/15/2026                                                        | Scotts Miracle-Gro Co/The     5.250%  12/15/2026                                                        | CUSIP: 810186AP1<br>LEI: N/A | Long             | DBT              | CORP              | US        |    135000 | PA      | $132486.30    | 0.27%             | 2026-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co/The     4.500%  10/15/2029                                                        | Scotts Miracle-Gro Co/The     4.500%  10/15/2029                                                        | CUSIP: 810186AS5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     14000 | PA      | $12138.28     | 0.02%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co/The     4.375%  02/01/2032                                                        | Scotts Miracle-Gro Co/The     4.375%  02/01/2032                                                        | CUSIP: 810186AW6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     56000 | PA      | $45646.72     | 0.09%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co/The     4.000%  04/01/2031                                                        | Scotts Miracle-Gro Co/The     4.000%  04/01/2031                                                        | CUSIP: 810186AX4<br>LEI: N/A | Long             | DBT              | CORP              | US        |    101000 | PA      | $81101.79     | 0.16%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow Inc     5.875%  07/15/2027                                                               | Scripps Escrow Inc     5.875%  07/15/2027                                                               | CUSIP: 81104PAA7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     20000 | PA      | $17753.20     | 0.04%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc     5.375%  01/15/2031                                                            | Scripps Escrow II Inc     5.375%  01/15/2031                                                            | CUSIP: 81105DAB1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     15000 | PA      | $11981.88     | 0.02%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV     5.000%  10/01/2025                                                          | Sensata Technologies BV     5.000%  10/01/2025                                                          | CUSIP: 81725WAJ2<br>LEI: N/A | Long             | DBT              | CORP              | NL        |      2000 | PA      | $1977.99      | 0.00%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV     4.000%  04/15/2029                                                          | Sensata Technologies BV     4.000%  04/15/2029                                                          | CUSIP: 81725WAK9<br>LEI: N/A | Long             | DBT              | CORP              | NL        |     50000 | PA      | $44815.25     | 0.09%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc     3.750%  02/15/2031                                                         | Sensata Technologies Inc     3.750%  02/15/2031                                                         | CUSIP: 81728UAB0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     18000 | PA      | $15283.94     | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Service Corp International/US     4.625%  12/15/2027                                                    | Service Corp International/US     4.625%  12/15/2027                                                    | CUSIP: 817565CD4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     40000 | PA      | $38225.41     | 0.08%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Service Corp International/US     5.125%  06/01/2029                                                    | Service Corp International/US     5.125%  06/01/2029                                                    | CUSIP: 817565CE2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     18000 | PA      | $17236.84     | 0.03%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Service Corp International/US     3.375%  08/15/2030                                                    | Service Corp International/US     3.375%  08/15/2030                                                    | CUSIP: 817565CF9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     37000 | PA      | $31092.58     | 0.06%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Service Corp International/US     4.000%  05/15/2031                                                    | Service Corp International/US     4.000%  05/15/2031                                                    | CUSIP: 817565CG7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     12000 | PA      | $10493.76     | 0.02%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc     5.125%  02/15/2027                                                    | Sinclair Television Group Inc     5.125%  02/15/2027                                                    | CUSIP: 829259AW0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     20000 | PA      | $17670.24     | 0.04%             | 2027-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc     4.125%  12/01/2030                                                    | Sinclair Television Group Inc     4.125%  12/01/2030                                                    | CUSIP: 829259BA7<br>LEI: N/A | Long             | DBT              | CORP              | US        |    130000 | PA      | $102994.58    | 0.21%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc     5.000%  08/01/2027                                                              | Sirius XM Radio Inc     5.000%  08/01/2027                                                              | CUSIP: 82967NBA5<br>LEI: N/A | Long             | DBT              | CORP              | US        |    216000 | PA      | $205042.32    | 0.41%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc     5.500%  07/01/2029                                                              | Sirius XM Radio Inc     5.500%  07/01/2029                                                              | CUSIP: 82967NBC1<br>LEI: N/A | Long             | DBT              | CORP              | US        |    289000 | PA      | $270836.35    | 0.54%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc     4.000%  07/15/2028                                                              | Sirius XM Radio Inc     4.000%  07/15/2028                                                              | CUSIP: 82967NBJ6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     91000 | PA      | $80999.10     | 0.16%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc     3.875%  09/01/2031                                                              | Sirius XM Radio Inc     3.875%  09/01/2031                                                              | CUSIP: 82967NBM9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     65000 | PA      | $53462.50     | 0.11%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp     4.875%  07/31/2024                                                     | Six Flags Entertainment Corp     4.875%  07/31/2024                                                     | CUSIP: 83001AAB8<br>LEI: N/A | Long             | DBT              | CORP              | US        |    105000 | PA      | $102768.75    | 0.21%             | 2024-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp     5.500%  04/15/2027                                                     | Six Flags Entertainment Corp     5.500%  04/15/2027                                                     | CUSIP: 83001AAC6<br>LEI: N/A | Long             | DBT              | CORP              | US        |    100000 | PA      | $94256.00     | 0.19%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Six Flags Theme Parks Inc     7.000%  07/01/2025                                                        | Six Flags Theme Parks Inc     7.000%  07/01/2025                                                        | CUSIP: 83001WAC8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     63000 | PA      | $63702.65     | 0.13%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sonic Automotive Inc     4.625%  11/15/2029                                                             | Sonic Automotive Inc     4.625%  11/15/2029                                                             | CUSIP: 83545GBD3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     54000 | PA      | $44673.66     | 0.09%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co     7.750%  10/01/2027                                                           | Southwestern Energy Co     7.750%  10/01/2027                                                           | CUSIP: 845467AN9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     37000 | PA      | $38468.98     | 0.08%             | 2027-10-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co     8.375%  09/15/2028                                                           | Southwestern Energy Co     8.375%  09/15/2028                                                           | CUSIP: 845467AP4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     25000 | PA      | $26258.50     | 0.05%             | 2028-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co     5.375%  03/15/2030                                                           | Southwestern Energy Co     5.375%  03/15/2030                                                           | CUSIP: 845467AS8<br>LEI: N/A | Long             | DBT              | CORP              | US        |    112000 | PA      | $104160.00    | 0.21%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co     4.750%  02/01/2032                                                           | Southwestern Energy Co     4.750%  02/01/2032                                                           | CUSIP: 845467AT6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     17000 | PA      | $14917.50     | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands Inc     5.000%  10/01/2029                                                              | Spectrum Brands Inc     5.000%  10/01/2029                                                              | CUSIP: 84762LAV7<br>LEI: N/A | Long             | DBT              | CORP              | US        |    138000 | PA      | $121601.46    | 0.24%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands Inc     5.500%  07/15/2030                                                              | Spectrum Brands Inc     5.500%  07/15/2030                                                              | CUSIP: 84762LAW5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     99000 | PA      | $89924.67     | 0.18%             | 2030-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands Inc     3.875%  03/15/2031                                                              | Spectrum Brands Inc     3.875%  03/15/2031                                                              | CUSIP: 84762LAX3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     19000 | PA      | $15318.37     | 0.03%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Springleaf Finance Corp     6.625%  01/15/2028                                                          | Springleaf Finance Corp     6.625%  01/15/2028                                                          | CUSIP: 85172FAQ2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     24000 | PA      | $23382.48     | 0.05%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Springleaf Finance Corp     5.375%  11/15/2029                                                          | Springleaf Finance Corp     5.375%  11/15/2029                                                          | CUSIP: 85172FAR0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    130000 | PA      | $113828.00    | 0.23%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc     7.500%  04/15/2025                                                           | Spirit AeroSystems Inc     7.500%  04/15/2025                                                           | CUSIP: 85205TAL4<br>LEI: N/A | Long             | DBT              | CORP              | US        |    113000 | PA      | $113388.72    | 0.23%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc     9.375%  11/30/2029                                                           | Spirit AeroSystems Inc     9.375%  11/30/2029                                                           | CUSIP: 85205TAN0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     49000 | PA      | $53251.73     | 0.11%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp     6.875%  11/15/2028                                                              | Sprint Capital Corp     6.875%  11/15/2028                                                              | CUSIP: 852060AD4<br>LEI: N/A | Long             | DBT              | CORP              | US        |    175000 | PA      | $187170.90    | 0.38%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp     8.750%  03/15/2032                                                              | Sprint Capital Corp     8.750%  03/15/2032                                                              | CUSIP: 852060AT9<br>LEI: N/A | Long             | DBT              | CORP              | US        |    316000 | PA      | $389776.52    | 0.78%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sprint Corp     7.625%  02/15/2025                                                                      | Sprint Corp     7.625%  02/15/2025                                                                      | CUSIP: 85207UAJ4<br>LEI: N/A | Long             | DBT              | CORP              | US        |    174000 | PA      | $180609.74    | 0.36%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Sprint Corp     7.625%  03/01/2026                                                                      | Sprint Corp     7.625%  03/01/2026                                                                      | CUSIP: 85207UAK1<br>LEI: N/A | Long             | DBT              | CORP              | US        |    190000 | PA      | $200973.84    | 0.40%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Square Inc     3.500%  06/01/2031                                                                       | Square Inc     3.500%  06/01/2031                                                                       | CUSIP: 852234AP8<br>LEI: N/A | Long             | DBT              | CORP              | US        |    175000 | PA      | $146128.34    | 0.29%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NJ     5.000%  02/15/2027                                                       | Standard Industries Inc/NJ     5.000%  02/15/2027                                                       | CUSIP: 853496AC1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     90000 | PA      | $85287.24     | 0.17%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NJ     4.750%  01/15/2028                                                       | Standard Industries Inc/NJ     4.750%  01/15/2028                                                       | CUSIP: 853496AD9<br>LEI: N/A | Long             | DBT              | CORP              | US        |    187000 | PA      | $175181.60    | 0.35%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NJ     3.375%  01/15/2031                                                       | Standard Industries Inc/NJ     3.375%  01/15/2031                                                       | CUSIP: 853496AH0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     64000 | PA      | $50836.48     | 0.10%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Staples Inc     7.500%  04/15/2026                                                                      | Staples Inc     7.500%  04/15/2026                                                                      | CUSIP: 855030AN2<br>LEI: N/A | Long             | DBT              | CORP              | US        |    230000 | PA      | $204366.50    | 0.41%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Staples Inc    10.750%  04/15/2027                                                                      | Staples Inc    10.750%  04/15/2027                                                                      | CUSIP: 855030AP7<br>LEI: N/A | Long             | DBT              | CORP              | US        |    100000 | PA      | $76180.00     | 0.15%             | 2027-04-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Station Casinos LLC     4.500%  02/15/2028                                                              | Station Casinos LLC     4.500%  02/15/2028                                                              | CUSIP: 857691AG4<br>LEI: N/A | Long             | DBT              | CORP              | US        |    140000 | PA      | $126035.00    | 0.25%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stericycle Inc     3.875%  01/15/2029                                                                   | Stericycle Inc     3.875%  01/15/2029                                                                   | CUSIP: 858912AG3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    120000 | PA      | $106471.20    | 0.21%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Stevens Holding Co Inc     6.125%  10/01/2026                                                           | Stevens Holding Co Inc     6.125%  10/01/2026                                                           | CUSIP: 86024TAA5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     40000 | PA      | $40594.40     | 0.08%             | 2026-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Summit Materials LLC / Summit Materials Finance Corp     5.250%  01/15/2029                             | Summit Materials LLC / Summit Materials Finance Corp     5.250%  01/15/2029                             | CUSIP: 86614RAN7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     54000 | PA      | $50705.46     | 0.10%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Summit Midstream Holdings LLC / Summit Midstream Finance Corp     8.500%  10/15/2026                    | Summit Midstream Holdings LLC / Summit Midstream Finance Corp     8.500%  10/15/2026                    | CUSIP: 86614WAE6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     37000 | PA      | $36028.75     | 0.07%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp     4.500%  05/15/2029                                                  | Sunoco LP / Sunoco Finance Corp     4.500%  05/15/2029                                                  | CUSIP: 86765LAT4<br>LEI: N/A | Long             | DBT              | CORP              | US        |    109000 | PA      | $98611.21     | 0.20%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp     4.500%  04/30/2030                                                  | Sunoco LP / Sunoco Finance Corp     4.500%  04/30/2030                                                  | CUSIP: 86765LAZ0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     60000 | PA      | $53475.00     | 0.11%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Superior Plus LP / Superior General Partner Inc     4.500%  03/15/2029                                  | Superior Plus LP / Superior General Partner Inc     4.500%  03/15/2029                                  | CUSIP: 86828LAC6<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     56000 | PA      | $49490.00     | 0.10%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Synaptics Inc     4.000%  06/15/2029                                                                    | Synaptics Inc     4.000%  06/15/2029                                                                    | CUSIP: 87157DAG4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     22000 | PA      | $19059.04     | 0.04%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Syneos Health Inc     3.625%  01/15/2029                                                                | Syneos Health Inc     3.625%  01/15/2029                                                                | CUSIP: 87166BAA0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     40000 | PA      | $32350.00     | 0.06%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp     5.500%  01/15/2028                     | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp     5.500%  01/15/2028                     | CUSIP: 87470LAD3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     65000 | PA      | $59857.54     | 0.12%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp     6.000%  03/01/2027                     | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp     6.000%  03/01/2027                     | CUSIP: 87470LAG6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     40000 | PA      | $37902.24     | 0.08%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp     7.500%  10/01/2025                     | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp     7.500%  10/01/2025                     | CUSIP: 87470LAH4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     98000 | PA      | $99523.90     | 0.20%             | 2025-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp     6.000%  12/31/2030                     | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp     6.000%  12/31/2030                     | CUSIP: 87470LAJ0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     55000 | PA      | $50092.90     | 0.10%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp     6.000%  09/01/2031                     | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp     6.000%  09/01/2031                     | CUSIP: 87470LAK7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     70000 | PA      | $63000.00     | 0.13%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp     5.000%  01/15/2028              | Targa Resources Partners LP / Targa Resources Partners Finance Corp     5.000%  01/15/2028              | CUSIP: 87612BBG6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     40000 | PA      | $39013.60     | 0.08%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp     6.500%  07/15/2027              | Targa Resources Partners LP / Targa Resources Partners Finance Corp     6.500%  07/15/2027              | CUSIP: 87612BBL5<br>LEI: N/A | Long             | DBT              | CORP              | US        |    108000 | PA      | $110548.80    | 0.22%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp     6.875%  01/15/2029              | Targa Resources Partners LP / Targa Resources Partners Finance Corp     6.875%  01/15/2029              | CUSIP: 87612BBN1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     38000 | PA      | $38921.20     | 0.08%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp     5.500%  03/01/2030              | Targa Resources Partners LP / Targa Resources Partners Finance Corp     5.500%  03/01/2030              | CUSIP: 87612BBQ4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     15000 | PA      | $14631.36     | 0.03%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp     4.875%  02/01/2031              | Targa Resources Partners LP / Targa Resources Partners Finance Corp     4.875%  02/01/2031              | CUSIP: 87612BBS0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     70000 | PA      | $65748.20     | 0.13%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp     4.000%  01/15/2032              | Targa Resources Partners LP / Targa Resources Partners Finance Corp     4.000%  01/15/2032              | CUSIP: 87612BBU5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     62000 | PA      | $54122.71     | 0.11%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA     6.375%  11/15/2033                                                        | Telecom Italia Capital SA     6.375%  11/15/2033                                                        | CUSIP: 87927VAF5<br>LEI: N/A | Long             | DBT              | CORP              | LU        |     12000 | PA      | $10078.20     | 0.02%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA     6.000%  09/30/2034                                                        | Telecom Italia Capital SA     6.000%  09/30/2034                                                        | CUSIP: 87927VAM0<br>LEI: N/A | Long             | DBT              | CORP              | LU        |    100000 | PA      | $79739.40     | 0.16%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tempur Sealy International Inc     4.000%  04/15/2029                                                   | Tempur Sealy International Inc     4.000%  04/15/2029                                                   | CUSIP: 88023UAH4<br>LEI: N/A | Long             | DBT              | CORP              | US        |    144000 | PA      | $125772.48    | 0.25%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tempur Sealy International Inc     3.875%  10/15/2031                                                   | Tempur Sealy International Inc     3.875%  10/15/2031                                                   | CUSIP: 88023UAJ0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     34000 | PA      | $28012.94     | 0.06%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp     6.250%  02/01/2027                                                            | Tenet Healthcare Corp     6.250%  02/01/2027                                                            | CUSIP: 88033GCX6<br>LEI: N/A | Long             | DBT              | CORP              | US        |    122000 | PA      | $119255.00    | 0.24%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp     4.875%  01/01/2026                                                            | Tenet Healthcare Corp     4.875%  01/01/2026                                                            | CUSIP: 88033GCZ1<br>LEI: N/A | Long             | DBT              | CORP              | US        |    486000 | PA      | $473349.42    | 0.95%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp     5.125%  11/01/2027                                                            | Tenet Healthcare Corp     5.125%  11/01/2027                                                            | CUSIP: 88033GDB3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    240000 | PA      | $231048.00    | 0.46%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp     4.625%  06/15/2028                                                            | Tenet Healthcare Corp     4.625%  06/15/2028                                                            | CUSIP: 88033GDH0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     56000 | PA      | $52007.20     | 0.10%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp     4.250%  06/01/2029                                                            | Tenet Healthcare Corp     4.250%  06/01/2029                                                            | CUSIP: 88033GDM9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     55000 | PA      | $48972.28     | 0.10%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp     6.125%  06/15/2030                                                            | Tenet Healthcare Corp     6.125%  06/15/2030                                                            | CUSIP: 88033GDP2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     77000 | PA      | $74709.25     | 0.15%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Terex Corp     5.000%  05/15/2029                                                                       | Terex Corp     5.000%  05/15/2029                                                                       | CUSIP: 880779BA0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     88000 | PA      | $82173.52     | 0.16%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc     6.250%  03/15/2026                                                                    | TransDigm Inc     6.250%  03/15/2026                                                                    | CUSIP: 893647BE6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     75000 | PA      | $74725.29     | 0.15%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Transocean Guardian Ltd     5.875%  01/15/2024                                                          | Transocean Guardian Ltd     5.875%  01/15/2024                                                          | CUSIP: 893800AA0<br>LEI: N/A | Long             | DBT              | CORP              | KY        |     18209 | PA      | $18465.55     | 0.04%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Transocean Pontus Ltd     6.125%  08/01/2025                                                            | Transocean Pontus Ltd     6.125%  08/01/2025                                                            | CUSIP: 89382PAA3<br>LEI: N/A | Long             | DBT              | CORP              | KY        |     25760 | PA      | $26536.18     | 0.05%             | 2025-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Transocean Inc    11.500%  01/30/2027                                                                   | Transocean Inc    11.500%  01/30/2027                                                                   | CUSIP: 893830BQ1<br>LEI: N/A | Long             | DBT              | CORP              | KY        |     68000 | PA      | $70954.60     | 0.14%             | 2027-01-30      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Transocean Inc     8.750%  02/15/2030                                                                   | Transocean Inc     8.750%  02/15/2030                                                                   | CUSIP: 893830BX6<br>LEI: N/A | Long             | DBT              | CORP              | KY        |     27000 | PA      | $27877.50     | 0.06%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd     8.375%  02/01/2028                                                   | Transocean Titan Financing Ltd     8.375%  02/01/2028                                                   | CUSIP: 89386MAA6<br>LEI: N/A | Long             | DBT              | CORP              | KY        |     17000 | PA      | $17612.85     | 0.04%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TriMas Corp     4.125%  04/15/2029                                                                      | TriMas Corp     4.125%  04/15/2029                                                                      | CUSIP: 896215AH3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     63000 | PA      | $56085.75     | 0.11%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Trinseo Materials Operating SCA / Trinseo Materials Finance Inc     5.375%  09/01/2025                  | Trinseo Materials Operating SCA / Trinseo Materials Finance Inc     5.375%  09/01/2025                  | CUSIP: 89668QAE8<br>LEI: N/A | Long             | DBT              | CORP              | LU        |    110000 | PA      | $96257.17     | 0.19%             | 2025-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Trinseo Materials Operating SCA / Trinseo Materials Finance Inc     5.125%  04/01/2029                  | Trinseo Materials Operating SCA / Trinseo Materials Finance Inc     5.125%  04/01/2029                  | CUSIP: 89668QAF5<br>LEI: N/A | Long             | DBT              | CORP              | LU        |    146000 | PA      | $105179.15    | 0.21%             | 2029-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc     6.250%  04/01/2029                                                        | Triton Water Holdings Inc     6.250%  04/01/2029                                                        | CUSIP: 89680EAA7<br>LEI: N/A | Long             | DBT              | CORP              | US        |    147000 | PA      | $116465.31    | 0.23%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Triumph Group Inc     7.750%  08/15/2025                                                                | Triumph Group Inc     7.750%  08/15/2025                                                                | CUSIP: 896818AP6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     75000 | PA      | $63706.50     | 0.13%             | 2025-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Triumph Group Inc     6.250%  09/15/2024                                                                | Triumph Group Inc     6.250%  09/15/2024                                                                | CUSIP: 896818AQ4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     10000 | PA      | $9652.39      | 0.02%             | 2024-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Triumph Group Inc     8.875%  06/01/2024                                                                | Triumph Group Inc     8.875%  06/01/2024                                                                | CUSIP: 896818AS0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     10000 | PA      | $10150.00     | 0.02%             | 2024-06-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV     5.500%  08/15/2026                                                     | Trivium Packaging Finance BV     5.500%  08/15/2026                                                     | CUSIP: 89686QAA4<br>LEI: N/A | Long             | DBT              | CORP              | NL        |    200000 | PA      | $191828.00    | 0.39%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| II-VI Inc     5.000%  12/15/2029                                                                        | II-VI Inc     5.000%  12/15/2029                                                                        | CUSIP: 902104AC2<br>LEI: N/A | Long             | DBT              | CORP              | US        |    101000 | PA      | $91731.63     | 0.18%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US Foods Inc     4.750%  02/15/2029                                                                     | US Foods Inc     4.750%  02/15/2029                                                                     | CUSIP: 90290MAD3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     15000 | PA      | $13723.47     | 0.03%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US Foods Inc     4.625%  06/01/2030                                                                     | US Foods Inc     4.625%  06/01/2030                                                                     | CUSIP: 90290MAE1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     68000 | PA      | $60946.36     | 0.12%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc     7.500%  09/15/2027                                                            | Uber Technologies Inc     7.500%  09/15/2027                                                            | CUSIP: 90353TAE0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     80000 | PA      | $81229.60     | 0.16%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc     4.500%  08/15/2029                                                            | Uber Technologies Inc     4.500%  08/15/2029                                                            | CUSIP: 90353TAK6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     89000 | PA      | $79237.88     | 0.16%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc     4.375%  04/15/2026                                                              | United Airlines Inc     4.375%  04/15/2026                                                              | CUSIP: 90932LAG2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     72000 | PA      | $68355.43     | 0.14%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc     5.500%  05/15/2027                                                 | United Rentals North America Inc     5.500%  05/15/2027                                                 | CUSIP: 911365BF0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     65000 | PA      | $64593.75     | 0.13%             | 2027-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc     4.875%  01/15/2028                                                 | United Rentals North America Inc     4.875%  01/15/2028                                                 | CUSIP: 911365BG8<br>LEI: N/A | Long             | DBT              | CORP              | US        |    139000 | PA      | $134395.64    | 0.27%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Cellular Corp     6.700%  12/15/2033                                                      | United States Cellular Corp     6.700%  12/15/2033                                                      | CUSIP: 911684AD0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    105000 | PA      | $97125.00     | 0.19%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp     6.875%  03/01/2029                                                         | United States Steel Corp     6.875%  03/01/2029                                                         | CUSIP: 912909AU2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     17000 | PA      | $17177.24     | 0.03%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc     6.625%  06/01/2027                                                     | Univision Communications Inc     6.625%  06/01/2027                                                     | CUSIP: 914906AU6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     15000 | PA      | $14700.00     | 0.03%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc     4.500%  05/01/2029                                                     | Univision Communications Inc     4.500%  05/01/2029                                                     | CUSIP: 914906AV4<br>LEI: N/A | Long             | DBT              | CORP              | US        |    105000 | PA      | $90344.10     | 0.18%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc     7.375%  06/30/2030                                                     | Univision Communications Inc     7.375%  06/30/2030                                                     | CUSIP: 914906AX0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     21000 | PA      | $20593.23     | 0.04%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Vail Resorts Inc     6.250%  05/15/2025                                                                 | Vail Resorts Inc     6.250%  05/15/2025                                                                 | CUSIP: 91879QAL3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    104000 | PA      | $104497.43    | 0.21%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Valeant Pharmaceuticals International Inc     5.500%  11/01/2025                                        | Valeant Pharmaceuticals International Inc     5.500%  11/01/2025                                        | CUSIP: 91911KAN2<br>LEI: N/A | Long             | DBT              | CORP              | CA        |    260000 | PA      | $220298.00    | 0.44%             | 2025-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Valeant Pharmaceuticals International Inc     9.000%  12/15/2025                                        | Valeant Pharmaceuticals International Inc     9.000%  12/15/2025                                        | CUSIP: 91911KAP7<br>LEI: N/A | Long             | DBT              | CORP              | CA        |    404000 | PA      | $316097.68    | 0.63%             | 2025-12-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Americas Inc     9.250%  04/01/2026                                                       | Bausch Health Americas Inc     9.250%  04/01/2026                                                       | CUSIP: 91911XAV6<br>LEI: N/A | Long             | DBT              | CORP              | US        |    250000 | PA      | $183940.00    | 0.37%             | 2026-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Valeant Pharmaceuticals International Inc     8.500%  01/31/2027                                        | Valeant Pharmaceuticals International Inc     8.500%  01/31/2027                                        | CUSIP: 91911XAW4<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     99000 | PA      | $52195.77     | 0.10%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Valvoline Inc     4.250%  02/15/2030                                                                    | Valvoline Inc     4.250%  02/15/2030                                                                    | CUSIP: 92047WAD3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     35000 | PA      | $34349.00     | 0.07%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Venator Finance Sarl / Venator Materials LLC     9.500%  07/01/2025                                     | Venator Finance Sarl / Venator Materials LLC     9.500%  07/01/2025                                     | CUSIP: 9226ALAA2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     40000 | PA      | $31600.00     | 0.06%             | 2025-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Venator Finance S.a r.l. / Venator Materials Corp     5.750%  07/15/2025                                | Venator Finance S.a r.l. / Venator Materials Corp     5.750%  07/15/2025                                | CUSIP: 9226APAA3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     50000 | PA      | $17629.50     | 0.04%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vertical US Newco Inc     5.250%  07/15/2027                                                            | Vertical US Newco Inc     5.250%  07/15/2027                                                            | CUSIP: 92537RAA7<br>LEI: N/A | Long             | DBT              | CORP              | US        |    200000 | PA      | $185114.00    | 0.37%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc     4.250%  12/01/2026                                            | VICI Properties LP / VICI Note Co Inc     4.250%  12/01/2026                                            | CUSIP: 92564RAA3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    113000 | PA      | $106632.12    | 0.21%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc     4.625%  12/01/2029                                            | VICI Properties LP / VICI Note Co Inc     4.625%  12/01/2029                                            | CUSIP: 92564RAB1<br>LEI: N/A | Long             | DBT              | CORP              | US        |    118000 | PA      | $109848.70    | 0.22%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc     3.750%  02/15/2027                                            | VICI Properties LP / VICI Note Co Inc     3.750%  02/15/2027                                            | CUSIP: 92564RAD7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     90000 | PA      | $83147.50     | 0.17%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc     5.625%  05/01/2024       | MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc     5.625%  05/01/2024       | CUSIP: 92564RAF2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     30000 | PA      | $29929.65     | 0.06%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc     4.625%  06/15/2025       | MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc     4.625%  06/15/2025       | CUSIP: 92564RAG0<br>LEI: N/A | Long             | DBT              | CORP              | US        |     42000 | PA      | $40646.30     | 0.08%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc     4.500%  09/01/2026       | MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc     4.500%  09/01/2026       | CUSIP: 92564RAH8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     15000 | PA      | $14297.85     | 0.03%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc     5.750%  02/01/2027       | MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc     5.750%  02/01/2027       | CUSIP: 92564RAJ4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     44000 | PA      | $43769.00     | 0.09%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc     4.500%  01/15/2028       | MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc     4.500%  01/15/2028       | CUSIP: 92564RAK1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     10000 | PA      | $9343.20      | 0.02%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc     3.875%  02/15/2029       | MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc     3.875%  02/15/2029       | CUSIP: 92564RAL9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     40000 | PA      | $36041.84     | 0.07%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties, Inc                                                                                    | VICI Properties, Inc                                                                                    | CUSIP: 925652109<br>LEI: N/A | Long             | EC               | CORP              | US        |      9581 | NS      | $327478.58    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Videotron Ltd     5.375%  06/15/2024                                                                    | Videotron Ltd     5.375%  06/15/2024                                                                    | CUSIP: 92660FAG9<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     45000 | PA      | $44699.19     | 0.09%             | 2024-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd / Videotron Ltee     5.125%  04/15/2027                                                   | Videotron Ltd / Videotron Ltee     5.125%  04/15/2027                                                   | CUSIP: 92660FAK0<br>LEI: N/A | Long             | DBT              | CORP              | CA        |     95000 | PA      | $91192.40     | 0.18%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vine Energy Holdings LLC     6.750%  04/15/2029                                                         | Vine Energy Holdings LLC     6.750%  04/15/2029                                                         | CUSIP: 92735LAA0<br>LEI: N/A | Long             | DBT              | CORP              | US        |    218000 | PA      | $215667.40    | 0.43%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vista Outdoor Inc     4.500%  03/15/2029                                                                | Vista Outdoor Inc     4.500%  03/15/2029                                                                | CUSIP: 928377AC4<br>LEI: N/A | Long             | DBT              | CORP              | US        |    149000 | PA      | $120532.06    | 0.24%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance PLC / XO Management Holding Inc     6.375%  02/01/2030                           | VistaJet Malta Finance PLC / XO Management Holding Inc     6.375%  02/01/2030                           | CUSIP: 92840JAB5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     71000 | PA      | $62614.90     | 0.13%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP     7.000%  12/15/2026                                                                      | VISTRA CORP     7.000%  12/15/2026                                                                      | CUSIP: 92840MAC6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     70000 | PA      | $65881.55     | 0.13%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC     5.625%  02/15/2027                                                         | Vistra Operations Co LLC     5.625%  02/15/2027                                                         | CUSIP: 92840VAB8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     42000 | PA      | $40659.23     | 0.08%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC     5.000%  07/31/2027                                                         | Vistra Operations Co LLC     5.000%  07/31/2027                                                         | CUSIP: 92840VAF9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     80000 | PA      | $75286.40     | 0.15%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC     4.375%  05/01/2029                                                         | Vistra Operations Co LLC     4.375%  05/01/2029                                                         | CUSIP: 92840VAH5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     27000 | PA      | $23747.31     | 0.05%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp     3.875%  07/15/2030                                                             | WMG Acquisition Corp     3.875%  07/15/2030                                                             | CUSIP: 92933BAQ7<br>LEI: N/A | Long             | DBT              | CORP              | US        |     25000 | PA      | $22037.50     | 0.04%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp     3.000%  02/15/2031                                                             | WMG Acquisition Corp     3.000%  02/15/2031                                                             | CUSIP: 92933BAR5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     63000 | PA      | $52247.79     | 0.10%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp     3.750%  12/01/2029                                                             | WMG Acquisition Corp     3.750%  12/01/2029                                                             | CUSIP: 92933BAT1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     60000 | PA      | $52806.00     | 0.11%             | 2029-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC     5.625%  08/15/2029                                                            | WR Grace Holdings LLC     5.625%  08/15/2029                                                            | CUSIP: 92943GAA9<br>LEI: N/A | Long             | DBT              | CORP              | US        |     28000 | PA      | $23338.00     | 0.05%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WR Grace & Co-Conn     5.625%  10/01/2024                                                               | WR Grace & Co-Conn     5.625%  10/01/2024                                                               | CUSIP: 92943GAC5<br>LEI: N/A | Long             | DBT              | CORP              | US        |     10000 | PA      | $9950.00      | 0.02%             | 2024-10-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WR Grace & Co-Conn     4.875%  06/15/2027                                                               | WR Grace & Co-Conn     4.875%  06/15/2027                                                               | CUSIP: 92943GAD3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    114000 | PA      | $105769.20    | 0.21%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wabash National Corp     4.500%  10/15/2028                                                             | Wabash National Corp     4.500%  10/15/2028                                                             | CUSIP: 929566AL1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     68000 | PA      | $59809.40     | 0.12%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp     4.875%  09/15/2028                                         | Weekley Homes LLC / Weekley Finance Corp     4.875%  09/15/2028                                         | CUSIP: 948565AD8<br>LEI: N/A | Long             | DBT              | CORP              | US        |     49000 | PA      | $42642.25     | 0.09%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc     7.125%  06/15/2025                                                           | WESCO Distribution Inc     7.125%  06/15/2025                                                           | CUSIP: 95081QAN4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     65000 | PA      | $66040.00     | 0.13%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc     7.250%  06/15/2028                                                           | WESCO Distribution Inc     7.250%  06/15/2028                                                           | CUSIP: 95081QAP9<br>LEI: N/A | Long             | DBT              | CORP              | US        |    190000 | PA      | $194662.98    | 0.39%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP     4.650%  07/01/2026                                                   | Western Midstream Operating LP     4.650%  07/01/2026                                                   | CUSIP: 958254AF1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     65000 | PA      | $62562.50     | 0.13%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP     4.500%  03/01/2028                                                   | Western Midstream Operating LP     4.500%  03/01/2028                                                   | CUSIP: 958254AH7<br>LEI: N/A | Long             | DBT              | CORP              | US        |      8000 | PA      | $7560.00      | 0.02%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC     6.875%  10/15/2028                                                              | White Cap Buyer LLC     6.875%  10/15/2028                                                              | CUSIP: 96350RAA2<br>LEI: N/A | Long             | DBT              | CORP              | US        |     19000 | PA      | $17294.24     | 0.03%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| William Carter Co/The     5.625%  03/15/2027                                                            | William Carter Co/The     5.625%  03/15/2027                                                            | CUSIP: 96926JAC1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     85000 | PA      | $82691.68     | 0.17%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wolverine Escrow LLC    13.125%  11/15/2027                                                             | Wolverine Escrow LLC    13.125%  11/15/2027                                                             | CUSIP: 97789LAA4<br>LEI: N/A | Long             | DBT              | CORP              | US        |     20000 | PA      | $4800.00      | 0.01%             | 2027-11-15      | Fixed         | 13.12%                | No            |                  2 | On Loan: No      |
| Wolverine Escrow LLC     9.000%  11/15/2026                                                             | Wolverine Escrow LLC     9.000%  11/15/2026                                                             | CUSIP: 97789LAB2<br>LEI: N/A | Long             | DBT              | CORP              | US        |    109000 | PA      | $73575.00     | 0.15%             | 2026-11-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Wolverine Escrow LLC     8.500%  11/15/2024                                                             | Wolverine Escrow LLC     8.500%  11/15/2024                                                             | CUSIP: 97789LAC0<br>LEI: N/A | Long             | DBT              | CORP              | US        |      5000 | PA      | $2425.00      | 0.00%             | 2024-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp     5.500%  03/01/2025                                 | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp     5.500%  03/01/2025                                 | CUSIP: 983130AV7<br>LEI: N/A | Long             | DBT              | CORP              | US        |    137000 | PA      | $133650.35    | 0.27%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp     5.250%  05/15/2027                                 | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp     5.250%  05/15/2027                                 | CUSIP: 983130AX3<br>LEI: N/A | Long             | DBT              | CORP              | US        |     25000 | PA      | $23486.75     | 0.05%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp     5.125%  10/01/2029                             | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp     5.125%  10/01/2029                             | CUSIP: 983133AA7<br>LEI: N/A | Long             | DBT              | CORP              | US        |    203000 | PA      | $181644.40    | 0.36%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc     3.625%  03/15/2031                                                                  | Yum! Brands Inc     3.625%  03/15/2031                                                                  | CUSIP: 988498AN1<br>LEI: N/A | Long             | DBT              | CORP              | US        |     41000 | PA      | $34966.65     | 0.07%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc     4.625%  01/31/2032                                                                  | Yum! Brands Inc     4.625%  01/31/2032                                                                  | CUSIP: 988498AP6<br>LEI: N/A | Long             | DBT              | CORP              | US        |     78000 | PA      | $71175.00     | 0.14%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc     4.000%  03/01/2027                                                          | Zayo Group Holdings Inc     4.000%  03/01/2027                                                          | CUSIP: 98919VAA3<br>LEI: N/A | Long             | DBT              | CORP              | US        |    104000 | PA      | $82473.04     | 0.17%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLAIRE'S STORES                                                                                         | CLAIRE'S STORES                                                                                         | CUSIP: 99TAKK9U2<br>LEI: N/A | Long             | EC               | CORP              | US        |        58 | NS      | $21750.00     | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| CLAIRE'S CONVERTIBLE PREFERRED EQUITY                                                                   | CLAIRE'S CONVERTIBLE PREFERRED EQUITY                                                                   | CUSIP: 99TAKK9V3<br>LEI: N/A | Long             | EP               | CORP              | US        |        41 | NS      | $91225.00     | 0.18%             |  |  |  | No            |                  3 | On Loan: No      |
| INTERNATIONAL ONCOLOGY CARE INC                                                                         | INTERNATIONAL ONCOLOGY CARE INC                                                                         | CUSIP: 99TEAA9G7<br>LEI: N/A | Long             | EC               | CORP              | US        |      1633 | NS      | $22698.70     | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Mallinckrodt Equity                                                                                     | Mallinckrodt Equity                                                                                     | CUSIP: G5890A102<br>LEI: N/A | Long             | EC               | CORP              | US        |       920 | NS      | $6900.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS SA SERIES A                                                                   | INTELSAT JACKSON HOLDINGS SA SERIES A                                                                   | CUSIP: L5137X109<br>LEI: N/A | Long             | DBT              | CORP              | US        |       405 | NS      | $4.05         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS SA SERIES B                                                                   | INTELSAT JACKSON HOLDINGS SA SERIES B                                                                   | CUSIP: L5137X117<br>LEI: N/A | Long             | DBT              | CORP              | US        |       405 | NS      | $4.05         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INTELSAT EMERGENCE SA                                                                                   | INTELSAT EMERGENCE SA                                                                                   | CUSIP: L5217E120<br>LEI: N/A | Long             | DBT              | CORP              | US        |      3881 | NS      | $97025.00     | 0.19%             |  |  |  | No            |                  3 | On Loan: No      |
| NMG Parent LLC                                                                                          | NMG Parent LLC                                                                                          | CUSIP: 62929P102<br>LEI: N/A | Long             | EC               | CORP              | US        |       203 | NS      | $30789.46     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-31

**Name of Applicant:** INTEGRITY FUNDS

**Signature:** Shelly Nahrstedt

**Name of Signer:** Shelly Nahrstedt

**Title:** Treasurer