# EDGAR Filing Document

**Accession Number:** 0001450011
**File Stem:** 0001450011-23-000109
**Filing Date:** 2023-3
**Character Count:** 265571
**Document Hash:** 1f48e54edd9028f4dadad1404b0c7853
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001450011-23-000109.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001450011-23-000109

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO ETF Trust
- **CENTRAL INDEX KEY:** 0001450011
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22250
- **FILM NUMBER:** 23688765

**BUSINESS ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 949.720.6000

**MAIL ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660

## Series and Classes Contracts Data

### PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund (Series ID: S000028996)

| Class ID   | Class Name                                                          | Ticker Symbol   |
|:---|:---|:---|
| C000089019 | PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund | HYS             |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PIMCO ETF Trust

- **b. Investment Company Act file number:** 811-22250

- **c. CIK number of Registrant:** 0001450011

- **d. LEI of Registrant:** 5493004M9TBGFQUJ6D27

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

  - **Street Address 1:** 650 Newport Center Drive

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** (888) 400-4383

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

- **a. Name of Series:** PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund

- **b. EDGAR series identifier (if any):** S000028996

- **c. LEI of Series:** C5UMYP9E80TI8X2OWG13

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

- **a. Date of fiscal year-end:** 2023-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1374039724.68

**Total Liabilities:** $46487783.15

**Net Assets:** $1327551941.53

**Cash Not Reported:** $10215478.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2102.945000 | **1-Year:** 20073.119300 | **5-Year:** 19862.625400 | **10-Year:** 69.530900 | **30-Year:** 0.000000

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

- **3-Month:** 32083.280100 | **1-Year:** 149305.950000 | **5-Year:** 102904.605200 | **10-Year:** 51.831200 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000089019 | 2.35%                | 1.55%                | -0.49%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1486423.71             | $21440899.93                               |
| Month 2  | $-2987492.56             | $14099045.82                               |
| Month 3  | $-2343261.25             | $-10612311.27                              |

**Designated Index Information**

- **Index Name:** ICE BofA 0-5 Year US High Yield Constrained Index

- **Index Identifier:** HUCD4PM

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                              | US 5YR NOTE (CBT) MAR23 XCBT 20230331                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       247 | NC      | $-59181.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                            | BATH + BODY WORKS INC COMPANY GUAR 01/27 6.694             | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1101902.27   | 0.08%             | 2027-01-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                            | BATH + BODY WORKS INC COMPANY GUAR 144A 07/25 9.375        | CUSIP: 501797AU8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1922000 | PA      | $2055463.74   | 0.15%             | 2025-07-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS (1375209 BC LTD)                                               | 1375209 BC LTD SR SECURED 144A 01/28 9                     | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1392000 | PA      | $1362420.00   | 0.10%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERN)                      | BAUSCH HEALTH COS INC SECURED 144A 10/30 14                | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    495000 | PA      | $296330.02    | 0.02%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: —       |
| BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERN)                      | BAUSCH HEALTH COS INC SR SECURED 144A 02/27 6.125          | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    741000 | PA      | $511942.08    | 0.04%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERN)                      | BAUSCH HEALTH COS INC SR SECURED 144A 09/28 11             | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   2522000 | PA      | $1979378.13   | 0.15%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERN)                      | BAUSCH HEALTH COS INC SR SECURED 144A 11/25 5.5            | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   2019000 | PA      | $1719333.26   | 0.13%             | 2025-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BEACON ROOFING SUPPLY INC                                                        | BEACON ROOFING SUPPLY IN SR SECURED 144A 11/26 4.5         | CUSIP: 073685AF6<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   1991000 | PA      | $1863174.55   | 0.14%             | 2026-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BERRY GLOBAL INC                                                                 | BERRY GLOBAL INC SECURED 144A 02/26 4.5                    | CUSIP: 08576PAA9<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    772000 | PA      | $738813.11    | 0.06%             | 2026-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                                                    | BLACKSTONE MORTGAGE TR SR SECURED 144A 01/27 3.75          | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8611.54      | 0.00%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC SR UNSECURED 06/26 2.75                          | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   4017000 | PA      | $3593688.54   | 0.27%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP                               | BLUE RACER MID LLC/FINAN SR UNSECURED 144A 07/26 6.625     | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $572016.80    | 0.04%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP                               | BLUE RACER MID LLC/FINAN SR UNSECURED 144A 12/25 7.625     | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1536000 | PA      | $1526475.19   | 0.11%             | 2025-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BMC SOFTWARE INC (BOXER PARENT COMPANY INC)                                      | BOXER PARENT CO INC SECURED 144A 03/26 9.125               | CUSIP: 103186AC6<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    447000 | PA      | $422412.72    | 0.03%             | 2026-03-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| BMC SOFTWARE INC (BOXER PARENT COMPANY INC)                                      | BOXER PARENT CO INC SR SECURED 144A 10/25 7.125            | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |   2972000 | PA      | $2895000.03   | 0.22%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC SR UNSECURED 144A 03/25 7.5                 | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   3151000 | PA      | $3126970.69   | 0.24%             | 2025-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BOMBARDIER INC SR UNSECURED 144A 06/26 7.125               | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   9377000 | PA      | $9114766.01   | 0.69%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL | BROOKFIELD PPTY REIT INC SR SECURED 144A 04/27 4.5         | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3165000 | PA      | $2649849.72   | 0.20%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL | BROOKFIELD PPTY REIT INC SR SECURED 144A 05/26 5.75        | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2723000 | PA      | $2492136.71   | 0.19%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                              | BUCKEYE PARTNERS LP SR UNSECURED 07/23 4.15                | CUSIP: 118230AK7<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265684.47    | 0.02%             | 2023-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                              | BUCKEYE PARTNERS LP SR UNSECURED 10/24 4.35                | CUSIP: 118230AN1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    310000 | PA      | $299971.04    | 0.02%             | 2024-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                              | BUCKEYE PARTNERS LP SR UNSECURED 12/26 3.95                | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    940000 | PA      | $842475.00    | 0.06%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                              | BUCKEYE PARTNERS LP SR UNSECURED 144A 03/25 4.125          | CUSIP: 118230AT8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    583000 | PA      | $556155.30    | 0.04%             | 2025-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCING DESIGNATED ACTIVITY COMPANY                                 | C+W SENIOR FINANCING DAC SR UNSECURED 144A 09/27 6.875     | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |   2193000 | PA      | $2044270.74   | 0.15%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAIN INC SR SECURED 144A 07/25 6.25           | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |  11238000 | PA      | $10942502.41  | 0.82%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC / CRC FINCO INC                                    | CAESARS RESORT / FINCO SR SECURED 144A 07/25 5.75          | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    746000 | PA      | $731353.09    | 0.06%             | 2025-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                              | CALPINE CORP SR SECURED 144A 06/26 5.25                    | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   2816000 | PA      | $2686907.52   | 0.20%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                                             | CARNIVAL CORP COMPANY GUAR 144A 03/27 5.75                 | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    666000 | PA      | $476702.82    | 0.04%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                                             | CARNIVAL CORP SECURED 144A 02/26 10.5                      | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   5192000 | PA      | $5225306.68   | 0.39%             | 2026-02-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                                             | CARNIVAL CORP SECURED 144A 08/27 9.875                     | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    666000 | PA      | $630472.23    | 0.05%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                                             | CARNIVAL CORP SR UNSECURED 144A 03/26 7.625                | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1829000 | PA      | $1452893.07   | 0.11%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL HOLDINGS BERMUDA LTD                                                    | CARNIVAL HLDGS BM LTD COMPANY GUAR 144A 05/28 10.375       | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1584000 | PA      | $1628961.84   | 0.12%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO COMPANY GUAR 144A 10/25 5.625                   | CUSIP: 146869AB8<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   2511000 | PA      | $1132249.65   | 0.09%             | 2025-10-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AVIATION FINANCE DESIGNATED ACTIVITY COMPANY                          | CASTLELAKE AVIATION FIN SR UNSECURED 144A 04/27 5          | CUSIP: 14856HAA6<br>LEI: 2138006F7SMD1COVC345 | Long             | DBT              | CORP              | IE        |   3641000 | PA      | $3172908.56   | 0.24%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS INC                                                    | CATALENT PHARMA SOLUTION COMPANY GUAR 144A 07/27 5         | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3141069.70   | 0.24%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CBS OUTDOOR AMERICAS CAPITAL LLC/CBS OUTDOOR AMERICAS CAPITAL CORP               | OUTFRONT MEDIA CAP LLC/C COMPANY GUAR 144A 06/25 6.25      | CUSIP: 69007TAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    798000 | PA      | $791812.61    | 0.06%             | 2025-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CEC ENTERTAINMENT LLC                                                            | CEC ENTERTAINMENT LLC SR SECURED 144A 05/26 6.75           | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1264000 | PA      | $1177100.00   | 0.09%             | 2026-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP / CANADAS WONDERLAND CO / MAGNUM MANAGEMENT CORP / MILLENNIUM OP   | CEDAR FAIR/CAN/MAGNUM/MI SR SECURED 144A 05/25 5.5         | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1080011.95   | 0.08%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                                             | CENGAGE LEARNING INC SR UNSECURED 144A 06/24 9.5           | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |    466000 | PA      | $445139.51    | 0.03%             | 2024-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CENTERFIELD MEDIA PARENT INC                                                     | MILLENNIUM ESCROW CORP SR SECURED 144A 08/26 6.625         | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1138000 | PA      | $729800.71    | 0.05%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CGG SA                                                                           | CGG SA SR SECURED 144A 04/27 8.75                          | CUSIP: 12531TAF6<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |   4199000 | PA      | $3363422.56   | 0.25%             | 2027-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO)                | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 05/26 5.5         | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4299000 | PA      | $4168871.51   | 0.31%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHEMOURS COMPANY                                                                 | CHEMOURS CO COMPANY GUAR 05/27 5.375                       | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   2367000 | PA      | $2189510.51   | 0.16%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORPORATION                                                    | CHESAPEAKE ENERGY CORP COMPANY GUAR 144A 02/26 5.5         | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   4540000 | PA      | $4386888.55   | 0.33%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC / CHOBANI FINANCE CORP INC                                           | CHOBANI LLC/FINANCE CORP COMPANY GUAR 144A 04/25 7.5       | CUSIP: 17027NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2594377.80   | 0.20%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/26 8           | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   7683000 | PA      | $7010737.50   | 0.53%             | 2026-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/27 5.625       | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2746000 | PA      | $2359582.88   | 0.18%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INCORPORATED                                                     | CHURCHILL DOWNS INC COMPANY GUAR 144A 04/27 5.5            | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   3614000 | PA      | $3430065.87   | 0.26%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PUBLIC LIMITED COMPANY                                                  | CIMPRESS PLC COMPANY GUAR 144A 06/26 7                     | CUSIP: 17186HAC6<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |   4344000 | PA      | $3009870.72   | 0.23%             | 2026-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                                 | CINEMARK USA INC COMPANY GUAR 144A 03/26 5.875             | CUSIP: 172441BD8<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   2074000 | PA      | $1730145.34   | 0.13%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                                 | CINEMARK USA INC SR SECURED 144A 05/25 8.75                | CUSIP: 172441BC0<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    744000 | PA      | $753284.20    | 0.06%             | 2025-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CITGO HOLDING INC (AKA: PDV AMERICA INC)                                         | CITGO HOLDING INC SR SECURED 144A 08/24 9.25               | CUSIP: 17302WAB4<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264928.95    | 0.02%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORPORATION                                                      | CITGO PETROLEUM CORP SR SECURED 144A 06/25 7               | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    264000 | PA      | $258107.52    | 0.02%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITRIX (PICARD MIDCO INC)                                                        | PICARD MIDCO INC SR SECURED 144A 03/29 6.5                 | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1584000 | PA      | $1337000.89   | 0.10%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP (AKA: PANTHER BF AGGREGATOR 2 LP)                              | CLARIOS GLOBAL LP SR SECURED 144A 05/25 6.75               | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |   4122000 | PA      | $4137545.92   | 0.31%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                        | CLARIOS GLOBAL LP/US FIN SR SECURED 144A 05/26 6.25        | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3040000 | PA      | $2976044.91   | 0.22%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLARIVATE (CAMELOT FINANCE SA)                                                   | CAMELOT FINANCE SA SR SECURED 144A 11/26 4.5               | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    824000 | PA      | $773571.71    | 0.06%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL INTERNATIONAL BV                                                   | CLEAR CHANNEL INTL BV SR SECURED 144A 08/25 6.625          | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1546000 | PA      | $1477642.31   | 0.11%             | 2025-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORPORATION                                                     | CLEARWATER PAPER CORP COMPANY GUAR 144A 02/25 5.375        | CUSIP: 18538RAH6<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |    374000 | PA      | $365318.39    | 0.03%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND CLIFFS INC SR SECURED 144A 03/26 6.75            | CUSIP: 185899AG6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2385022.50   | 0.18%             | 2026-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORPORATION                                                        | CNX RESOURCES CORP COMPANY GUAR 144A 03/27 7.25            | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132231.26    | 0.01%             | 2027-03-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC                                                  | COGENT COMMUNICATIONS GR COMPANY GUAR 144A 06/27 7         | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |   5407000 | PA      | $5305229.93   | 0.40%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC                                                  | COGENT COMMUNICATIONS GR SR SECURED 144A 05/26 3.5         | CUSIP: 19240CAC7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $932429.69    | 0.07%             | 2026-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG SUBORDINATED 144A 09/23 8.125               | CUSIP: 20259BAA9<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |   3604000 | PA      | $3633108.14   | 0.27%             | 2023-09-19      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                    | COMMSCOPE INC COMPANY GUAR 144A 03/27 8.25                 | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   6178000 | PA      | $4797711.24   | 0.36%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                    | COMMSCOPE INC SR SECURED 144A 03/26 6                      | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   4801000 | PA      | $4440684.95   | 0.33%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC (AKA: ANDREW CORP)                                    | COMMSCOPE TECH LLC COMPANY GUAR 144A 03/27 5               | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |   1301000 | PA      | $885696.84    | 0.07%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC (AKA: ANDREW CORP)                                    | COMMSCOPE TECH LLC COMPANY GUAR 144A 06/25 6               | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1220336.28   | 0.09%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COOPER-STANDARD AUTOMOTIVE INC                                                   | COOPER STANDARD AUTOMOTI COMPANY GUAR 144A 11/26 5.625     | CUSIP: 216762AF1<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    494000 | PA      | $213200.52    | 0.02%             | 2026-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| COTY INC                                                                         | COTY INC COMPANY GUAR 144A 04/26 6.5                       | CUSIP: 222070AB0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   4708000 | PA      | $4526977.40   | 0.34%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| COTY INC                                                                         | COTY INC SR SECURED 144A 04/26 5                           | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   4613000 | PA      | $4380790.85   | 0.33%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEP CORP MICH                                                           | CREDIT ACCEPTANC COMPANY GUAR 03/26 6.625                  | CUSIP: 225310AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3974000 | PA      | $3772865.93   | 0.28%             | 2026-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEP CORP MICH                                                           | CREDIT ACCEPTANC COMPANY GUAR 144A 12/24 5.125             | CUSIP: 225310AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1054578.67   | 0.08%             | 2024-12-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP / CRESTWOOD MIDSTREAM FINANCE CORP               | CRESTWOOD MID PARTNER LP COMPANY GUAR 04/25 5.75           | CUSIP: 226373AP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4273000 | PA      | $4164123.96   | 0.31%             | 2025-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP / CRESTWOOD MIDSTREAM FINANCE CORP               | CRESTWOOD MID PARTNER LP COMPANY GUAR 144A 05/27 5.625     | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $167709.60    | 0.01%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC / CROWN AMERICAS CAPITAL CORP V                               | CROWN AMER/CAP CORP V COMPANY GUAR 09/26 4.25              | CUSIP: 22819KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1222784.00   | 0.09%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC / CROWN AMERICAS CAPITAL CORP VI                              | CROWN AMER/CAP CORP VI COMPANY GUAR 02/26 4.75             | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    344000 | PA      | $334529.68    | 0.03%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                                  | IHEARTMEDIA INC   CLASS B COMMON STOCK                     | CUSIP: 45174J608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    122615 | NS      | $676466.96    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| CROWN CORK & SEAL COMPANY INC                                                    | CROWN CORK + SEAL CO INC COMPANY GUAR 12/26 7.375          | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |   2527000 | PA      | $2605918.21   | 0.20%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP / CROWNROCK FINANCE INC                                             | CROWNROCK LP/CROWNROCK F SR UNSECURED 144A 10/25 5.625     | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6690000 | PA      | $6469464.15   | 0.49%             | 2025-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR ENERGY INC COMPANY GUAR 144A 02/25 5.25                | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   2297000 | PA      | $2116651.05   | 0.16%             | 2025-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTERS INC                                                               | DAVE + BUSTER S INC SR SECURED 144A 11/25 7.625            | CUSIP: 23833NAH7<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | DBT              | CORP              | US        |    257000 | PA      | $258660.22    | 0.02%             | 2025-11-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                                      | INTELSAT EMERGENCE SA COMMON STOCK                         | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |     90699 | NS      | $2176776.00   | 0.16%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                       | DCP MIDSTREAM OPERATING COMPANY GUAR 03/23 3.875           | CUSIP: 23311VAD9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    749000 | PA      | $745966.55    | 0.06%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                       | DCP MIDSTREAM OPERATING COMPANY GUAR 07/27 5.625           | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $1040384.57   | 0.08%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | DELTA AIR LINES INC SR UNSECURED 01/26 7.375               | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |  10553000 | PA      | $10799623.61  | 0.81%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | DELTA AIR LINES INC SR UNSECURED 04/23 3.8                 | CUSIP: 247361ZP6<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    137000 | PA      | $135874.55    | 0.01%             | 2023-04-19      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | DELTA AIR LINES INC SR UNSECURED 10/24 2.9                 | CUSIP: 247361ZU5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2548000 | PA      | $2418073.05   | 0.18%             | 2024-10-28      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                 | DEUTSCHE BANK AG SUBORDINATED 04/25 4.5                    | CUSIP: 251525AP6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1006000 | PA      | $956712.35    | 0.07%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                 | DEUTSCHE BANK AG SUBORDINATED 05/28 VAR                    | CUSIP: 251525AM3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2756000 | PA      | $2593163.56   | 0.20%             | 2028-05-24      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC                                   | DIAMOND FRGN/DIAMOND FIN SR SECURED 04/27 9                | CUSIP: 25260WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     77361 | PA      | $73492.95     | 0.01%             | 2027-04-22      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC                                   | DIAMOND FRGN/DIAMOND FIN SR SECURED 144A 04/27 9           | CUSIP: 25260WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     79140 | PA      | $75183.00     | 0.01%             | 2027-04-22      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND OFFSHORE DRILLING INC                                                    | 1L DD LAST OUT NOTES                                       | CUSIP: 937ZOJII6<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | DBT              | CORP              | US        |     79151 | PA      | $77570.36     | 0.01%             | 2026-12-21      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO                             | DIAMOND SPORTS GR/DIAMON SECURED 144A 08/26 5.375          | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6810000 | PA      | $808687.50    | 0.06%             | 2026-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INCORPORATED                                                     | DIEBOLD NIXDORF INC SR SECURED 144A 07/25 9.375            | CUSIP: 253651AD5<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |   2176390 | PA      | $1479945.20   | 0.11%             | 2025-07-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                         | DIRECTV FIN LLC/COINC SR SECURED 144A 08/27 5.875          | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9643000 | PA      | $8645528.08   | 0.65%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                                             | DISH DBS CORP COMPANY GUAR 03/23 5                         | CUSIP: 25470XAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4897000 | PA      | $4884438.95   | 0.37%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                                             | DISH DBS CORP COMPANY GUAR 07/26 7.75                      | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4428000 | PA      | $3579816.60   | 0.27%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                                             | DISH DBS CORP COMPANY GUAR 11/24 5.875                     | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1964000 | PA      | $1829061.20   | 0.14%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                                             | DISH DBS CORP SR SECURED 144A 12/26 5.25                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8082000 | PA      | $6822905.22   | 0.51%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                                         | DISH NETWORK CORP SR SECURED 144A 11/27 11.75              | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   3394000 | PA      | $3499723.10   | 0.26%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                                     | DIVERSIFIED HEALTHCARE T COMPANY GUAR 06/25 9.75           | CUSIP: 25525PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1152617.44   | 0.09%             | 2025-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| DPL INC                                                                          | DPL INC SR UNSECURED 07/25 4.125                           | CUSIP: 233293AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    328000 | PA      | $308720.06    | 0.02%             | 2025-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DRAX FINCO PLC                                                                   | DRAX FINCO PLC SR SECURED 144A 11/25 6.625                 | CUSIP: 26151AAA7<br>LEI: 5493000MW6H7G7JFNQ88 | Long             | DBT              | CORP              | GB        |   1019000 | PA      | $975413.27    | 0.07%             | 2025-11-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JERSEY NEWCO                                                                     | JERSET NEWCO SHARES 4848TT939                              | CUSIP: 935IRB909<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5855 | NS      | $418632.50    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                          | DUKE ENERGY CORP SR UNSECURED 08/32 4.5                    | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187938.73    | 0.01%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EARTHSTONE ENERGY HOLDINGS LLC                                                   | EARTHSTONE ENERGY HOL COMPANY GUAR 144A 04/27 8            | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |    460000 | PA      | $440634.00    | 0.03%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                   | ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 01/49 VAR       | CUSIP: 268317AF1<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1948000 | PA      | $1943757.20   | 0.15%             | 2023-01-29      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                   | ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 12/49 VAR       | CUSIP: 268317AM6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   2111000 | PA      | $1998623.66   | 0.15%             | 2024-01-22      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                               | ENACT HOLDINGS INC SR UNSECURED 144A 08/25 6.5             | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4060000 | PA      | $3991304.80   | 0.30%             | 2025-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGEAN PLC                                                                     | ENERGEAN PLC SR SECURED 144A 04/27 6.5                     | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |   1937000 | PA      | $1804786.19   | 0.14%             | 2027-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNERS LP                                                     | ENLINK MIDSTREAM PARTNER SR UNSECURED 06/25 4.15           | CUSIP: 29336UAE7<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    748000 | PA      | $708182.58    | 0.05%             | 2025-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNERS LP                                                     | ENLINK MIDSTREAM PARTNER SR UNSECURED 07/26 4.85           | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    802000 | PA      | $755281.84    | 0.06%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                          | ENOVA INTERNATIONAL INC COMPANY GUAR 144A 09/24 8.5        | CUSIP: 29357KAD5<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    521000 | PA      | $491184.54    | 0.04%             | 2024-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                          | ENOVA INTERNATIONAL INC COMPANY GUAR 144A 09/25 8.5        | CUSIP: 29357KAF0<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |   1761000 | PA      | $1635491.66   | 0.12%             | 2025-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENSIGN DRILLING INC                                                              | ENSIGN DRILLING INC COMPANY GUAR 144A 04/24 9.25           | CUSIP: 29359NAA3<br>LEI: 549300MJ7RLJKQNMN618 | Long             | DBT              | CORP              | CA        |    840000 | PA      | $795215.14    | 0.06%             | 2024-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENTERCOM/CBS RADIO (AUDACY CAPITAL CORP)                                         | ENTERCOM MEDIA CORP SECURED 144A 05/27 6.5                 | CUSIP: 29365DAA7<br>LEI: 549300S5JUSXRHNCHD80 | Long             | DBT              | CORP              | US        |    700000 | PA      | $132806.52    | 0.01%             | 2027-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP)                       | EQM MIDSTREAM PARTNERS L SR UNSECURED 08/24 4              | CUSIP: 26885BAA8<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1285191.15   | 0.10%             | 2024-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP)                       | EQM MIDSTREAM PARTNERS L SR UNSECURED 12/26 4.125          | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1421000 | PA      | $1266710.85   | 0.10%             | 2026-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP)                       | EQM MIDSTREAM PARTNERS L SR UNSECURED 144A 06/27 7.5       | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1956267.08   | 0.15%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP)                       | EQM MIDSTREAM PARTNERS L SR UNSECURED 144A 07/25 6         | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1445241.65   | 0.11%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXELA INTERMEDIATE LLC / EXELA FINANCE INC                                       | EXELA INTERMED/EXELA FIN SR SECURED 144A 07/26 11.5        | CUSIP: 30162RAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1298000 | PA      | $227150.00    | 0.02%             | 2026-07-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: —       |
| FAGE INTERNATIONAL SA / FAGE USA DAIRY INDUSTRY INC                              | FAGE INTL / FAGE  USA COMPANY GUAR 144A 08/26 5.625        | CUSIP: 30257WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1559000 | PA      | $1448653.98   | 0.11%             | 2026-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                           | FAIR ISAAC CORP SR UNSECURED 144A 05/26 5.25               | CUSIP: 303250AE4<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    476000 | PA      | $466789.40    | 0.04%             | 2026-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FLHB)                                                    | FEDERAL HOME LOAN BANK BONDS 01/23 VAR                     | CUSIP: 3130ATJ99<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   8391000 | PA      | $8391002.69   | 0.63%             | 2023-01-06      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSECURED 01/26 1.6                    | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    331000 | PA      | $293194.63    | 0.02%             | 2026-01-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSECURED 03/25 2.05                   | CUSIP: 337932AK3<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    836000 | PA      | $775941.69    | 0.06%             | 2025-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSECURED 07/27 4.4                    | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   4599000 | PA      | $4288330.33   | 0.32%             | 2027-07-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO LP / FIVE POINT CAPITAL CORP                             | FIVE POINT OP CO LP/FIVE COMPANY GUAR 144A 11/25 7.875     | CUSIP: 33834YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1617025.98   | 0.12%             | 2025-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD GROUP (SIGMA HOLDCO BV)                                               | SIGMA HOLDCO BV COMPANY GUAR 144A 05/26 7.875              | CUSIP: 82660CAA0<br>LEI: 254900RAPCKVT00GAO59 | Long             | DBT              | CORP              | NL        |   1438000 | PA      | $1030974.10   | 0.08%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES (AUGUST 2006) PTY LIMITED                                          | FMG RESOURCES AUG 2006 COMPANY GUAR 144A 05/24 5.125       | CUSIP: 30251GAW7<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1615000 | PA      | $1590035.65   | 0.12%             | 2024-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES (AUGUST 2006) PTY LIMITED                                          | FMG RESOURCES AUG 2006 COMPANY GUAR 144A 09/27 4.5         | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1527000 | PA      | $1411283.94   | 0.11%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                      | PIMCO GOVERNMENT MONEY MARKET FUND                         | CUSIP: 72202E534<br>LEI: 549300XUGLULJEQL0159 | Long             | STIV             | RF                | US        |  34728238 | PA      | $34728237.94  | 2.62%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 01/24 3.81           | CUSIP: 345397YG2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    449000 | PA      | $437331.77    | 0.03%             | 2024-01-09      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 01/26 4.389          | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4436000 | PA      | $4142137.18   | 0.31%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 01/27 4.271          | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $2922489.81   | 0.22%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 02/25 2.3            | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    988000 | PA      | $903605.04    | 0.07%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| RIVERBED HOLDINGS INC (AKA: PROJECT HOMESTAKE HOLDINGS LLC)                      | RIVERBED TECH 12/21 COMMON LX201248                        | CUSIP: 944BNG005<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22812 | NS      | $5703.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/24 5.584          | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1637000 | PA      | $1619074.85   | 0.12%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 4.95           | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1913000 | PA      | $1788215.01   | 0.13%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 4.687          | CUSIP: 345397ZJ5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1132385.32   | 0.09%             | 2025-06-09      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 5.125          | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2858000 | PA      | $2753801.89   | 0.21%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/25 4.134          | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1599000 | PA      | $1500166.32   | 0.11%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 2.7            | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2857000 | PA      | $2484590.05   | 0.19%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 4.542          | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1691000 | PA      | $1561004.38   | 0.12%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 09/24 3.664          | CUSIP: 345397WW9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $996231.78    | 0.08%             | 2024-09-08      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/23 3.37           | CUSIP: 345397A78<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19535.43     | 0.00%             | 2023-11-17      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/24 4.063          | CUSIP: 345397ZX4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $972856.89    | 0.07%             | 2024-11-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375          | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226445.71    | 0.02%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 3.815          | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176104.00    | 0.01%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC                         | FORTRESS TRANS + INFRAST SR UNSECURED 144A 08/27 9.75      | CUSIP: 34960PAC5<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    789000 | PA      | $792353.27    | 0.06%             | 2027-08-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC                         | FORTRESS TRANS + INFRAST SR UNSECURED 144A 10/25 6.5       | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   4291000 | PA      | $4041923.97   | 0.30%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS INC                                                | FOUNDATION BUILDING M COMPANY GUAR 144A 03/29 6            | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $225967.12    | 0.02%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORPORATION                                                     | FREEDOM MORTGAGE CORP SR UNSECURED 144A 01/27 6.625        | CUSIP: 35640YAG2<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    850000 | PA      | $662575.91    | 0.05%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORPORATION                                                     | FREEDOM MORTGAGE CORP SR UNSECURED 144A 04/25 8.25         | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1540807.42   | 0.12%             | 2025-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORPORATION                                                     | FREEDOM MORTGAGE CORP SR UNSECURED 144A 05/26 7.625        | CUSIP: 35640YAF4<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   2014000 | PA      | $1683111.10   | 0.13%             | 2026-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORPORATION                                                     | FREEDOM MORTGAGE CORP SR UNSECURED 144A 11/24 8.125        | CUSIP: 35640YAA5<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1302192.54   | 0.10%             | 2024-11-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS SR SECURED 144A 10/27 5.875        | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7125000 | PA      | $6631736.25   | 0.50%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GANNETT HOLDINGS LLC                                                             | GANNETT HOLDINGS LLC SR SECURED 144A 11/26 6               | CUSIP: 36474GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $432625.75    | 0.03%             | 2026-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| GARDA WORLD SECURITY CORPORATION                                                 | GARDA WORLD SECURITY COR SR UNSECURED 144A 11/27 9.5       | CUSIP: 36257BAA7<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    347000 | PA      | $334716.65    | 0.03%             | 2027-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORPORATION                                                 | GARDA WORLD SECURITY SR SECURED 144A 02/27 4.625           | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   3009000 | PA      | $2662062.30   | 0.20%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC / GATES CORP                                                    | GATES GLOBAL/GATES CORP COMPANY GUAR 144A 01/26 6.25       | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3373000 | PA      | $3260173.15   | 0.25%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                  | GEN DIGITAL INC SR UNSECURED 144A 04/25 5                  | CUSIP: 871503AU2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   1437000 | PA      | $1401031.57   | 0.11%             | 2025-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                  | NORTONLIFELOCK INC COMPANY GUAR 144A 09/27 6.75            | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142288.50    | 0.01%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP                                  | GENESIS ENERGY LP/FIN COMPANY GUAR 01/27 8                 | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4836000 | PA      | $4573985.52   | 0.34%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP                                  | GENESIS ENERGY LP/FIN COMPANY GUAR 05/26 6.25              | CUSIP: 37185LAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3107000 | PA      | $2847710.38   | 0.21%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP                                  | GENESIS ENERGY LP/FIN COMPANY GUAR 10/25 6.5               | CUSIP: 37185LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1180338.57   | 0.09%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP                                  | GENESIS ENERGY LP/GENESI COMPANY GUAR 06/24 5.625          | CUSIP: 37185LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    443000 | PA      | $428409.60    | 0.03%             | 2024-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                                 | GETTY IMAGES INC SR UNSECURED 144A 03/27 9.75              | CUSIP: 374276AJ2<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   2607000 | PA      | $2577394.86   | 0.19%             | 2027-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC SR SECURED 144A 06/25 4.25           | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    537000 | PA      | $513864.24    | 0.04%             | 2025-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC SR SECURED 144A 08/25 3.75           | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   2636000 | PA      | $2495171.70   | 0.19%             | 2025-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                            | GFL ENVIRONMENTAL INC SR SECURED 144A 12/26 5.125          | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    968000 | PA      | $927283.56    | 0.07%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                                   | GLOBAL AIR LEASE CO LTD SR UNSECURED 144A 09/24 6.5        | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    155437 | PA      | $132455.64    | 0.01%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                    | GLOBAL ATLANTIC COMPANY GUAR 144A 10/51 VAR                | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2714000 | PA      | $2071549.49   | 0.16%             | 2051-10-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE INC                                                      | GLOBAL MEDICAL RESPONSE SR SECURED 144A 10/25 6.5          | CUSIP: 37960BAA3<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1167748.12   | 0.09%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STEARNS HOLDINGS LLC                                                             | STEARNS HOLDING LLC CLASS B STEARNS HOLDING LLC CLASSB     | CUSIP: 9353MP906<br>LEI: 549300B7MV13XJXKBZ36 | Long             | EC               | CORP              | US        |    214645 | NS      | $0.21         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOEASY LTD                                                                       | GOEASY LTD COMPANY GUAR 144A 05/26 4.375                   | CUSIP: 380355AF4<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   4101000 | PA      | $3635208.42   | 0.27%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                       | GOEASY LTD COMPANY GUAR 144A 12/24 5.375                   | CUSIP: 380355AD9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   2252000 | PA      | $2164284.60   | 0.16%             | 2024-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDEN ENTERTAINMENT INC (AKA: LAKES ENTERTAINMENT INC)                          | GOLDEN ENTERTAINMENT INC SR UNSECURED 144A 04/26 7.625     | CUSIP: 381013AA9<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |    577000 | PA      | $569612.19    | 0.04%             | 2026-04-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER CO/THE                                                    | GOODYEAR TIRE + RUBBER COMPANY GUAR 05/25 9.5              | CUSIP: 382550BH3<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    251000 | PA      | $258312.21    | 0.02%             | 2025-05-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                                   | GOTO GROUP INC SR SECURED 144A 09/27 5.5                   | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |   1397000 | PA      | $753544.48    | 0.06%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                           | GRAN TIERRA ENERGY INC COMPANY GUAR 144A 05/27 7.75        | CUSIP: 38502JAA9<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    732000 | PA      | $594117.96    | 0.04%             | 2027-05-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INTERNATIONAL HOLDINGS LTD                                    | GRAN TIERRA ENERGY INTL COMPANY GUAR 144A 02/25 6.25       | CUSIP: 38502HAA3<br>LEI: 549300RQNK5SS6I0T293 | Long             | DBT              | CORP              | KY        |    530000 | PA      | $463831.66    | 0.03%             | 2025-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL LLC                                              | GRAPHIC PACKAGING INTERN COMPANY GUAR 144A 07/27 4.75      | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    656000 | PA      | $618476.80    | 0.05%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PARTNERS LLC                                                | GREYSTAR REAL ESTATE PAR SR SECURED 144A 12/25 5.75        | CUSIP: 39807UAB2<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244743.13    | 0.02%             | 2025-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                                                             | GRUBHUB HOLDINGS INC COMPANY GUAR 144A 07/27 5.5           | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    742000 | PA      | $538491.66    | 0.04%             | 2027-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY CORPORATION                                                      | GULFPORT ENERGY OP CORP COMPANY GUAR 144A 05/26 8          | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |    515000 | PA      | $502781.63    | 0.04%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                                  | HANESBRANDS INC COMPANY GUAR 144A 05/24 4.625              | CUSIP: 410345AJ1<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |   3475000 | PA      | $3371297.73   | 0.25%             | 2024-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                                  | HANESBRANDS INC COMPANY GUAR 144A 05/26 4.875              | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $935610.38    | 0.07%             | 2026-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)                      | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/26 3.375       | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4939000 | PA      | $4297868.41   | 0.32%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                               | HARBOUR ENERGY PLC COMPANY GUAR 144A 10/26 5.5             | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   2614000 | PA      | $2347463.49   | 0.18%             | 2026-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HARSCO CORPORATION                                                               | HARSCO CORP COMPANY GUAR 144A 07/27 5.75                   | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    817000 | PA      | $646366.75    | 0.05%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECTUAL PROPERTY LTD / HAWAIIANMILES LOYALTY LTD             | HAWAIIAN BRAND INTELLECT SR SECURED 144A 01/26 5.75        | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1041000 | PA      | $944082.90    | 0.07%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HEARTHSIDE (H-FOOD HOLDINGS LLC/HEARTHSIDE FINANCE COMPANY INC)                  | H FOOD HOLDNG/HEARTHSIDE SR UNSECURED 144A 06/26 8.5       | CUSIP: 577088AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1409000 | PA      | $819446.22    | 0.06%             | 2026-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                                                             | HADRIAN MERGER SUB SR UNSECURED 144A 05/26 8.5             | CUSIP: 42239PAA7<br>LEI: 5493008FRC0GRKBN1075 | Long             | DBT              | CORP              | US        |   2227000 | PA      | $1971351.54   | 0.15%             | 2026-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                       | HERTZ CORP/THE COMPANY GUAR 144A 12/26 4.625               | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1226252.50   | 0.09%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                     | HESS MIDSTREAM OPERATION COMPANY GUAR 144A 02/26 5.625     | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3414000 | PA      | $3331091.01   | 0.25%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORPORATION                                                               | HEXCEL CORP SR UNSECURED 02/27 4.2                         | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   3133000 | PA      | $2897836.42   | 0.22%             | 2027-02-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORPORATION                                                               | HEXCEL CORP SR UNSECURED 08/25 4.95                        | CUSIP: 428291AM0<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $1151328.14   | 0.09%             | 2025-08-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                                                  | HILLENBRAND INC COMPANY GUAR 06/25 5.75                    | CUSIP: 431571AD0<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    208000 | PA      | $207346.88    | 0.02%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                                                  | HILLENBRAND INC COMPANY GUAR 09/26 5                       | CUSIP: 431571AB4<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1289037.66   | 0.10%             | 2026-09-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                            | HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 05/25 5.375     | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   2736000 | PA      | $2714947.96   | 0.20%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOLLY ENERGY PARTNERS LP / HOLLY ENERGY FINANCE CORP                             | HOLLY NRG PRTNR/FIN CORP COMPANY GUAR 144A 04/27 6.375     | CUSIP: 435765AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    533000 | PA      | $524361.08    | 0.04%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                             | HOWARD MIDSTREAM ENERGY SR UNSECURED 144A 01/27 6.75       | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3043000 | PA      | $2920659.50   | 0.22%             | 2027-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | HOWMET AEROSPACE INC SR UNSECURED 02/27 5.9                | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   6612000 | PA      | $6585618.12   | 0.50%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | HOWMET AEROSPACE INC SR UNSECURED 05/25 6.875              | CUSIP: 443201AA6<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   3347000 | PA      | $3440046.60   | 0.26%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | HOWMET AEROSPACE INC SR UNSECURED 10/24 5.125              | CUSIP: 013817AW1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    278000 | PA      | $275509.12    | 0.02%             | 2024-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VOYAGER AVIATION HOLDINGS LLC                                                    | VOYAGER AVIATION HLD EQUITY VOYAGER AVIATION 92918X9D9     | CUSIP: 942UCF009<br>LEI: 549300KHOKL1CX4NIJ92 | Long             | EC               | CORP              | US        |       530 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                                        | HUB INTERNATIONAL LTD COMPANY GUAR 144A 05/26 7            | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   4752000 | PA      | $4661807.04   | 0.35%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                              | HUDBAY MINERALS INC COMPANY GUAR 144A 04/26 4.5            | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    926000 | PA      | $842252.25    | 0.06%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES/FIN COMPANY GUAR 05/26 6.25              | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    448000 | PA      | $431509.59    | 0.03%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES/FIN COMPANY GUAR 09/24 4.75              | CUSIP: 451102BW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2352000 | PA      | $2260380.54   | 0.17%             | 2024-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | ICAHN ENTERPRISES/FIN COMPANY GUAR 12/25 6.375             | CUSIP: 451102BQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    906000 | PA      | $880197.12    | 0.07%             | 2025-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                         | IHEARTCOMMUNICATIONS INC COMPANY GUAR 05/27 8.375          | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    846930 | PA      | $721997.24    | 0.05%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                         | IHEARTCOMMUNICATIONS INC SR SECURED 05/26 6.375            | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    847342 | PA      | $780893.44    | 0.06%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                         | IHEARTCOMMUNICATIONS INC SR SECURED 144A 08/27 5.25        | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   2706000 | PA      | $2296482.94   | 0.17%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                | ILIAD HOLDING SAS SR SECURED 144A 10/26 6.5                | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |   3269000 | PA      | $3037501.97   | 0.23%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL DADE (BCPE EMPIRE HOLDINGS INC)                                         | BCPE EMPIRE HOLDINGS INC SR UNSECURED 144A 05/27 7.625     | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |   2844000 | PA      | $2553997.32   | 0.19%             | 2027-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2 PLC                                                      | INEOS QUATTRO FINANCE 2 SR SECURED 144A 01/26 3.375        | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |   1833000 | PA      | $1686350.84   | 0.13%             | 2026-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INMARSAT (CONNECT FINCO SARL/CONNECT US FINCO LLC)                               | CONNECT FINCO SARL/CONNE SR SECURED 144A 10/26 6.75        | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   6115000 | PA      | $5679731.36   | 0.43%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS SA                                                     | INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5            | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   1765000 | PA      | $1582304.85   | 0.12%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS SA                                                     | INTELSAT JACKSON HOLDINGS S.A. 2021 EXIT TERM LOAN B       | CUSIP: L5137LAQ8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | LON              | CORP              | LU        |   1574561 | PA      | $1523387.38   | 0.11%             | 2029-02-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                | INTERNATIONAL GAME TECH SR SECURED 144A 02/25 6.5          | CUSIP: 460599AC7<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    918000 | PA      | $925086.96    | 0.07%             | 2025-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                | INTERNATIONAL GAME TECH SR SECURED 144A 04/26 4.125        | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    402000 | PA      | $375449.67    | 0.03%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA SUBORDINATED 144A 01/26 5.71           | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1266000 | PA      | $1218011.35   | 0.09%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA SUBORDINATED 144A 06/24 5.017          | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   7668000 | PA      | $7375608.81   | 0.56%             | 2024-06-26      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC COMPANY GUAR 144A 05/27 5                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1889000 | PA      | $1804939.50   | 0.14%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC COMPANY GUAR 144A 10/26 5                        | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   7112000 | PA      | $6806532.13   | 0.51%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ISTAR INC (AKA: ISTAR FINANCIAL INC)                                             | ISTAR INC SR UNSECURED 08/25 4.25                          | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |    272000 | PA      | $267007.32    | 0.02%             | 2025-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ISTAR INC (AKA: ISTAR FINANCIAL INC)                                             | ISTAR INC SR UNSECURED 10/24 4.75                          | CUSIP: 45031UCF6<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |    742000 | PA      | $737702.59    | 0.06%             | 2024-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC)                    | JAGUAR LAND ROVER AUTOMO COMPANY GUAR 144A 02/23 5.625     | CUSIP: 47010BAA2<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |   4312000 | PA      | $4293201.19   | 0.32%             | 2023-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC)                    | JAGUAR LAND ROVER AUTOMO COMPANY GUAR 144A 10/25 7.75      | CUSIP: 47010BAJ3<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |   1762000 | PA      | $1623823.96   | 0.12%             | 2025-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDINGS LLC                                                   | JEFFERSON CAPITAL HOLDIN COMPANY GUAR 144A 08/26 6         | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2776000 | PA      | $2300887.60   | 0.17%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                                     | JELD WEN INC COMPANY GUAR 144A 12/25 4.625                 | CUSIP: 475795AC4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1017561.44   | 0.08%             | 2025-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                                     | JELD WEN INC SR SECURED 144A 05/25 6.25                    | CUSIP: 475795AE0<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    259000 | PA      | $244055.57    | 0.02%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KANTAR GROUP (SUMMER BC BIDCO B LLC)                                             | SUMMER (BC) BIDC SR SECURED 144A 10/26 5.5                 | CUSIP: 865632AA1<br>LEI: 213800CCW2O2WZ7YV169 | Long             | DBT              | CORP              | US        |   3104000 | PA      | $2522589.76   | 0.19%             | 2026-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAR AUCTION SERVICES INC                                                         | KAR AUCTION SERVICES INC COMPANY GUAR 144A 06/25 5.125     | CUSIP: 48238TAA7<br>LEI: 5493004HKD20LBSG7D03 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1004908.94   | 0.08%             | 2025-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KIK CUSTOM PRODUCTS INC                                                          | KRONOS ACQ  / KIK CUSTOM SR SECURED 144A 12/26 5           | CUSIP: 50106GAE2<br>LEI: 54930093YQIEW0FV8L89 | Long             | DBT              | CORP              | US        |    330000 | PA      | $285862.50    | 0.02%             | 2026-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                                         | LABL INC SR SECURED 144A 07/26 6.75                        | CUSIP: 50168AAB6<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   2618000 | PA      | $2471847.11   | 0.19%             | 2026-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                                         | LABL INC SR UNSECURED 144A 07/27 10.5                      | CUSIP: 50168AAA8<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   2822000 | PA      | $2630329.76   | 0.20%             | 2027-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ABBOT GROUP LTD (KCA DEUTAG UK FINANCE PLC)                                      | KCA DEUTAG UK FINANCE PL SR SECURED 12/25 9.875            | CUSIP: ACI1TQYQ0<br>LEI: 529900T5G3VI71LSI184 | Long             | DBT              | CORP              | GB        |    261773 | PA      | $247866.31    | 0.02%             | 2025-12-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP               | LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 02/27 4.25      | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3647000 | PA      | $3069968.85   | 0.23%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP               | LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 10/25 5.25      | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1261329.55   | 0.10%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAREDO PETROLEUM INC                                                             | LAREDO PETROLEUM INC COMPANY GUAR 01/25 9.5                | CUSIP: 516806AF3<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    271000 | PA      | $267531.21    | 0.02%             | 2025-01-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | LAS VEGAS SANDS CORP SR UNSECURED 06/25 2.9                | CUSIP: 517834AH0<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   3069000 | PA      | $2823065.99   | 0.21%             | 2025-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5                | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   6547000 | PA      | $5918810.37   | 0.45%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH LLC                                                      | LEGACY LIFEPOINT HEALTH SR SECURED 144A 02/27 4.375        | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8474.00      | 0.00%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH LLC                                                      | LEGACY LIFEPOINT HEALTH SR SECURED 144A 04/25 6.75         | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1527125.40   | 0.12%             | 2025-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LEGENDS HOSPITALITY HOLDING CO LLC / LEGENDS HOSPITALITY CO-ISSUER INC           | LEGENDS HOSPITALITY HOLD SR SECURED 144A 02/26 5           | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1343000 | PA      | $1196948.75   | 0.09%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LENDMARK FINANCIAL (LFS TOPCO LLC)                                               | LFS TOPCO LLC COMPANY GUAR 144A 10/26 5.875                | CUSIP: 50203TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2817000 | PA      | $2276732.56   | 0.17%             | 2026-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                         | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR       | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   3312000 | PA      | $2702459.62   | 0.20%             | 2051-12-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                                    | LIFE TIME INC SR SECURED 144A 01/26 5.75                   | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    738000 | PA      | $687631.50    | 0.05%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LIGADO NETWORKS LLC                                                              | LIGADO NETWORKS LLC SECURED 144A 05/24 17.5                | CUSIP: 53225HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    693483 | PA      | $68481.45     | 0.01%             | 2024-05-01      | Fixed         | 17.50%                | No            |                  2 | On Loan: No      |
| LIGADO NETWORKS LLC                                                              | LIGADO NETWORKS LLC SR SECURED 144A 11/23 15.5             | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7426387 | PA      | $2421744.80   | 0.18%             | 2023-11-01      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                         | LINDBLAD EXPEDITIONS LLC SR SECURED 144A 02/27 6.75        | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1335377.40   | 0.10%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                    | LIVE NATION ENTERTAINMEN COMPANY GUAR 144A 03/26 5.625     | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    928000 | PA      | $879037.37    | 0.07%             | 2026-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                    | LIVE NATION ENTERTAINMEN COMPANY GUAR 144A 11/24 4.875     | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   3657000 | PA      | $3546538.16   | 0.27%             | 2024-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                    | LIVE NATION ENTERTAINMEN SR SECURED 144A 05/27 6.5         | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3304555.27   | 0.25%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                           | LUMEN TECHNOLOGIES INC SR SECURED 144A 02/27 4             | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1175960.59   | 0.09%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL & GAS OPERATING LLC / MAGNOLIA OIL & GAS FINANCE CORP               | MAGNOLIA OIL GAS/MAG FIN COMPANY GUAR 144A 08/26 6         | CUSIP: 559665AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1451940.50   | 0.11%             | 2026-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC                                                            | MANITOWOC COMPANY INC SECURED 144A 04/26 9                 | CUSIP: 563571AL2<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |   3262000 | PA      | $3070824.29   | 0.23%             | 2026-04-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| MARRIOTT OWNERSHIP RESORTS INC                                                   | MARRIOTT OWNERSHIP RESOR SR SECURED 144A 09/25 6.125       | CUSIP: 57164PAG1<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1658283.67   | 0.12%             | 2025-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                       | MATTEL INC COMPANY GUAR 144A 04/26 3.375                   | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   3161000 | PA      | $2910347.94   | 0.22%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MATTHEWS INTERNATIONAL CORPORATION                                               | MATTHEWS INTERNATIONAL C COMPANY GUAR 144A 12/25 5.25      | CUSIP: 577128AA9<br>LEI: 549300ZVC5O0ATML6U61 | Long             | DBT              | CORP              | US        |    506000 | PA      | $477221.25    | 0.04%             | 2025-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING COMPANY                                       | MAUSER PACKAGING SOLUT SR SECURED 144A 04/24 5.5           | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   7236000 | PA      | $7050810.21   | 0.53%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING COMPANY                                       | MAUSER PACKAGING SOLUT SR UNSECURED 144A 04/25 7.25        | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   3947000 | PA      | $3657987.67   | 0.28%             | 2025-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| MAXAR TECHNOLOGIES INC                                                           | MAXAR TECHNOLOGIES INC SR SECURED 144A 06/27 7.75          | CUSIP: 57778KAC9<br>LEI: 549300OEN2G821MIJ922 | Long             | DBT              | CORP              | US        |    437000 | PA      | $454201.53    | 0.03%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MCLAREN FINANCE PLC (NMG FINCO PLC)                                              | MCLAREN FINANCE PLC SR SECURED 144A 08/26 7.5              | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |   2790000 | PA      | $2106450.00   | 0.16%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                                                  | MEG ENERGY CORP COMPANY GUAR 144A 02/27 7.125              | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |   2577000 | PA      | $2632088.53   | 0.20%             | 2027-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                                                  | MERCER INTL INC SR UNSECURED 01/26 5.5                     | CUSIP: 588056AW1<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37956.36     | 0.00%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS LIMITED                                                    | MERLIN ENTERTAINMENTS SECURED 144A 06/26 5.75              | CUSIP: 59010QAB2<br>LEI: 549300ZTI0VEFO6WV007 | Long             | DBT              | CORP              | GB        |    446000 | PA      | $418266.61    | 0.03%             | 2026-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / FIN INC SR UNSECURED 144A 08/26 10.125      | CUSIP: 00489LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1712000 | PA      | $1667815.49   | 0.13%             | 2026-08-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                              | ACRISURE LLC / FIN INC SR UNSECURED 144A 11/25 7           | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    935000 | PA      | $860567.19    | 0.06%             | 2025-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                        | MGM RESORTS INTL COMPANY GUAR 03/23 6                      | CUSIP: 552953CC3<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    793000 | PA      | $791794.56    | 0.06%             | 2023-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                        | MGM RESORTS INTL COMPANY GUAR 04/27 5.5                    | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   3149000 | PA      | $2933826.31   | 0.22%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                        | MGM RESORTS INTL COMPANY GUAR 05/25 6.75                   | CUSIP: 552953CG4<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2929000 | PA      | $2948539.36   | 0.22%             | 2025-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                        | MGM RESORTS INTL COMPANY GUAR 06/25 5.75                   | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2277606.01   | 0.17%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                        | MGM RESORTS INTL COMPANY GUAR 09/26 4.625                  | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $2828283.00   | 0.21%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                                       | ADIENT GLOBAL HOLDINGS COMPANY GUAR 144A 08/26 4.875       | CUSIP: 00687YAA3<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |   2593000 | PA      | $2417816.92   | 0.18%             | 2026-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD        | MILEAGE PLUS HLDINGS LLC SR SECURED 144A 06/27 6.5         | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    656897 | PA      | $654533.09    | 0.05%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LIMITED                                                        | MINERAL RESOURCES LTD SR UNSECURED 144A 05/27 8.125        | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   2965000 | PA      | $2990658.31   | 0.23%             | 2027-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AUTHORITY                                                  | MOHEGAN TRIBAL GAMING AU SECURED 144A 02/26 8              | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |    829000 | PA      | $776789.58    | 0.06%             | 2026-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MONEYGRAM INTERNATIONAL INC                                                      | MONEYGRAM INTERNATIONAL SR SECURED 144A 08/26 5.375        | CUSIP: 60935YAA7<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |    923000 | PA      | $936649.00    | 0.07%             | 2026-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ADT INC (PRIME SECURITY SERVICES BORROWER LLC/PRIME FINANCE INC)                 | PRIME SECSRVC BRW/FINANC SR SECURED 144A 04/24 5.25        | CUSIP: 74166MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2059000 | PA      | $2026117.30   | 0.15%             | 2024-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ADT INC (PRIME SECURITY SERVICES BORROWER LLC/PRIME FINANCE INC)                 | PRIME SECSRVC BRW/FINANC SR SECURED 144A 04/26 5.75        | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3651000 | PA      | $3522119.70   | 0.27%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HOLDINGS INC                                                | MOSS CREEK RESOURCES HLD COMPANY GUAR 144A 01/26 7.5       | CUSIP: 61965RAA3<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    494000 | PA      | $446161.04    | 0.03%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AECOM (AKA: AECOM TECHNOLOGY CORP)                                               | AECOM COMPANY GUAR 03/27 5.125                             | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9641.30      | 0.00%             | 2027-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP/MPT FINANCE CORP                                    | MPT OPER PARTNERSP/FINL COMPANY GUAR 08/26 5.25            | CUSIP: 55342UAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4025000 | PA      | $3672430.13   | 0.28%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| MPT OPERATING PARTNERSHIP LP/MPT FINANCE CORP                                    | MPT OPER PARTNERSP/FINL COMPANY GUAR 10/27 5               | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1053000 | PA      | $887426.28    | 0.07%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                               | MURPHY OIL USA INC COMPANY GUAR 05/27 5.625                | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    327000 | PA      | $318082.71    | 0.02%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC COMPANY GUAR 02/25 5.75              | CUSIP: 62957HAF2<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   3086000 | PA      | $2947716.34   | 0.22%             | 2025-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC COMPANY GUAR 144A 05/27 7.375        | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193969.95    | 0.01%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                            | NABORS INDUSTRIES LTD COMPANY GUAR 144A 01/26 7.25         | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |   2378000 | PA      | $2244781.94   | 0.17%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                                 | NATIONSTAR MTG HLD INC COMPANY GUAR 144A 01/27 6           | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3367000 | PA      | $3018784.86   | 0.23%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AERCAP GLOBAL AVIATION TRUST                                                     | AERCAP GLOBAL AVIATION T COMPANY GUAR 144A 06/45 VAR       | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103886.29    | 0.01%             | 2045-06-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| AERCAP HOLDINGS NV                                                               | AERCAP HOLDINGS NV COMPANY GUAR 10/79 VAR                  | CUSIP: 00774YAA7<br>LEI: 549300SZYINBBLJQU475 | Long             | DBT              | CORP              | NL        |    741000 | PA      | $675725.31    | 0.05%             | 2079-10-10      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORPORATION                                                              | NAVIENT CORP SR UNSECURED 01/23 5.5                        | CUSIP: 78442FEQ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1546876.24   | 0.12%             | 2023-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORPORATION                                                              | NAVIENT CORP SR UNSECURED 03/24 6.125                      | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   3962000 | PA      | $3887709.41   | 0.29%             | 2024-03-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORPORATION                                                              | NAVIENT CORP SR UNSECURED 03/27 5                          | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    337000 | PA      | $295603.93    | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORPORATION                                                              | NAVIENT CORP SR UNSECURED 06/25 6.75                       | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    742000 | PA      | $713549.97    | 0.05%             | 2025-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORPORATION                                                              | NAVIENT CORP SR UNSECURED 06/26 6.75                       | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $3769660.62   | 0.28%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORPORATION                                                              | NAVIENT CORP SR UNSECURED 09/23 7.25                       | CUSIP: 63938CAE8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100230.56    | 0.01%             | 2023-09-25      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORPORATION                                                              | NAVIENT CORP SR UNSECURED 10/24 5.875                      | CUSIP: 63938CAB4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    955000 | PA      | $925681.71    | 0.07%             | 2024-10-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                              | NCL CORPORATION LTD COMPANY GUAR 144A 03/26 5.875          | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   6657000 | PA      | $5240390.40   | 0.39%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                              | NCL CORPORATION LTD SR SECURED 144A 02/27 5.875            | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1682000 | PA      | $1459059.31   | 0.11%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                              | NCL CORPORATION LTD SR UNSECURED 144A 12/24 3.625          | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1967000 | PA      | $1683630.07   | 0.13%             | 2024-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY INC SR SECURED 144A 09/25 6.75         | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    448000 | PA      | $424757.76    | 0.03%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY INC SR SECURED 144A 09/26 6.5          | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9306.00      | 0.00%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC SR UNSECURED 04/26 4.45                  | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |  10020000 | PA      | $9448812.61   | 0.71%             | 2026-04-01      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC SR UNSECURED 06/25 4.875                 | CUSIP: 651229BB1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $992638.47    | 0.07%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC SR UNSECURED 09/27 6.375                 | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   2253000 | PA      | $2239031.40   | 0.17%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                                                | NEWMARK GROUP INC SR UNSECURED 11/23 6.125                 | CUSIP: 65158NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2402000 | PA      | $2383125.56   | 0.18%             | 2023-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING COMPANY GUAR 144A 07/24 4.25      | CUSIP: 65342QAK8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1637198.24   | 0.12%             | 2024-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                             | NEXTERA ENERGY OPERATING COMPANY GUAR 144A 10/26 3.875     | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32094.82     | 0.00%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                                         | NFP CORP SR UNSECURED 144A 08/28 6.875                     | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    512000 | PA      | $423157.24    | 0.03%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY FINANCE CORP                                                          | NGL ENRGY PART LP/FIN CO COMPANY GUAR 03/25 6.125          | CUSIP: 62913TAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    333000 | PA      | $271921.14    | 0.02%             | 2025-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| NGL ENERGY OPERATING LLC / NGL ENERGY FINANCE CORP                               | NGL ENRGY OP/FIN CORP SR SECURED 144A 02/26 7.5            | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3542000 | PA      | $3159893.64   | 0.24%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NIELSEN (NEPTUNE BIDCO US INC)                                                   | NEPTUNE BIDCO US INC SR SECURED 144A 04/29 9.29            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    441000 | PA      | $416504.66    | 0.03%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| AGGREKO (ALBION FINANCING 2 SARL)                                                | ALBION FINANCING 2SARL SR UNSECURED 144A 04/27 8.75        | CUSIP: 013305AA5<br>LEI: 2594009X2UW7EQPIKY23 | Long             | DBT              | CORP              | LU        |    316000 | PA      | $270667.82    | 0.02%             | 2027-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NINE ENERGY SERVICE INC                                                          | NINE ENERGY SERVICE INC COMPANY GUAR 144A 11/23 8.75       | CUSIP: 65441VAA9<br>LEI: 549300KRLJCZBPZMKT65 | Long             | DBT              | CORP              | US        |    329000 | PA      | $322939.82    | 0.02%             | 2023-11-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| NMI HOLDINGS INC                                                                 | NMI HOLDINGS SR SECURED 144A 06/25 7.375                   | CUSIP: 629209AA5<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |   2417000 | PA      | $2445327.24   | 0.18%             | 2025-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                                        | NOKIA OYJ SR UNSECURED 06/27 4.375                         | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |   3036000 | PA      | $2871417.10   | 0.22%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                                       | AIR CANADA SR SECURED 144A 08/26 3.875                     | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   7387000 | PA      | $6555465.28   | 0.49%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FINANCE LP                                                  | NORTHRIVER MIDSTREAM FIN SR SECURED 144A 02/26 5.625       | CUSIP: 66679NAA8<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |   2140000 | PA      | $2030428.45   | 0.15%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORPORATION                                                       | NOVA CHEMICALS CORP SR UNSECURED 144A 06/24 4.875          | CUSIP: 66977WAQ2<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    441000 | PA      | $427677.92    | 0.03%             | 2024-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORPORATION                                                              | NOVELIS CORP COMPANY GUAR 144A 11/26 3.25                  | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1458000 | PA      | $1308926.79   | 0.10%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                              | NUSTAR LOGISTICS LP COMPANY GUAR 04/27 5.625               | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   2354000 | PA      | $2205174.26   | 0.17%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                              | NUSTAR LOGISTICS LP COMPANY GUAR 06/26 6                   | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1321539.29   | 0.10%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                              | NUSTAR LOGISTICS LP COMPANY GUAR 10/25 5.75                | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   3101000 | PA      | $2986428.04   | 0.22%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                 | OCCIDENTAL PETROLEUM COR SR UNSECURED 03/26 5.55           | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2342000 | PA      | $2337034.96   | 0.18%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                 | OCCIDENTAL PETROLEUM COR SR UNSECURED 07/24 6.95           | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    507000 | PA      | $517515.18    | 0.04%             | 2024-07-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                 | OCCIDENTAL PETROLEUM COR SR UNSECURED 07/27 8.5            | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1504000 | PA      | $1622102.86   | 0.12%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                 | OCCIDENTAL PETROLEUM COR SR UNSECURED 09/25 5.875          | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2729000 | PA      | $2723565.85   | 0.21%             | 2025-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                 | OCCIDENTAL PETROLEUM COR SR UNSECURED 12/25 5.5            | CUSIP: 674599EE1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1104786.00   | 0.08%             | 2025-12-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)                | ONEMAIN FINANCE CORP COMPANY GUAR 01/27 3.5                | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33168.80     | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)                | ONEMAIN FINANCE CORP COMPANY GUAR 03/23 5.625              | CUSIP: 85172FAL3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   5049000 | PA      | $5038346.61   | 0.38%             | 2023-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)                | ONEMAIN FINANCE CORP COMPANY GUAR 03/24 6.125              | CUSIP: 85172FAP4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   3752000 | PA      | $3637564.00   | 0.27%             | 2024-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)                | ONEMAIN FINANCE CORP COMPANY GUAR 03/25 6.875              | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1929000 | PA      | $1857443.80   | 0.14%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)                | ONEMAIN FINANCE CORP COMPANY GUAR 03/26 7.125              | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   6279000 | PA      | $5984577.69   | 0.45%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)                | ONEMAIN FINANCE CORP COMPANY GUAR 10/23 8.25               | CUSIP: 85172FAF6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90851.68     | 0.01%             | 2023-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                            | OPEN TEXT CORP SR SECURED 144A 12/27 6.9                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   2122000 | PA      | $2124758.60   | 0.16%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORIFLAME INVESTMENT HOLDING PLC                                                  | ORIFLAME INVESTMENT HLDG SR SECURED 144A 05/26 5.125       | CUSIP: 68621CAA7<br>LEI: 549300LGP4VBCHWQTD80 | Long             | DBT              | CORP              | JE        |   1001000 | PA      | $625625.00    | 0.05%             | 2026-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC            | ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 01/27 4.625       | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $228112.15    | 0.02%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC                                               | OWENS BROCKWAY COMPANY GUAR 144A 01/25 5.375               | CUSIP: 690872AB2<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   3235000 | PA      | $3108674.16   | 0.23%             | 2025-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC                                               | OWENS BROCKWAY COMPANY GUAR 144A 08/23 5.875               | CUSIP: 69073TAR4<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    660000 | PA      | $657971.99    | 0.05%             | 2023-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC                                               | OWENS BROCKWAY COMPANY GUAR 144A 08/25 6.375               | CUSIP: 69073TAS2<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    870000 | PA      | $853852.80    | 0.06%             | 2025-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC            | ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 02/23 3.5         | CUSIP: 013092AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1043013.19   | 0.08%             | 2023-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OXFORD FINANCE LLC / OXFORD FINANCE CO-ISSUER II INC                             | OXFORD FIN LLC/CO ISS II SR UNSECURED 144A 02/27 6.375     | CUSIP: 69145LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4156000 | PA      | $3873849.16   | 0.29%             | 2027-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC            | ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 03/26 3.25        | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2035000 | PA      | $1859236.85   | 0.14%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC            | ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 03/26 7.5         | CUSIP: 013092AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2903000 | PA      | $2969100.82   | 0.22%             | 2026-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC                                   | ALBION FINANCING 1SARL / SR SECURED 144A 10/26 6.125       | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1337000 | PA      | $1194248.51   | 0.09%             | 2026-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PACTIV CORPORATION                                                               | PACTIV LLC SR UNSECURED 12/25 7.95                         | CUSIP: 880394AB7<br>LEI: 549300O4WTC6DL4JIE57 | Long             | DBT              | CORP              | US        |   2636000 | PA      | $2550081.50   | 0.19%             | 2025-12-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN (REYNOLDS GROUP ISSUER INC/REYNOLDS GROUP ISSUER LLC)           | PACTIV EVERGREEN GROUP SR SECURED 144A 10/27 4             | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2134000 | PA      | $1896379.91   | 0.14%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER | PARK INTERMED HOLDINGS SR SECURED 144A 06/25 7.5           | CUSIP: 70052LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3105000 | PA      | $3108042.90   | 0.23%             | 2025-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORPORATION                                                             | PARKLAND CORP COMPANY GUAR 144A 07/27 5.875                | CUSIP: 70137TAP0<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |    957000 | PA      | $910317.54    | 0.07%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC / PBF FINANCE CORP                                            | PBF HOLDING CO LLC COMPANY GUAR 06/25 7.25                 | CUSIP: 69318FAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3238000 | PA      | $3205199.06   | 0.24%             | 2025-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PBF LOGISTICS LP / PBF LOGISTICS FINANCE CORP                                    | PBF LOGISTICS LP/FINANCE COMPANY GUAR 05/23 6.875          | CUSIP: 69318UAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1030592.25   | 0.08%             | 2023-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PDC ENERGY INC                                                                   | PDC ENERGY INC COMPANY GUAR 05/26 5.75                     | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |   2189000 | PA      | $2093121.80   | 0.16%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL COMPANY                                                         | ALLEGIANT TRAVEL CO SR SECURED 144A 08/27 7.25             | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |   5413000 | PA      | $5156325.07   | 0.39%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                  | PENNYMAC FIN SVCS INC COMPANY GUAR 144A 10/25 5.375        | CUSIP: 70932MAA5<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   4542000 | PA      | $4101309.45   | 0.31%             | 2025-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTO GROUP INC                                                            | PENSKE AUTOMOTIVE GROUP COMPANY GUAR 09/25 3.5             | CUSIP: 70959WAJ2<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    410000 | PA      | $381150.20    | 0.03%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PERENTI FINANCE PTY LTD                                                          | PERENTI FINANCE PTY LTD COMPANY GUAR 144A 10/25 6.5        | CUSIP: 71367VAA7<br>LEI: 894500ZDIIAOXSQHE612 | Long             | DBT              | CORP              | AU        |   1027000 | PA      | $964096.25    | 0.07%             | 2025-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP I COMPANY GUAR 144A 05/25 6.875     | CUSIP: 71376LAD2<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1921000 | PA      | $1928280.59   | 0.15%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | COLGATE ENERGY PARTNERS COMPANY GUAR 144A 02/26 7.75       | CUSIP: 19416MAA7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   2561000 | PA      | $2496692.70   | 0.19%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURC OPTG LLC COMPANY GUAR 144A 01/26 5.375     | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1485427.58   | 0.11%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURC OPTG LLC COMPANY GUAR 144A 04/27 6.875     | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    285000 | PA      | $269295.95    | 0.02%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO (AKA: PERRIGO FINANCE PLC)                          | PERRIGO FINANCE UNLIMITE COMPANY GUAR 03/26 4.375          | CUSIP: 71429MAB1<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   2781000 | PA      | $2583409.76   | 0.19%             | 2026-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                      | ALLIED UNIVERSAL SR SECURED 144A 07/26 6.625               | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6814000 | PA      | $6248846.84   | 0.47%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                      | ALLIED UNIVERSAL SR UNSECURED 144A 07/27 9.75              | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3801000 | PA      | $3315042.15   | 0.25%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINANCIAL INC SUBORDINATED 11/25 5.75                 | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4801000 | PA      | $4656011.67   | 0.35%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HOLDINGS INC COMPANY GUAR 144A 03/27 5.75             | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1549664.00   | 0.12%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                    | PRA GROUP INC COMPANY GUAR 144A 09/25 7.375                | CUSIP: 69354NAC0<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |   4173000 | PA      | $4061372.25   | 0.31%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORPORATION                                                   | PRECISION DRILLING CORP COMPANY GUAR 144A 01/26 7.125      | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    745000 | PA      | $721964.60    | 0.05%             | 2026-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDINGS INC                                                            | PRESIDIO HOLDING INC SR SECURED 144A 02/27 4.875           | CUSIP: 74101XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3774000 | PA      | $3447473.52   | 0.26%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES INC                                                    | PRIME HEALTHCARE SERVICE SR SECURED 144A 11/25 7.25        | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2027000 | PA      | $1716026.86   | 0.13%             | 2025-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING ASSOCIATES LP / PFG FINANCE CORP                               | PROVIDENT FDG/PFG FIN SR UNSECURED 144A 06/25 6.375        | CUSIP: 74387UAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4818000 | PA      | $4215918.63   | 0.32%             | 2025-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                         | ALTICE FRANCE HOLDING SA SR SECURED 144A 05/27 10.5        | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   5431000 | PA      | $4152814.15   | 0.31%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| PTC INC                                                                          | PTC INC COMPANY GUAR 144A 02/25 3.625                      | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |   1421000 | PA      | $1355642.10   | 0.10%             | 2025-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | ALTICE FRANCE SA SR SECURED 144A 02/27 8.125               | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   5244000 | PA      | $4787457.36   | 0.36%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ALTICE USA (CSC HOLDINGS LLC)                                                    | CSC HOLDINGS LLC COMPANY GUAR 144A 04/27 5.5               | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    312000 | PA      | $262400.23    | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTRA INDUSTRIAL MOTION (STEVENS HOLDING CO INC)                                 | STEVENS HOLDING CO INC COMPANY GUAR 144A 10/26 6.125       | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    297000 | PA      | $298253.34    | 0.02%             | 2026-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| QUEBECOR MEDIA INC                                                               | QUEBECOR MEDIA INC SR UNSECURED 01/23 5.75                 | CUSIP: 74819RAP1<br>LEI: 5493006O1E1TBNKPQW25 | Long             | DBT              | CORP              | CA        |   5109000 | PA      | $5104504.08   | 0.38%             | 2023-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QVC INC                                                                          | QVC INC SR SECURED 04/24 4.85                              | CUSIP: 747262AS2<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    443000 | PA      | $410550.25    | 0.03%             | 2024-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| QWEST CORPORATION                                                                | QWEST CORP SR UNSECURED 09/25 7.25                         | CUSIP: 912920AK1<br>LEI: 549300R2L4N683OO1509 | Long             | DBT              | CORP              | US        |   1316000 | PA      | $1329206.06   | 0.10%             | 2025-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RADIO SYSTEM (CD&R SMOKEY BUYER INC)                                             | CD+R SMOKEY BUYER INC SR SECURED 144A 07/25 6.75           | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4300000 | PA      | $3711416.00   | 0.28%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                           | RP ESCROW ISSUER LLC SR SECURED 144A 12/25 5.25            | CUSIP: 74969PAA6<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $839095.88    | 0.06%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORPORATION                                                      | RANGE RESOURCES CORP COMPANY GUAR 05/25 4.875              | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $2274164.04   | 0.17%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HOLDINGS INC                                                   | AMC ENTERTAINMENT HLDGS SECURED 144A 06/26 10              | CUSIP: 00165CAP9<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    893632 | PA      | $363842.27    | 0.03%             | 2026-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| AMC NETWORKS INC                                                                 | AMC NETWORKS INC COMPANY GUAR 04/24 5                      | CUSIP: 00164VAD5<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1222458.75   | 0.09%             | 2024-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                                 | AMC NETWORKS INC COMPANY GUAR 08/25 4.75                   | CUSIP: 00164VAE3<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3808750.00   | 0.29%             | 2025-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REGIONALCARE HOSPITAL PARTNERS HOLDINGS INC / LIFEPOINT HEALTH INC               | LIFEPT/LEGACY LIFEPT COMPANY GUAR 144A 12/26 9.75          | CUSIP: 53219LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6581000 | PA      | $5309945.66   | 0.40%             | 2026-12-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST                              | AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7               | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    323012 | PA      | $279407.14    | 0.02%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST                              | AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375             | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    416782 | PA      | $348383.36    | 0.03%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RESOLUTE FOREST PRODUCTS INC (AKA: ABITIBIBOWATER INC/NEW)                       | RESOLUTE FOREST PRODUCTS COMPANY GUAR 144A 03/26 4.875     | CUSIP: 76117WAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    814000 | PA      | $804162.27    | 0.06%             | 2026-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC)        | 1011778 BC / NEW RED FIN SR SECURED 144A 04/25 5.75        | CUSIP: 68245XAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    495000 | PA      | $491989.58    | 0.04%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RITCHIE BROS AUCTIONEERS INCORPORATED                                            | RITCHIE BROS AUCTIONEERS COMPANY GUAR 144A 01/25 5.375     | CUSIP: 767744AA3<br>LEI: 5493002H8U24DJXQ4886 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9842.20      | 0.00%             | 2025-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RITE AID CORPORATION                                                             | RITE AID CORP SR SECURED 144A 11/26 8                      | CUSIP: 767754CL6<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |   1669000 | PA      | $895227.15    | 0.07%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                             | RLJ LODGING TRUST LP SR SECURED 144A 07/26 3.75            | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1676646.94   | 0.13%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC                              | ROCKETMTGE CO ISSUER INC COMPANY GUAR 144A 10/26 2.875     | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3584000 | PA      | $3078162.73   | 0.23%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                     | ROCKIES EXPRESS PIPELINE SR UNSECURED 144A 05/25 3.6       | CUSIP: 77340RAS6<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    443000 | PA      | $419020.41    | 0.03%             | 2025-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                  | ROLLS ROYCE PLC COMPANY GUAR 144A 10/25 3.625              | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   6756000 | PA      | $6249300.00   | 0.47%             | 2025-10-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                  | ROLLS ROYCE PLC COMPANY GUAR 144A 10/27 5.75               | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   1585000 | PA      | $1512296.05   | 0.11%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES SR SECURED 144A 06/25 11.5         | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2034000 | PA      | $2185939.80   | 0.16%             | 2025-06-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES SR UNSECURED 10/27 7.5             | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3084000 | PA      | $2629312.99   | 0.20%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 07/27 5.375      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2046000 | PA      | $1659205.66   | 0.12%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 08/26 5.5        | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    674000 | PA      | $567845.00    | 0.04%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP INC                                                      | AMERICAN AIRLINES GROUP COMPANY GUAR 144A 03/25 3.75       | CUSIP: 02376RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    507000 | PA      | $430228.94    | 0.03%             | 2025-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| AMERICAN AIRLINES INC                                                            | AMERICAN AIRLINES INC SR SECURED 144A 07/25 11.75          | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   3606000 | PA      | $3875834.28   | 0.29%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| RXO INC                                                                          | XPO ESCROW SUB LLC COMPANY GUAR 144A 11/27 7.5             | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |    741000 | PA      | $750796.03    | 0.06%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                                  | AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5         | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14438722 | PA      | $13910286.43  | 1.05%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                   | SABRE GLBL INC SR SECURED 144A 04/25 9.25                  | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   5755000 | PA      | $5742781.96   | 0.43%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                   | SABRE GLBL INC SR SECURED 144A 09/25 7.375                 | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2705172.95   | 0.20%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                   | SABRE GLBL INC SR SECURED 144A 12/27 11.25                 | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $1068472.95   | 0.08%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORPORATION                                                   | SBA COMMUNICATIONS CORP SR UNSECURED 02/27 3.875           | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9052.14      | 0.00%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)                                           | IHO VERWALTUNGS GMBH SR SECURED 144A 05/27 6               | CUSIP: 44963BAE8<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |   1376000 | PA      | $1210226.59   | 0.09%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)                                           | IHO VERWALTUNGS GMBH SR SECURED 144A 09/26 4.75            | CUSIP: 80627DAC0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    568585 | PA      | $492931.22    | 0.04%             | 2026-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL INC                                               | SCIENTIFIC GAMES INTERNA COMPANY GUAR 144A 07/25 8.625     | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   2563000 | PA      | $2619186.11   | 0.20%             | 2025-07-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA HOLDINGS LLC                                              | SCIL IV LLC / SCIL USA H SR SECURED 144A 11/26 5.375       | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1468000 | PA      | $1245965.00   | 0.09%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                               | SEAGATE HDD CAYMAN COMPANY GUAR 01/25 4.75                 | CUSIP: 81180WAL5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    731000 | PA      | $712154.82    | 0.05%             | 2025-01-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                               | SEAGATE HDD CAYMAN COMPANY GUAR 03/24 4.875                | CUSIP: 81180WAT8<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   2794000 | PA      | $2743482.13   | 0.21%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                               | SEAGATE HDD CAYMAN COMPANY GUAR 06/23 4.75                 | CUSIP: 81180WAH4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   3047000 | PA      | $3035177.64   | 0.23%             | 2023-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORPORATION                                                           | SEALED AIR CORP COMPANY GUAR 144A 09/25 5.5                | CUSIP: 81211KAX8<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    318000 | PA      | $313979.31    | 0.02%             | 2025-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORPORATION                                                           | SEALED AIR CORP COMPANY GUAR 144A 12/24 5.125              | CUSIP: 81211KAW0<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1023588.80   | 0.08%             | 2024-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORPORATION                                                       | SELECT MEDICAL CORP COMPANY GUAR 144A 08/26 6.25           | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |   1608000 | PA      | $1532247.12   | 0.12%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                          | SENSATA TECHNOLOGIES BV COMPANY GUAR 144A 10/25 5          | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    861000 | PA      | $842342.93    | 0.06%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                          | SENSATA TECHNOLOGIES BV COMPANY GUAR 144A 11/24 5.625      | CUSIP: 81725WAH6<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   1044000 | PA      | $1039051.44   | 0.08%             | 2024-11-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRUIN BLOCKER LLC                                                                | BRUIN BLOCKER SHARES LLC 8035249Y5                         | CUSIP: 942RFS005<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    182994 | NS      | $0.18         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST COMPANY GUAR 09/25 7.5            | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   7356000 | PA      | $7018915.42   | 0.53%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSECURED 10/26 4.75           | CUSIP: 44106MBA9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    852000 | PA      | $671827.52    | 0.05%             | 2026-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC                            | SHIFT4 PAYMENTS LLC/FIN COMPANY GUAR 144A 11/26 4.625      | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1192489.20   | 0.09%             | 2026-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SHUTTERFLY LLC                                                                   | PHOTO HOLDINGS MERGER SU SR SECURED 144A 10/26 8.5         | CUSIP: 719245AD4<br>LEI: 549300I1C8WJQ5FZE154 | Long             | DBT              | CORP              | US        |   3497000 | PA      | $2022320.21   | 0.15%             | 2026-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                    | SINCLAIR TELEVISION GROU COMPANY GUAR 144A 02/27 5.125     | CUSIP: 829259AW0<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    294000 | PA      | $240254.48    | 0.02%             | 2027-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC COMPANY GUAR 144A 08/27 5              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   5029000 | PA      | $4659675.77   | 0.35%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | SIRIUS XM RADIO INC COMPANY GUAR 144A 09/26 3.125          | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   3671000 | PA      | $3264198.14   | 0.25%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION                                              | SIX FLAGS ENTERTAINMENT COMPANY GUAR 144A 07/24 4.875      | CUSIP: 83001AAB8<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |   4441000 | PA      | $4282789.38   | 0.32%             | 2024-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS THEME PARKS INC                                                        | SIX FLAGS THEME PARKS SR SECURED 144A 07/25 7              | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |    632000 | PA      | $637335.33    | 0.05%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SKILLZ INC                                                                       | SKILLZ INC SR SECURED 144A 12/26 10.25                     | CUSIP: 83067LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    387000 | PA      | $257356.94    | 0.02%             | 2026-12-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: —       |
| SLM CORP (SALLIE MAE)                                                            | SLM CORP SR UNSECURED 10/25 4.2                            | CUSIP: 78442PGD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1755435.02   | 0.13%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SLM CORP (SALLIE MAE)                                                            | SLM CORP SR UNSECURED 11/26 3.125                          | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3077000 | PA      | $2620664.93   | 0.20%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                                | SM ENERGY CO SR UNSECURED 01/27 6.625                      | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    966000 | PA      | $931996.80    | 0.07%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                                | SM ENERGY CO SR UNSECURED 06/25 5.625                      | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1088463.94   | 0.08%             | 2025-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                                | SM ENERGY CO SR UNSECURED 09/26 6.75                       | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1434326.88   | 0.11%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)                                   | OLYMPUS WTR US HLDG CORP SR SECURED 144A 10/27 7.125       | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   2479000 | PA      | $2376852.81   | 0.18%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                      | SOUTHWESTERN ENERGY CO COMPANY GUAR 01/25 5.95             | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2165082.35   | 0.16%             | 2025-01-23      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                              | SPECTRUM BRANDS INC COMPANY GUAR 07/25 5.75                | CUSIP: 84762LAU9<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    983000 | PA      | $973336.36    | 0.07%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                           | SPIRIT AEROSYSTEMS INC SECURED 144A 04/25 7.5              | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   7872000 | PA      | $7795720.32   | 0.59%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                           | SPIRIT AEROSYSTEMS INC SR SECURED 06/26 3.85               | CUSIP: 85205TAG5<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    336000 | PA      | $304601.66    | 0.02%             | 2026-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                           | SPIRIT AEROSYSTEMS INC SR SECURED 144A 11/29 9.375         | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    726000 | PA      | $765167.70    | 0.06%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES INC (LOYALTY)                                                    | SPIRIT LOYALTY KY LTD/IP SR SECURED 144A 09/25 8           | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1928000 | PA      | $1940445.24   | 0.15%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I)                                        | AGFC CAPITAL TRUST I COMPANY GUAR 144A 01/67 VAR           | CUSIP: 00846NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    453000 | PA      | $254046.34    | 0.02%             | 2067-01-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                                       | SPRINT LLC COMPANY GUAR 02/25 7.625                        | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    526000 | PA      | $544164.88    | 0.04%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                                       | SPRINT LLC COMPANY GUAR 03/26 7.625                        | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   6366000 | PA      | $6712985.20   | 0.51%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                                       | SPRINT LLC COMPANY GUAR 06/24 7.125                        | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   2696000 | PA      | $2754611.04   | 0.21%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                                       | SPRINT LLC COMPANY GUAR 09/23 7.875                        | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   4265000 | PA      | $4334033.29   | 0.33%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                            | SS+C TECHNOLOGIES INC COMPANY GUAR 144A 09/27 5.5          | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   7178000 | PA      | $6736022.55   | 0.51%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                                          | STANDARD INDUSTRIES INC SR UNSECURED 144A 02/27 5          | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    742000 | PA      | $685769.80    | 0.05%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                      | STAPLES INC SR SECURED 144A 04/26 7.5                      | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   5464000 | PA      | $4714011.36   | 0.36%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                      | STAPLES INC SR UNSECURED 144A 04/27 10.75                  | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    534000 | PA      | $385377.12    | 0.03%             | 2027-04-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST SR UNSECURED 03/25 4.75            | CUSIP: 85571BAL9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    336000 | PA      | $321205.77    | 0.02%             | 2025-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST SR UNSECURED 144A 01/27 4.375      | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $893148.85    | 0.07%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST SR UNSECURED 144A 07/26 3.625      | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    978000 | PA      | $856967.61    | 0.06%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST SR UNSECURED 144A 11/23 5.5        | CUSIP: 85571BAS4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    661000 | PA      | $656247.23    | 0.05%             | 2023-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST SR UNSECURED 144A 12/24 3.75       | CUSIP: 85571BAW5<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1399913.95   | 0.11%             | 2024-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STRATHCONA RESOURCES LTD                                                         | STRATHCONA RESOURCES SR UNSECURED 144A 08/26 6.875         | CUSIP: 86304TAA6<br>LEI: 549300MK8E4L4BHGLO91 | Long             | DBT              | CORP              | CA        |   1099000 | PA      | $803418.49    | 0.06%             | 2026-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP                                     | AMERIGAS PART/FIN CORP SR UNSECURED 05/25 5.5              | CUSIP: 030981AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1838135.60   | 0.14%             | 2025-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUGARHOUSE HSP GAMING PROP MEZZ LP / SUGARHOUSE HSP GAMING FINANCE CORP          | SUGAR HSP GMNG PROP/FIN SR SECURED 144A 05/25 5.875        | CUSIP: 865033AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2059000 | PA      | $1925284.22   | 0.15%             | 2025-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC / SUMMIT MIDSTREAM FINANCE CORP                    | SUMMIT MID HLDS LLC / FI SECURED 144A 10/26 8.5            | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    449000 | PA      | $428274.16    | 0.03%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORPORATION                                                       | SUNNOVA ENERGY CORP COMPANY GUAR 144A 09/26 5.875          | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    759000 | PA      | $679031.76    | 0.05%             | 2026-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| SURGERY PARTNERS (SURGERY CENTER HOLDINGS INC)                                   | SURGERY CENTER HOLDINGS COMPANY GUAR 144A 04/27 10         | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   1868000 | PA      | $1903641.44   | 0.14%             | 2027-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SURGERY PARTNERS (SURGERY CENTER HOLDINGS INC)                                   | SURGERY CENTER HOLDINGS COMPANY GUAR 144A 07/25 6.75       | CUSIP: 84611WAB0<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    987000 | PA      | $975648.31    | 0.07%             | 2025-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS NRG PRTNR/FIN COMPANY GUAR 144A 03/27 6          | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1502000 | PA      | $1404667.53   | 0.11%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | TALLGRASS NRG PRTNR/FIN COMPANY GUAR 144A 10/25 7.5        | CUSIP: 87470LAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2410221.38   | 0.18%             | 2025-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TAP ROCK RESOURCES LLC                                                           | TAP ROCK RESOURCES LLC SR UNSECURED 144A 10/26 7           | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |    319000 | PA      | $297100.65    | 0.02%             | 2026-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TDC (DKT FINANCE APS)                                                            | DKT FINANCE APS SR SECURED 144A 06/23 9.375                | CUSIP: 255882AA0<br>LEI: 529900CPZ2SMDPG5RV48 | Long             | DBT              | CORP              | DK        |    462000 | PA      | $457957.50    | 0.03%             | 2023-06-17      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                         | TEAM HEALTH HOLDINGS INC COMPANY GUAR 144A 02/25 6.375     | CUSIP: 88047PAA2<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |   3948000 | PA      | $2281233.36   | 0.17%             | 2025-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| TEGNA INC                                                                        | TEGNA INC COMPANY GUAR 144A 03/26 4.75                     | CUSIP: 87901JAF2<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    497000 | PA      | $482773.60    | 0.04%             | 2026-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEKNI-PLEX (TRIDENT TPI HOLDINGS INC)                                            | TRIDENT TPI HOLDINGS INC COMPANY GUAR 144A 08/24 9.25      | CUSIP: 89616RAB5<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |   1341000 | PA      | $1283821.62   | 0.10%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TEKNI-PLEX (TRIDENT TPI HOLDINGS INC)                                            | TRIDENT TPI HOLDINGS INC COMPANY GUAR 144A 11/25 6.625     | CUSIP: 89616RAA7<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |   1621000 | PA      | $1416018.49   | 0.11%             | 2025-11-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA (AKA: TIM SPA)                                                | TELECOM ITALIA SPA SR UNSECURED 144A 05/24 5.303           | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |   2350000 | PA      | $2231325.00   | 0.17%             | 2024-05-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA / TELESAT LLC                                                     | TELESAT CANADA/TELESAT L SR SECURED 144A 12/26 5.625       | CUSIP: 87952VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2122000 | PA      | $978820.86    | 0.07%             | 2026-12-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TEMPO ACQUISITION LLC / TEMPO ACQUISITION FINANCE CORP                           | TEMPO ACQUISITION LLC/FI SR SECURED 144A 06/25 5.75        | CUSIP: 88023JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1961720.31   | 0.15%             | 2025-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                                     | TENET HEALTHCARE CORP SECURED 144A 02/27 6.25              | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9625.40      | 0.00%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                                     | TENET HEALTHCARE CORP SR SECURED 07/24 4.625               | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $1134945.27   | 0.09%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                                     | TENET HEALTHCARE CORP SR SECURED 144A 01/26 4.875          | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   6543000 | PA      | $6200622.74   | 0.47%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                                     | TENET HEALTHCARE CORP SR SECURED 144A 09/24 4.625          | CUSIP: 88033GDC1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3156000 | PA      | $3069895.14   | 0.23%             | 2024-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                                       | ENVISION HEALTHCARE CORP 2022 2ND LIEN TERM LOAN           | CUSIP: 943TEZII7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    738582 | PA      | $604403.70    | 0.05%             | 2028-04-28      | Fixed         | 15.74%                | No            |                  2 | On Loan: No      |
| THE ADT SECURITY CORPORATION                                                     | ADT SEC CORP SR SECURED 06/23 4.125                        | CUSIP: 00101JAH9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    518525 | PA      | $514213.35    | 0.04%             | 2023-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                                       | ENVISION HEALTHCARE CORPORTION 2022 DELAYED DRAW TERM LOAN | CUSIP: 945BFLII4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     76923 | PA      | $75288.85     | 0.01%             | 2027-04-29      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                                       | ENVISION HEALTHCARE CORPORTION 2022 TERM LOAN              | CUSIP: 945BFKII6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    423077 | PA      | $414088.65    | 0.03%             | 2027-04-29      | Floating      | 12.12%                | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC COMPANY GUAR 03/27 7.5                       | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    971000 | PA      | $962248.62    | 0.07%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC COMPANY GUAR 06/26 6.375                     | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   4226000 | PA      | $4117876.78   | 0.31%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC SR SECURED 144A 03/26 6.25                   | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   9860000 | PA      | $9745525.40   | 0.73%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC SR SECURED 144A 12/25 8                      | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1533000 | PA      | $1559045.67   | 0.12%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM UK HOLDINGS PLC                                                        | TRANSDIGM UK HOLDINGS COMPANY GUAR 05/26 6.875             | CUSIP: 89365DAB9<br>LEI: 549300JTYP71LZZSE903 | Long             | DBT              | CORP              | GB        |   3403000 | PA      | $3328350.60   | 0.25%             | 2026-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN SENTRY LIMITED                                                        | TRANSOCEAN SENTRY LTD SR SECURED 144A 05/23 5.375          | CUSIP: 89385AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1635096 | PA      | $1620494.85   | 0.12%             | 2023-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO (AKA: WYNDHAM DESTINATIONS INC/WYNDHAM WORLDWIDE CORP)       | TRAVEL + LEISURE CO SR SECURED 03/23 3.9                   | CUSIP: 98310WAL2<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59750.77     | 0.00%             | 2023-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO (AKA: WYNDHAM DESTINATIONS INC/WYNDHAM WORLDWIDE CORP)       | TRAVEL + LEISURE CO SR SECURED 04/24 5.65                  | CUSIP: 98310WAP3<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   2346000 | PA      | $2314730.35   | 0.17%             | 2024-04-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO (AKA: WYNDHAM DESTINATIONS INC/WYNDHAM WORLDWIDE CORP)       | TRAVEL + LEISURE CO SR SECURED 04/27 6                     | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   2018000 | PA      | $1918734.80   | 0.14%             | 2027-04-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO (AKA: WYNDHAM DESTINATIONS INC/WYNDHAM WORLDWIDE CORP)       | TRAVEL + LEISURE CO SR SECURED 10/25 5.1                   | CUSIP: 98310WAM0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    298000 | PA      | $293312.46    | 0.02%             | 2025-10-01      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO (AKA: WYNDHAM DESTINATIONS INC/WYNDHAM WORLDWIDE CORP)       | TRAVEL + LEISURE CO SR SECURED 144A 07/26 6.625            | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $3968925.72   | 0.30%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRINITY INDS INC                                                                 | TRINITY INDUSTRIES INC COMPANY GUAR 10/24 4.55             | CUSIP: 896522AH2<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |    368000 | PA      | $357718.08    | 0.03%             | 2024-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TRINSEO MATERIALS OPERATING SCA / TRINSEO MATERIALS FINANCE INC                  | TRINSEO OP / TRINSEO FIN COMPANY GUAR 144A 09/25 5.375     | CUSIP: 89668QAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1116000 | PA      | $919673.28    | 0.07%             | 2025-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                                                                  | TRIPADVISOR INC COMPANY GUAR 144A 07/25 7                  | CUSIP: 896945AA0<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |   2357000 | PA      | $2332510.49   | 0.18%             | 2025-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                                                | TRIUMPH GROUP INC COMPANY GUAR 08/25 7.75                  | CUSIP: 896818AP6<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2334945.80   | 0.18%             | 2025-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                                                | TRIUMPH GROUP INC SECURED 144A 09/24 6.25                  | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2573226.30   | 0.19%             | 2024-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                                                | TRIUMPH GROUP INC SR SECURED 144A 06/24 8.875              | CUSIP: 896818AS0<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    464000 | PA      | $472839.20    | 0.04%             | 2024-06-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                                     | TRIVIUM PACKAGING FIN COMPANY GUAR 144A 08/27 8.5          | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   1584000 | PA      | $1455862.18   | 0.11%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                                     | TRIVIUM PACKAGING FIN SR SECURED 144A 08/26 5.5            | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   1789000 | PA      | $1644244.16   | 0.12%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC COMPANY GUAR 144A 05/25 7.5          | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   5321000 | PA      | $5324892.84   | 0.40%             | 2025-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC COMPANY GUAR 144A 09/27 7.5          | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2887000 | PA      | $2894881.51   | 0.22%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                                                                 | UNDER ARMOUR INC SR UNSECURED 06/26 3.25                   | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    952000 | PA      | $848403.42    | 0.06%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA SUBORDINATED 144A 06/32 VAR                  | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1045000 | PA      | $918827.46    | 0.07%             | 2032-06-19      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                              | UNITED AIRLINES INC SR SECURED 144A 04/26 4.375            | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   6859000 | PA      | $6369445.73   | 0.48%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | ANTERO MIDSTREAM PART/FI COMPANY GUAR 144A 03/27 5.75      | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3687000 | PA      | $3491873.89   | 0.26%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                     | ANTERO MIDSTREAM PART/FI COMPANY GUAR 144A 05/26 7.875     | CUSIP: 03690EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2133000 | PA      | $2162224.70   | 0.16%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 01/23 0.00000                                | CUSIP: 912796X95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1267000 | PA      | $1266744.48   | 0.10%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                                     | ANTERO RESOURCES CORP COMPANY GUAR 144A 07/26 8.375        | CUSIP: 03674XAN6<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20952.24     | 0.00%             | 2026-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 03/23 0.00000                                | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    263000 | PA      | $261206.01    | 0.02%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                      | UNITI GRP/UNITI HLD/CSL SR SECURED 144A 02/25 7.875        | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1221000 | PA      | $1184520.18   | 0.09%             | 2025-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS SR SECURED 144A 02/25 5.125       | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   6158000 | PA      | $5877319.59   | 0.44%             | 2025-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS SR SECURED 144A 06/27 6.625       | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   5306000 | PA      | $5130557.11   | 0.39%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS LLC                                                      | US ACUTE CARE SOLUTIONS SR SECURED 144A 03/26 6.375        | CUSIP: 90367UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4896000 | PA      | $4350945.80   | 0.33%             | 2026-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC SR SECURED 144A 04/25 6.25                    | CUSIP: 90290MAC5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   5274000 | PA      | $5227394.08   | 0.39%             | 2025-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US LBM (BCPE ULYSSES INTERMEDIATE INC)                                           | BCPE ULYSSES INTERMEDIAT SR UNSECURED 144A 04/27 7.75      | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2288000 | PA      | $1416639.89   | 0.11%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                                | US RENAL CARE INC SR UNSECURED 144A 07/27 10.625           | CUSIP: 07335BAA4<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $224620.00    | 0.02%             | 2027-07-15      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP                       | USA COM PART/USA COM FIN COMPANY GUAR 04/26 6.875          | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6304000 | PA      | $6057482.08   | 0.46%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                                                                       | USI INC/NY SR UNSECURED 144A 05/25 6.875                   | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3724000 | PA      | $3593378.58   | 0.27%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                 | VAIL RESORTS INC COMPANY GUAR 144A 05/25 6.25              | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   2551000 | PA      | $2555389.66   | 0.19%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARBYS RESTAURANT (IRB HOLDING CORP)                                              | IRB HOLDING CORP SR SECURED 144A 06/25 7                   | CUSIP: 44988MAC9<br>LEI: 549300HVW4WNWYBXN830 | Long             | DBT              | CORP              | US        |   4081000 | PA      | $4077123.05   | 0.31%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERICAST CORP                                                                    | VERICAST CORP SR SECURED 144A 09/26 11                     | CUSIP: 92348BAA1<br>LEI: 549300J73P7FL8TVF308 | Long             | DBT              | CORP              | US        |   2463610 | PA      | $2636062.70   | 0.20%             | 2026-09-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| VERITAS US INC / VERITAS BERMUDA LTD                                             | VERITAS US INC/BERMUDA L SR SECURED 144A 09/25 7.5         | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3061000 | PA      | $2114749.40   | 0.16%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORPORATION                                                              | ARCONIC CORP SR SECURED 144A 05/25 6                       | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |   2092000 | PA      | $2061868.05   | 0.16%             | 2025-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                                                   | ARD FINANCE SA SR SECURED 144A 06/27 6.5                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |   4397000 | PA      | $3065203.49   | 0.23%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC SR SECURED 144A 04/27 5.625                     | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    749000 | PA      | $681664.90    | 0.05%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC SR UNSECURED 144A 09/25 5.625                   | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   5075000 | PA      | $4716540.57   | 0.36%             | 2025-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC / ARDAGH MP HOLDINGS USA INC                        | ARDAGH PKG FIN/HLDGS USA COMPANY GUAR 144A 08/27 5.25      | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1226000 | PA      | $918668.99    | 0.07%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC / ARDAGH MP HOLDINGS USA INC                        | ARDAGH PKG FIN/HLDGS USA SR SECURED 144A 04/25 5.25        | CUSIP: 03969AAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1366000 | PA      | $1302191.86   | 0.10%             | 2025-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC / ARDAGH MP HOLDINGS USA INC                        | ARDAGH PKG FIN/HLDGS USA SR SECURED 144A 08/26 4.125       | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3997000 | PA      | $3470447.53   | 0.26%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/27 3.75        | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9093.75      | 0.00%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC / ARDAGH MP HOLDINGS USA INC                        | ARDAGH PKG FIN/HLDGS USA SR UNSECURED 144A 08/27 5.25      | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    626000 | PA      | $469075.68    | 0.04%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICTRA (LSF9 ATLANTIS HOLDINGS LLC / VICTRA FINANCE CORP)                        | LSF9 ATL HLDG/VICTRA FIN SR SECURED 144A 02/26 7.75        | CUSIP: 50220MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1054708.90   | 0.08%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                                                    | VIDEOTRON LTD COMPANY GUAR 144A 06/24 5.375                | CUSIP: 92660FAG9<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   1045000 | PA      | $1033640.85   | 0.08%             | 2024-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                               | VIKING CRUISES LTD COMPANY GUAR 144A 05/25 6.25            | CUSIP: 92676XAC1<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   3172000 | PA      | $2898430.86   | 0.22%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                               | VIKING CRUISES LTD SR SECURED 144A 05/25 13                | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   2546000 | PA      | $2690197.60   | 0.20%             | 2025-05-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                    | VISTRA CORP COMPANY GUAR 144A 09/26 5.5                    | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2336000 | PA      | $2254350.49   | 0.17%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                    | VISTRA OPERATIONS CO LLC COMPANY GUAR 144A 02/27 5.625     | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3554000 | PA      | $3379365.33   | 0.25%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VIVO ENERGY INVESTMENTS BV                                                       | VIVO ENERGY INVESTMENTS COMPANY GUAR 144A 09/27 5.125      | CUSIP: 92856HAB0<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |     78000 | PA      | $70005.00     | 0.01%             | 2027-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                                                   | VOC ESCROW LTD SR SECURED 144A 02/28 5                     | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    200000 | PA      | $172336.00    | 0.01%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VOYAGER AVIATION HOLDINGS LLC                                                    | VOYAGER AVIATION HOLD SR SECURED 144A 05/26 8.5            | CUSIP: 92918XAA3<br>LEI: 549300KHOKL1CX4NIJ92 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $910431.25    | 0.07%             | 2026-05-09      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| W&T OFFSHORE INC                                                                 | W + T OFFSHORE INC SECURED 144A 11/23 9.75                 | CUSIP: 92922PAL0<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $1291825.60   | 0.10%             | 2023-11-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CAYENNE AVIATION LLC                                                             | VOYAGER AVIATION HLD PFD VOYAGER AVIATION 92918X9A5        | CUSIP: 942UCF900<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3178 | NS      | $852911.15    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| WASTE PRO USA INC                                                                | WASTE PRO USA INC SR UNSECURED 144A 02/26 5.5              | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |   2173000 | PA      | $1923887.28   | 0.14%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD                                                    | WEATHERFORD INTL LTD COMPANY GUAR 144A 12/24 11            | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    121000 | PA      | $123876.67    | 0.01%             | 2024-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| WEIR GROUP PLC                                                                   | WEIR GROUP PLC (THE) SR UNSECURED 144A 05/26 2.2           | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |   4825000 | PA      | $4284670.78   | 0.32%             | 2026-05-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WESCO AIRCRAFT HOLDINGS INC                                                      | WESCO AIRCRAFT HOLDINGS SR SECURED 144A 11/26 10.5         | CUSIP: 950814AA1<br>LEI: 529900P5VTXZS191P208 | Long             | DBT              | CORP              | US        |   1568705 | PA      | $1447130.36   | 0.11%             | 2026-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| WESCO AIRCRAFT HOLDINGS INC                                                      | WESCO AIRCRAFT HOLDINGS SR UNSECURED 144A 11/26 9          | CUSIP: 97789LAB2<br>LEI: 529900P5VTXZS191P208 | Long             | DBT              | CORP              | US        |    719000 | PA      | $487122.50    | 0.04%             | 2026-11-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| WESCO DISTRIBUTION INC                                                           | WESCO DISTRIBUTION INC COMPANY GUAR 144A 06/25 7.125       | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   2571000 | PA      | $2608824.86   | 0.20%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                                      | WESTERN DIGITAL CORP COMPANY GUAR 02/26 4.75               | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3350916.00   | 0.25%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                   | WESTERN MIDSTREAM OPERAT SR UNSECURED 02/25 3.35           | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   4441000 | PA      | $4209401.85   | 0.32%             | 2025-02-01      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                   | WESTERN MIDSTREAM OPERAT SR UNSECURED 06/25 3.95           | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    773000 | PA      | $733020.44    | 0.06%             | 2025-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                   | WESTERN MIDSTREAM OPERAT SR UNSECURED 07/26 4.65           | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    838000 | PA      | $796753.64    | 0.06%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WHITE CAP PARENT LLC                                                             | WHITE CAP PARENT LLC SR UNSECURED 144A 03/26 8.25          | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3159951.00   | 0.24%             | 2026-03-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTERNATIONAL INC                                              | WILLIAMS SCOTSMAN INTL SR SECURED 144A 06/25 6.125         | CUSIP: 71953LAA9<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |   2904000 | PA      | $2879461.20   | 0.22%             | 2025-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDINGS LLC                                                            | WR GRACE HOLDING LLC SR SECURED 144A 10/24 5.625           | CUSIP: 92943GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    259000 | PA      | $255475.01    | 0.02%             | 2024-10-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP                                 | WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 03/25 5.5        | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7396000 | PA      | $7036598.48   | 0.53%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP                                 | WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 05/23 4.25       | CUSIP: 983130AU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2207000 | PA      | $2178560.60   | 0.16%             | 2023-05-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP                                 | WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 05/27 5.25       | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1441000 | PA      | $1302737.30   | 0.10%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                             | WYNN RESORTS FINANCE LLC SR UNSECURED 144A 04/25 7.75      | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1734000 | PA      | $1727127.12   | 0.13%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XENIA HOTELS & RESORTS (XHR LP)                                                  | XHR LP SR SECURED 144A 08/25 6.375                         | CUSIP: 98372MAA3<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2672443.30   | 0.20%             | 2025-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORPORATION                                                       | XEROX HOLDINGS CORP COMPANY GUAR 144A 08/25 5              | CUSIP: 98421MAA4<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |   1588000 | PA      | $1464366.26   | 0.11%             | 2025-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                                  | YUM  BRANDS INC SR UNSECURED 11/23 3.875                   | CUSIP: 988498AJ0<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    749000 | PA      | $735234.58    | 0.06%             | 2023-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                          | ZAYO GROUP HOLDINGS INC SR SECURED 144A 03/27 4            | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   6736000 | PA      | $4989489.92   | 0.38%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                                     | ZF NA CAPITAL COMPANY GUAR 144A 04/25 4.75                 | CUSIP: 98877DAC9<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   4205000 | PA      | $3981439.20   | 0.30%             | 2025-04-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND COMPANY BV                                                            | ZIGGO BOND CO BV SR UNSECURED 144A 01/27 6                 | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |   1570000 | PA      | $1463240.00   | 0.11%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FIXED INC CLEARING CORP.REPO                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   2951618 | PA      | $2951618.02   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HSBC REPO                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        | 114900000 | PA      | $114900000.00 | 8.66%             |  |  |  | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                              | ARTERA SERVICES LLC SR SECURED 144A 12/25 9.033            | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |   3107201 | PA      | $2593487.46   | 0.20%             | 2025-12-04      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC / ARU FINANCE CORP                           | ASCENT RESOURCES/ARU FIN COMPANY GUAR 144A 11/26 7         | CUSIP: 04364VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3953000 | PA      | $3840614.19   | 0.29%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY38 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $268668.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY39 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $496667.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS (GTCR AP FINANCE INC)                                            | GTCR AP FINANCE INC SR UNSECURED 144A 05/27 8              | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2113000 | PA      | $2027338.98   | 0.15%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                              | ASSUREDPARTNERS INC SR UNSECURED 144A 08/25 7              | CUSIP: 04624VAA7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1194361.38   | 0.09%             | 2025-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASTOUND BROADBAND (RADIATE HOLDCO LLC / RADIATE FINANCE INC)                     | RADIATE HOLDCO / FINANCE SR SECURED 144A 09/26 4.5         | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4168000 | PA      | $3068815.04   | 0.23%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                                                                | AT HOME GROUP INC COMPANY GUAR 144A 07/29 7.125            | CUSIP: 04650YAB6<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |    353000 | PA      | $205234.20    | 0.02%             | 2029-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| AT HOME GROUP INC                                                                | AT HOME GROUP INC SR SECURED 144A 07/28 4.875              | CUSIP: 04650YAA8<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |    356000 | PA      | $251441.02    | 0.02%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| N/A                                                                              | GUARANTEED RATE INC WTS 7214419C9                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      1029 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ATP TOWER HOLDINGS LLC / ANDEAN TOWER PARTNERS COLOMBIA SAS / ANDEAN TELECOM PAR | ATP TOW / AND TELECOM SR SECURED 144A 04/26 4.05           | CUSIP: 00216DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1947000 | PA      | $1719531.99   | 0.13%             | 2026-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRS IBOXHY/SOFRINDX 03/20/23 BPS                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-118791.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRS IBOXHY/SOFRINDX 06/20/23 GST                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-459391.47   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | INTELSAT JACKSON HOLDINGS S A EXP 05DEC25                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |      8526 | NC      | $63945.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | INTELSAT JACKSON HOLDINGS S A RIGHTS                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |     19758 | NC      | $133366.50    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | INTELSAT EMERGENCE SA CALL EXP 17FEB27                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |      5384 | NC      | $10768.38     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | INTELSAT EMERGENCE SA CALL EXP17FEB27                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |     22950 | NC      | $80323.94     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| AVIENT CORPORATION                                                               | AVIENT CORP SR UNSECURED 144A 05/25 5.75                   | CUSIP: 73179PAM8<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |   2267000 | PA      | $2214224.72   | 0.17%             | 2025-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ROYAL CARIBBEAN CRUISES LTD SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-181297.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ROYAL CARIBBEAN CRUISES LTD SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-219868.45   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC / AXALTA COATING SYSTEMS DUTCH HOLDING B BV           | AXALTA COAT/DUTCH HLD BV COMPANY GUAR 144A 06/27 4.75      | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2477000 | PA      | $2293578.15   | 0.17%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| B&G FOODS INC                                                                    | B+G FOODS INC COMPANY GUAR 04/25 5.25                      | CUSIP: 05508RAE6<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |   6549000 | PA      | $5752593.73   | 0.43%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BALL CORPORATION                                                                 | BALL CORP COMPANY GUAR 03/26 4.875                         | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   1948000 | PA      | $1890242.11   | 0.14%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BALL CORPORATION                                                                 | BALL CORP COMPANY GUAR 07/25 5.25                          | CUSIP: 058498AT3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   4690000 | PA      | $4636849.50   | 0.35%             | 2025-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BALL CORPORATION                                                                 | BALL CORP COMPANY GUAR 11/23 4                             | CUSIP: 058498AS5<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18653.23     | 0.00%             | 2023-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-09

**Name of Applicant:** PIMCO ETF Trust

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer