# EDGAR Filing Document

**Accession Number:** 0000826732
**File Stem:** 0001410368-26-034397
**Filing Date:** 2026-3
**Character Count:** 190193
**Document Hash:** 4dc7191cf4f371c9ff809f45a0016b94
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034397.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0001410368-26-034397

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CALAMOS INVESTMENT TRUST/IL
- **CENTRAL INDEX KEY:** 0000826732

**ORGANIZATION NAME:**
- **EIN:** 363316238
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05443
- **FILM NUMBER:** 26820717

**BUSINESS ADDRESS:**
- **STREET 1:** 2020 CALAMOS COURT
- **STREET 2:** C/O CALAMOS ADVISORS LLC
- **CITY:** NAPERVILLE
- **STATE:** IL
- **ZIP:** 60563
- **BUSINESS PHONE:** 6302451046

**MAIL ADDRESS:**
- **STREET 1:** 2020 CALAMOS COURT
- **STREET 2:** C/O CALAMOS ADVISORS LLC
- **CITY:** NAPERVILLE
- **STATE:** IL
- **ZIP:** 60563

## Series and Classes Contracts Data

### Calamos High Income Opportunities Fund (Series ID: S000004057)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000011346 | Class A      | CHYDX           |
| C000011348 | Class C      | CCHYX           |
| C000011349 | Class I      | CIHYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** CALAMOS INVESTMENT TRUST/IL

- **b. Investment Company Act file number:** 811-05443

- **c. CIK number of Registrant:** 0000826732

- **d. LEI of Registrant:** 3MM2UW658H6KOU4WEW86

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

  - **Street Address 1:** 2020 CALAMOS COURT

  - **City:** NAPERVILLE

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60563

  - **Telephone number:** 630-245-7200

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

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

- **b. EDGAR series identifier (if any):** S000004057

- **c. LEI of Series:** 5493005GYJAX2N9E8234

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $24813686.85

**Total Liabilities:** $2320347.79

**Net Assets:** $22493339.06

**Delayed Delivery Securities:** $264850.00

**Cash Not Reported:** $1252092.33

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3.26000000 | **1-Year:** -111.36000000 | **5-Year:** -323.09000000 | **10-Year:** -237.99000000 | **30-Year:** -31.27000000

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

- **3-Month:** -80.54000000 | **1-Year:** -1506.73000000 | **5-Year:** -3740.61000000 | **10-Year:** -949.76000000 | **30-Year:** -177.57000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000011346 | 0.54%                | 0.39%                | 0.50%                |
| Class ID C000011348 | 0.45%                | 0.30%                | 0.43%                |
| Class ID C000011349 | 0.55%                | 0.42%                | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $17256.11                | $-16495.57                                 |
| Month 2  | $-115652.07              | $83340.79                                  |
| Month 3  | $-206181.88              | $208497.29                                 |

### Schedule of Portfolio Investments

| Name                               | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACCO BRANDS CORP                   | ACCO Brands Corp                                                                 | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |     61000 | PA      | $56530.53     | 0.25%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| API GROUP DE INC                   | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     64000 | PA      | $62928.00     | 0.28%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC              | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $70428.96     | 0.31%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC           | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84022.50     | 0.37%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Acrisure LLC                       | Acrisure LLC 2025 Term Loan B                                                    | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     64675 | PA      | $64742.26     | 0.29%             | 2032-06-21      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ACProducts, Inc.                   | ACProducts, Inc. 2021 Term Loan B                                                | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |     88986 | PA      | $76627.08     | 0.34%             | 2028-05-17      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC             | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $47758.12     | 0.21%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ADAMS HOMES INC                    | Adams Homes Inc                                                                  | CUSIP: 00623PAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $86704.29     | 0.39%             | 2028-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS             | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     46000 | PA      | $48232.84     | 0.21%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS             | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      1000 | PA      | $1039.55      | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                 | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24394.32     | 0.11%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                 | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15214.05     | 0.07%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                 | Osaic Holdings Inc                                                               | CUSIP: 00791GAE7<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31150.80     | 0.14%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR            | Alaska Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43172 | PA      | $43366.45     | 0.19%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY             | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46096.14     | 0.20%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY             | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95011.40     | 0.42%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEW ALBERTSONS LP                  | New Albertsons LP                                                                | CUSIP: 013104AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $63710.64     | 0.28%             | 2026-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS              | Bread Financial Holdings Inc                                                     | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70896.12     | 0.32%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| ALLIANT HOLD / CO-ISSUER           | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56621.40     | 0.25%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER           | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57019.60     | 0.25%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                 | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77666.16     | 0.35%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                 | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25921.08     | 0.12%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                   | Altice France SA                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     82405 | PA      | $80510.51     | 0.36%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Optimum Communications Inc         | Optimum Communications Inc                                                       | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      2040 | NS      | $3121.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| American Airlines, Inc.            | American Airlines Inc 2025 Term Loan B                                           | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |     49625 | PA      | $49780.08     | 0.22%             | 2032-05-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1B PTT             | American Airlines 2021-1 Class B Pass Through Trust                              | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82200 | PA      | $79209.56     | 0.35%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC            | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56175.90     | 0.25%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC            | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42187.77     | 0.19%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC               | Global Net Lease Inc                                                             | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              |  | US        |     40000 | PA      | $39190.40     | 0.17%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC         | Amneal Pharmaceuticals LLC 2025 Term Loan B                                      | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |     99750 | PA      | $100248.75    | 0.45%             | 2032-08-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                   | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57242.52     | 0.25%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY/WARRANTY             | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                      | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $27540.81     | 0.12%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES/PARTNE           | Archrock Services LP / Archrock Partners Finance Corp                            | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $40988.11     | 0.18%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                         | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29478.60     | 0.13%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                         | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29545.60     | 0.13%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN           | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57088.90     | 0.25%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN           | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29006.88     | 0.13%             | 2033-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE           | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $48904.92     | 0.22%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE           | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $28265.16     | 0.13%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO             | Asurion LLC and Asurion Co-Issuer Inc                                            | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $44978.43     | 0.20%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO             | Asurion LLC and Asurion Co-Issuer Inc                                            | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30351.60     | 0.13%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AUDACY INC                         | AUDACY INC                                                                       | CUSIP: 05070N301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1699 | NS      | $8495.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Audacy Capital Corp                | Audacy Capital Corp 2024 Term Loan B                                             | CUSIP: 05070XAB7<br>LEI: 549300S5JUSXRHNCHD80 | Long             | LON              | CORP              | US        |     38160 | PA      | $28945.67     | 0.13%             | 2029-10-01      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| Audacy Capital Corp                | Audacy Capital Corp 2024 Term Loan A                                             | CUSIP: 05070XAC5<br>LEI: 549300S5JUSXRHNCHD80 | Long             | LON              | CORP              | US        |      4281 | PA      | $4254.55      | 0.02%             | 2028-10-02      | Floating      | 10.79%                | No            |                  2 | On Loan: No      |
| AVIENT CORP                        | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56573.55     | 0.25%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE            | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $57644.72     | 0.26%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                     | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     55000 | PA      | $57654.30     | 0.26%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                    | B&G Foods Inc 2024 Term Loan B                                                   | CUSIP: 05508TAV4<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | LON              | CORP              | US        |     74062 | PA      | $70668.22     | 0.31%             | 2029-10-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC               | BWX Technologies Inc                                                             | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52040.17     | 0.23%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN              | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $62997.14     | 0.28%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC        | Beach Acquisition Bidco LLC USD Term Loan B                                      | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |     90000 | PA      | $90281.25     | 0.40%             | 2032-09-12      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                        | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     21000 | PA      | $22018.50     | 0.10%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC              | Blackfin Pipeline LLC Term Loan B                                                | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |     89775 | PA      | $90485.57     | 0.40%             | 2032-09-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR             | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |     55000 | PA      | $59042.50     | 0.26%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                     | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     31000 | PA      | $33214.95     | 0.15%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                     | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $20198.90     | 0.09%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                     | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     24000 | PA      | $25240.80     | 0.11%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                     | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     16000 | PA      | $16830.40     | 0.07%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd              | Boots Group Bidco Ltd USD Term Loan                                              | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |     45000 | PA      | $45215.55     | 0.20%             | 2032-08-30      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS           | Brandywine Operating Partnership LP                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     31000 | PA      | $33324.38     | 0.15%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS           | Brandywine Operating Partnership LP                                              | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     56000 | PA      | $54306.56     | 0.24%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                     | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32010.60     | 0.14%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                     | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32301.07     | 0.14%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 B PTT             | British Airways 2021-1 Class B Pass Through Trust                                | CUSIP: 11042CAB6<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |     69240 | PA      | $66798.30     | 0.30%             | 2031-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc           | Broadstreet Partners Inc 2024 Term Loan B4                                       | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     59086 | PA      | $58840.46     | 0.26%             | 2031-06-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GRP           | Broadstreet Partners Group LLC                                                   | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91633.84     | 0.41%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC           | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |     45000 | PA      | $44425.35     | 0.20%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                | Buckeye Partners LP                                                              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29023.13     | 0.13%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22907.28     | 0.10%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47155.95     | 0.21%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                   | Paramount Global                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     55000 | PA      | $39179.25     | 0.17%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP             | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35060.20     | 0.16%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP             | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $55507.16     | 0.25%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP             | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $29200.14     | 0.13%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP             | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $53166.28     | 0.24%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP             | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $19443.28     | 0.09%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP             | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $26523.69     | 0.12%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP             | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $68762.96     | 0.31%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29185.02     | 0.13%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS           | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27622.80     | 0.12%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS           | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    105000 | PA      | $86722.65     | 0.39%             | 2030-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYS           | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7546.48      | 0.03%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS           | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     36000 | PA      | $38860.92     | 0.17%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                   | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $74730.00     | 0.33%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                   | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    220000 | PA      | $133221.00    | 0.59%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC             | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29116.36     | 0.13%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC              | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36499.38     | 0.16%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CAESARS ENTERTAIN INC              | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32763.84     | 0.15%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC              | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46716.96     | 0.21%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CAPSTONE COPPER CORP               | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $57101.55     | 0.25%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                      | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     27000 | PA      | $26741.88     | 0.12%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                      | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     55000 | PA      | $56613.70     | 0.25%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC               | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     86000 | PA      | $89157.06     | 0.40%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON               | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44200.02     | 0.20%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC           | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28203.66     | 0.13%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC           | Celanese US Holdings LLC                                                         | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27515.70     | 0.12%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY INC             | CenterPoint Energy Inc                                                           | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30813.60     | 0.14%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO            | Central Garden & Pet Co                                                          | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     66000 | PA      | $62390.46     | 0.28%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| CENTURY ALUMINUM COMPANY           | Century Aluminum Co                                                              | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57034.45     | 0.25%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                | Century Communities Inc                                                          | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55772.20     | 0.25%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC             | Lumen Technologies Inc                                                           | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33598.46     | 0.15%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc              | Chamberlain Group Inc 2025 Term Loan B                                           | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     84650 | PA      | $84693.17     | 0.38%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                        | Chemours Co/The                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50167.50     | 0.22%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Cheniere Energy Partners LP        | Cheniere Energy Partners LP                                                      | CUSIP: 16411Q101<br>LEI: 5493005UEC8AZ34LDV29 | Long             | EC               | CORP              | US        |       385 | NS      | $21710.15     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinos Intermediate Holdings A Inc | Chinos Intermediate Holdings A Inc 2024 Term Loan B                              | CUSIP: 16961YAB4<br>LEI: 54930061EIIAONXJMZ79 | Long             | LON              | CORP              | US        |     59400 | PA      | $47507.53     | 0.21%             | 2031-09-26      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31991.69     | 0.14%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CINC BELL TEL                      | Cincinnati Bell Telephone Co LLC                                                 | CUSIP: 171875AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $87893.49     | 0.39%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Cincinnati Bell Inc                | Cincinnati Bell Inc 2025 Term Loan B4                                            | CUSIP: 17187MAU4<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |     49372 | PA      | $49294.76     | 0.22%             | 2028-11-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                      | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27606.96     | 0.12%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                       | SM Energy Co                                                                     | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     28000 | PA      | $30644.32     | 0.14%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc | Clear Channel Outdoor Holdings Inc 2024 Term Loan                                | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |     41982 | PA      | $42080.11     | 0.19%             | 2028-08-23      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO           | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32638.35     | 0.15%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO           | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32961.68     | 0.15%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP              | Clearwater Paper Corp                                                            | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99813.00     | 0.44%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC             | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43177.50     | 0.19%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| CLYDESDALE ACQUISITION             | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16146.08     | 0.07%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP             | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15087.45     | 0.07%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION      | COLUMBUS MCKINNON CORPORATION 2026 TERM LOAN B                                   | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |     45000 | PA      | $44775.00     | 0.20%             | 2033-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES              | Continental Resources Inc/OK                                                     | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     43000 | PA      | $34807.64     | 0.15%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC           | Corebridge Financial Inc                                                         | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56029.60     | 0.25%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                   | Credit Acceptance Corp                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $45086.36     | 0.20%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                   | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7034.51      | 0.03%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                 | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55875.05     | 0.25%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cumulus Media Inc                  | Cumulus Media Inc                                                                | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1273 | NS      | $101.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD US             | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58636.60     | 0.26%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DANA INC                           | Dana Inc                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29459.92     | 0.13%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                         | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     61000 | PA      | $58807.05     | 0.26%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                         | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     61000 | PA      | $56091.33     | 0.25%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                         | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56624.15     | 0.25%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC              | DBR Land Holdings LLC                                                            | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56382.15     | 0.25%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                        | Deluxe Corp                                                                      | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78369.83     | 0.35%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                        | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16816.96     | 0.07%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59310.60     | 0.26%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC              | DirecTV Financing LLC Term Loan                                                  | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6984 | PA      | $7004.43      | 0.03%             | 2027-08-02      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC              | DirecTV Financing LLC 2024 Term Loan                                             | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     31538 | PA      | $31628.21     | 0.14%             | 2029-08-02      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC              | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $21119.07     | 0.09%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC              | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10307.30     | 0.05%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                  | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55893.24     | 0.25%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                      | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $21142.22     | 0.09%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                      | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $25696.32     | 0.11%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC              | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $21290.64     | 0.09%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27785.70     | 0.12%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO             | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     68000 | PA      | $70841.04     | 0.31%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Dragon Buyer, Inc                  | Dragon Buyer Inc Term Loan B                                                     | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |    118800 | PA      | $117241.34    | 0.52%             | 2031-09-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                   | Duke Energy Corp                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63809.66     | 0.28%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| EP Energy Corp                     | EP Energy Corp                                                                   | CUSIP: 268785201<br>LEI: 549300Z6HPQS1H5IYQ07 | Long             | EC               | CORP              | US        |       660 | NS      | $1072.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                      | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     56890 | PA      | $57891.83     | 0.26%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                      | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    100025 | PA      | $109724.42    | 0.49%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE             | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     68000 | PA      | $65281.36     | 0.29%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                       | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42185.70     | 0.19%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| EMBECTA CORP                       | Embecta Corp                                                                     | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14596.05     | 0.06%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                       | Enbridge Inc                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $28766.61     | 0.13%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                       | Enbridge Inc                                                                     | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     42000 | PA      | $44622.90     | 0.20%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ENCOMPASS HEALTH CORP              | Encompass Health Corp                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26888.76     | 0.12%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP              | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26883.90     | 0.12%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC             | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52864.90     | 0.24%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC             | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25953.21     | 0.12%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                                               | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55178.20     | 0.25%             | 2066-11-01      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                 | Energy Transfer LP                                                               | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |      3375 | NS      | $62268.75     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43212.85     | 0.19%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                                               | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27903.69     | 0.12%             | 2054-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENERSYS                            | EnerSys                                                                          | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26880.66     | 0.12%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERSYS                            | EnerSys                                                                          | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27993.33     | 0.12%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERFLEX INC                       | Enerflex Inc                                                                     | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56920.60     | 0.25%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                   | Enstar Group Ltd                                                                 | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     27000 | PA      | $28207.71     | 0.13%             | 2045-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                       | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     46000 | PA      | $48162.46     | 0.21%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Partners LP    | Enterprise Products Partners LP                                                  | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |      1670 | NS      | $55427.30     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIPMENTSHARE.COM INC             | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42787.20     | 0.19%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC             | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22168.86     | 0.10%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                         | Evergy Inc                                                                       | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44233.67     | 0.20%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FMC CORP                           | FMC Corp                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     98000 | PA      | $79019.36     | 0.35%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                    | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28538.03     | 0.13%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                    | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21393.96     | 0.10%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT             | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $27114.64     | 0.12%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT             | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $81325.04     | 0.36%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| FIRST CITIZENS BANCSHARE           | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16341.76     | 0.07%             | 2027-01-04      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE           | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43955.03     | 0.20%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                 | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    215000 | PA      | $223780.60    | 0.99%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                 | Forestar Group Inc                                                               | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28685.44     | 0.13%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS            | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15474.45     | 0.07%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                   | GGAM Finance Ltd                                                                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     68000 | PA      | $69109.08     | 0.31%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                   | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     27000 | PA      | $27482.22     | 0.12%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER CALIFORNIA INC            | Frontier California Inc                                                          | CUSIP: 362311AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $91290.86     | 0.41%             | 2027-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER FLORIDA LLC               | Frontier Florida LLC                                                             | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93000 | PA      | $96362.88     | 0.43%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| FRONTIER NORTH INC                 | Frontier North Inc                                                               | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $88626.44     | 0.39%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                  | General Motors Co                                                                | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24390.72     | 0.11%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN              | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $45281.15     | 0.20%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN              | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $28209.60     | 0.13%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL            | Global Net Lease Inc / Global Net Lease Operating Partnership LP                 | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |     43000 | PA      | $41903.50     | 0.19%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $52341.85     | 0.23%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                         | goeasy Ltd                                                                       | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     51000 | PA      | $50561.40     | 0.22%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                         | goeasy Ltd                                                                       | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $51744.00     | 0.23%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER             | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     86000 | PA      | $82163.54     | 0.37%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| GOODYEAR TIRE & RUBBER             | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29565.01     | 0.13%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                 | Graham Holdings Co                                                               | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11100.76     | 0.05%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN           | Graphic Packaging International LLC                                              | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36964.48     | 0.16%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN           | Graphic Packaging International LLC                                              | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25792.83     | 0.11%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                     | Gray Media Inc                                                                   | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     27000 | PA      | $20082.33     | 0.09%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                     | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27657.72     | 0.12%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Gray Television Inc                | Gray Television Inc 2024 Term Loan B                                             | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |      1903 | PA      | $1905.78      | 0.01%             | 2029-06-04      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK            | Great Lakes Dredge & Dock Corp                                                   | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65010.00     | 0.29%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC             | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24504.25     | 0.11%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC             | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34957.44     | 0.16%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP            | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56809.50     | 0.25%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP             | HA Sustainable Infrastructure Capital Inc                                        | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57631.20     | 0.26%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                  | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32100.19     | 0.14%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                  | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28348.65     | 0.13%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                  | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28593.54     | 0.13%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY            | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $64494.69     | 0.29%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD              | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44997.30     | 0.20%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD              | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     46000 | PA      | $48224.10     | 0.21%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS           | Hughes Satellite Systems Corp                                                    | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $38835.20     | 0.17%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| HUNTINGTON BANCSHARES              | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27049.95     | 0.12%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc           | iHeartCommunications Inc 2024 Term Loan                                          | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |     89811 | PA      | $82426.36     | 0.37%             | 2029-05-01      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE            | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43533.00     | 0.19%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                          | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17699.04     | 0.08%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                  | Iron Mountain Inc 2023 Term Loan B                                               | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |     68600 | PA      | $68149.64     | 0.30%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| JW ALUMINUM CONT CAST CO           | JW Aluminum Continuous Cast Co                                                   | CUSIP: 46648XAB4<br>LEI: 5493008HJ8BWQC8XAF08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57445.30     | 0.26%             | 2030-04-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| JELD-WEN INC                       | JELD-WEN Inc                                                                     | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     46000 | PA      | $29135.94     | 0.13%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| JETBLUE 2020-1 CLASS B             | JetBlue 2020-1 Class B Pass Through Trust                                        | CUSIP: 477164AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71268 | PA      | $71579.87     | 0.32%             | 2028-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS B             | JetBlue 2019-1 Class B Pass Through Trust                                        | CUSIP: 477165AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15121 | PA      | $15208.67     | 0.07%             | 2029-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KBR INC                            | KBR Inc                                                                          | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60302.16     | 0.27%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP               | Kaiser Aluminum Corp                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $46432.86     | 0.21%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC           | Ken Garff Automotive LLC                                                         | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $88565.68     | 0.39%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                   | Knife River Corp                                                                 | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $63634.59     | 0.28%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                 | Kohl's Corp                                                                      | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     29000 | PA      | $19690.42     | 0.09%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC              | Bath & Body Works Inc                                                            | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27336.15     | 0.12%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC              | Bath & Body Works Inc                                                            | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77190.16     | 0.34%             | 2027-01-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC              | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40967.60     | 0.18%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP           | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |     66000 | PA      | $70156.02     | 0.31%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC              | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15551.85     | 0.07%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc              | Level 3 Financing Inc 2025 Repriced Term Loan B4                                 | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    100000 | PA      | $100275.00    | 0.45%             | 2032-03-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC            | Liberty Interactive LLC                                                          | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |     58000 | PA      | $4004.90      | 0.02%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                      | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112821.50    | 0.50%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC            | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67993.61     | 0.30%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC           | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63709.01     | 0.28%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOL 1           | Starz Capital Holdings 1 Inc                                                     | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $66018.40     | 0.29%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                  | Lithia Motors Inc                                                                | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27209.25     | 0.12%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC             | Lumen Technologies Inc                                                           | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     42875 | PA      | $42875.00     | 0.19%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                   | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    111000 | PA      | $113691.75    | 0.51%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| M/I HOMES INC                      | M/I Homes Inc                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22143.25     | 0.10%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS           | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     48507 | PA      | $41456.02     | 0.18%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS           | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     24442 | PA      | $20994.70     | 0.09%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC       | MPH Acquisition Holdings LLC 2025 Exchange 1st Out Term Loan                     | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |      8889 | PA      | $8885.14      | 0.04%             | 2030-12-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC            | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $51386.96     | 0.23%             | 2043-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC            | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $41799.01     | 0.19%             | 2034-07-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC           | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11446.76     | 0.05%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC           | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     28000 | PA      | $19826.52     | 0.09%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN           | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp               | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57180.20     | 0.25%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO               | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57060.08     | 0.25%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY BORROWER INC         | AMYNTA AGENCY BORROWER INC 2026 REPRICED TERM LOAN B                             | CUSIP: 57810JAN8<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |     73696 | PA      | $73397.16     | 0.33%             | 2031-12-29      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                    | Mercer International Inc                                                         | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     56000 | PA      | $34821.92     | 0.15%             | 2029-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                    | Mercer International Inc                                                         | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     26000 | PA      | $19098.56     | 0.08%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: —       |
| METLIFE INC                        | MetLife Inc                                                                      | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45175.37     | 0.20%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN           | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $59944.09     | 0.27%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR            | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                          | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56603.80     | 0.25%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG            | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $47968.80     | 0.21%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOOG INC                           | Moog Inc                                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36837.20     | 0.16%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66580.84     | 0.30%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83172.64     | 0.37%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLARITEV CORP                      | Claritev Corp                                                                    | CUSIP: 62548MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23812 | PA      | $18723.85     | 0.08%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     28000 | PA      | $28719.88     | 0.13%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     27000 | PA      | $27089.64     | 0.12%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     31000 | PA      | $31200.26     | 0.14%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| NABORS INDUSTRIES INC              | Nabors Industries Inc                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81536.80     | 0.36%             | 2032-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC            | New Fortress Energy Inc                                                          | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |     43000 | PA      | $3931.92      | 0.02%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc            | New Fortress Energy Inc 2025 Incremental Term Loan B                             | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |    123380 | PA      | $49475.38     | 0.22%             | 2028-10-30      | Floating      | 9.24%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                       | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $58529.35     | 0.26%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                  | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27466.60     | 0.12%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| NEWELL BRANDS INC                  | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17823.42     | 0.08%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| NEWELL BRANDS INC                  | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29390.20     | 0.13%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                  | Newmark Group Inc                                                                | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $33123.50     | 0.15%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                       | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46893.15     | 0.21%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE            | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54916.95     | 0.24%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                    | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27272.97     | 0.12%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                       | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56277.40     | 0.25%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC               | Oceaneering International Inc                                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60049.02     | 0.27%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP              | ON Semiconductor Corp                                                            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41163.78     | 0.18%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                          | ONEOK Inc                                                                        | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40785.02     | 0.18%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP               | OneMain Finance Corp                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27619.38     | 0.12%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP               | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27164.16     | 0.12%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP               | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55728.75     | 0.25%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                     | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $27895.59     | 0.12%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                      | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $14880.48     | 0.07%             | 2030-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                      | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $31481.45     | 0.14%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR           | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181770.00    | 0.81%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.               | Osaic Holdings, Inc. 2025 Term Loan                                              | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |     55000 | PA      | $54670.28     | 0.24%             | 2032-07-30      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC            | PPL Capital Funding Inc                                                          | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20821.92     | 0.09%             | 2067-03-30      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Padagis LLC                        | Padagis LLC Term Loan B                                                          | CUSIP: 69526PAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    106988 | PA      | $98161.38     | 0.44%             | 2028-07-06      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| PAR PETROLEUM LLC                  | Par Petroleum LLC 2025 Term Loan B                                               | CUSIP: 69889PAF2<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    136473 | PA      | $136955.85    | 0.61%             | 2030-02-28      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS             | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |     55000 | PA      | $56699.50     | 0.25%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC             | Patrick Industries Inc                                                           | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49533.50     | 0.22%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC             | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27661.77     | 0.12%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC            | Peloton Interactive Inc 2024 Term Loan B                                         | CUSIP: 70614EAG5<br>LEI: 5493002YS021166W0339 | Long             | LON              | CORP              | US        |     44325 | PA      | $44920.73     | 0.20%             | 2029-05-30      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC             | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $56686.69     | 0.25%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| PERFORMANCE FOOD GROUP I           | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57813.51     | 0.26%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I           | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15436.05     | 0.07%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC           | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54494.96     | 0.24%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc                       | PetSmart Inc 2025 USD Term Loan B                                                | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |     90000 | PA      | $90078.75     | 0.40%             | 2032-08-18      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                     | Phillips 66 Co                                                                   | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26891.19     | 0.12%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP               | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44869.32     | 0.20%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE           | Plains All American Pipeline LP                                                  | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61044.53     | 0.27%             | 2026-03-01      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                  | Post Holdings Inc                                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62728.74     | 0.28%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                  | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49435.61     | 0.22%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU           | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $38477.40     | 0.17%             | 2029-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| PRESTIGE BRANDS INC                | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51533.35     | 0.23%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN              | Provident Funding Associates LP / PFG Finance Corp                               | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $73465.70     | 0.33%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| QVC INC                            | QVC Inc                                                                          | CUSIP: 747262AW3<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |     27000 | PA      | $10568.34     | 0.05%             | 2034-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| QNITY ELECTRONICS INC              | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56830.40     | 0.25%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC           | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $52560.48     | 0.23%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC              | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114122.80    | 0.51%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Qwest Corp                         | Qwest Corp                                                                       | CUSIP: 74913G881<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |      1652 | NS      | $31652.32     | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| RHP HOTEL PPTY/RHP FINAN           | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |     58000 | PA      | $60075.82     | 0.27%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER            | Reinsurance Group of America Inc                                                 | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27881.55     | 0.12%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: —       |
| RIVERS ENTERPRISE                  | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56026.85     | 0.25%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                  | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55862.40     | 0.25%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN           | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85212.24     | 0.38%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                     | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $27688.23     | 0.12%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                     | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $43656.90     | 0.19%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                | Rocket Software Inc 2023 USD Term Loan B                                         | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    133987 | PA      | $128418.97    | 0.57%             | 2028-11-28      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN           | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     37000 | PA      | $38348.28     | 0.17%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN           | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     52000 | PA      | $54597.92     | 0.24%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                       | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55173.80     | 0.25%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                        | SVC ABS LLC                                                                      | CUSIP: 78487JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97788.93     | 0.43%             | 2053-02-20      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC           | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAC9<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     10250 | PA      | $14.45        | 0.00%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC           | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAD7<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     19500 | PA      | $63.96        | 0.00%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                      | EW Scripps Co/The                                                                | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26905.23     | 0.12%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC              | Scripps Escrow II Inc                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $25907.00     | 0.12%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SCRIPPS ESCROW II INC              | Scripps Escrow II Inc                                                            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $11196.75     | 0.05%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                    | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15110.70     | 0.07%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US           | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48779.52     | 0.22%             | 2028-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US           | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16693.44     | 0.07%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                    | Sealed Air Corp                                                                  | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16637.92     | 0.07%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC           | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48811.88     | 0.22%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST           | Service Properties Trust                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     58000 | PA      | $58750.52     | 0.26%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                           | SGUS LLC                                                                         | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12977 | PA      | $420.45       | 0.00%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                | Silgan Holdings Inc                                                              | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60490.04     | 0.27%             | 2028-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS           | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $44417.60     | 0.20%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc      | Sinclair Television Group Inc 2025 Term Loan B6                                  | CUSIP: 829229AU7<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |     49625 | PA      | $43049.69     | 0.19%             | 2029-12-31      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU           | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27944.19     | 0.12%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43233.49     | 0.19%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                | Sirius XM Radio LLC                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30823.61     | 0.14%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     76000 | PA      | $69489.84     | 0.31%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SIX FLAGS ENTERTAINME              | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     83000 | PA      | $81998.19     | 0.36%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| SIX FLAGS/CAN WON/MILLEN           | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC    | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $28581.28     | 0.13%             | 2032-01-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES           | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     13750 | PA      | $13856.29     | 0.06%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI           | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55324.50     | 0.25%             | 2033-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC               | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38336.22     | 0.17%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| SOUTH BOW CAN INFRA HOLD           | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     61000 | PA      | $63508.32     | 0.28%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD           | Speedway Motorsports LLC / Speedway Funding II Inc                               | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $40964.33     | 0.18%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                          | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27503.28     | 0.12%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                          | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15325.20     | 0.07%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI           | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16515.04     | 0.07%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI           | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42946.68     | 0.19%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                        | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45239.16     | 0.20%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST            | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     55000 | PA      | $56580.70     | 0.25%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                 | STL Holding Co LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     61000 | PA      | $64270.21     | 0.29%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                   | StoneX Group Inc                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |     77000 | PA      | $81963.42     | 0.36%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC           | Stonex Escrow Issuer LLC                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15493.65     | 0.07%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT              | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58139.95     | 0.26%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING           | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $86803.89     | 0.39%             | 2029-10-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                          | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56610.95     | 0.25%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                          | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44389.76     | 0.20%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                          | Sunoco LP                                                                        | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85668.45     | 0.38%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                    | Star Parent Inc Term Loan B                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    113111 | PA      | $113312.84    | 0.50%             | 2030-09-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H           | Synergy Infrastructure Holdings LLC                                              | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11489.17     | 0.05%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                   | T-Mobile USA Inc                                                                 | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     23000 | PA      | $25688.93     | 0.11%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| TTM TECHNOLOGIES INC               | TTM Technologies Inc                                                             | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     74000 | PA      | $71940.58     | 0.32%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN            | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56012.00     | 0.25%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM               | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22593.56     | 0.10%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings Inc           | Team Health Holdings Inc 2025 Term Loan B                                        | CUSIP: 87817JAH1<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |     89550 | PA      | $89781.04     | 0.40%             | 2028-06-30      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                         | TELUS Corp                                                                       | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $27602.10     | 0.12%             | 2055-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP              | Tenet Healthcare Corp                                                            | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     74000 | PA      | $81097.34     | 0.36%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP              | Tenet Healthcare Corp                                                            | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33365.31     | 0.15%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                         | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56377.75     | 0.25%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC              | Teva Pharmaceutical Finance Co LLC                                               | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57953.50     | 0.26%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC              | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27349.38     | 0.12%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC              | Time Warner Cable LLC                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22368.15     | 0.10%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                      | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     58000 | PA      | $60448.18     | 0.27%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                      | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22028.16     | 0.10%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                      | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15552.15     | 0.07%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD           | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     42000 | PA      | $44355.36     | 0.20%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD           | Transocean International Ltd                                                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     86000 | PA      | $87584.98     | 0.39%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| TRINSEO LUX/TRINSEO NA             | Trinseo Luxco Finance SPV Sarl / Trinseo NA Finance SPV LLC                      | CUSIP: 89668JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     22940 | PA      | $587.03       | 0.00%             | 2029-05-03      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                    | TripAdvisor Inc Term Loan                                                        | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |     33549 | PA      | $32679.37     | 0.15%             | 2031-07-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DAC              | TrueNoord Capital DAC                                                            | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     55000 | PA      | $58158.65     | 0.26%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                         | Twilio Inc                                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38400.40     | 0.17%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                         | Twilio Inc                                                                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14193.30     | 0.06%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                      | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33901.74     | 0.15%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                            | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68032.64     | 0.30%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                   | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $26845.56     | 0.12%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT            | United Airlines 2019-2 Class B Pass Through Trust                                | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12036 | PA      | $11747.41     | 0.05%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS           | United Airlines Holdings Inc                                                     | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7073.57      | 0.03%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc           | United Natural Foods Inc 2024 Term Loan                                          | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |     48112 | PA      | $48482.33     | 0.22%             | 2031-05-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM            | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32994.06     | 0.15%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL           | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60327.17     | 0.27%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL            | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $30194.00     | 0.13%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS           | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29951.78     | 0.13%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS           | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28200.15     | 0.13%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO              | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $32500.71     | 0.14%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                     | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     55000 | PA      | $54959.85     | 0.24%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE              | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57158.20     | 0.25%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE              | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15454.20     | 0.07%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE              | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41474.00     | 0.18%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU           | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15210.56     | 0.07%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU           | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14776.64     | 0.07%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC             | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47134.82     | 0.21%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC             | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75741.96     | 0.34%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC             | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28778.22     | 0.13%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC             | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28594.35     | 0.13%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC             | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29194.01     | 0.13%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC             | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    131000 | PA      | $115467.33    | 0.51%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Veritiv Corporation                | Veritiv Corporation Term Loan B                                                  | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |     44322 | PA      | $43496.12     | 0.19%             | 2030-12-02      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC            | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51270.50     | 0.23%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     77000 | PA      | $73531.15     | 0.33%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                 | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     16000 | PA      | $17069.44     | 0.08%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                        | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16311.84     | 0.07%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                        | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27415.26     | 0.12%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                 | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29789.48     | 0.13%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                 | Voyager Parent LLC Repriced Term Loan B                                          | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |     55000 | PA      | $55003.58     | 0.24%             | 2032-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC               | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54765.15     | 0.24%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC               | WR Grace Holdings LLC                                                            | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15031.80     | 0.07%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                  | WBI Operating LLC                                                                | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $56560.56     | 0.25%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL                     | AUDACY CAPITAL                                                                   | CUSIP: 000000000<br>LEI: 549300S5JUSXRHNCHD80 | N/A              | DE               |  | US        |        49 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE PRO USA INC                  | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44411.69     | 0.20%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA           | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     55000 | PA      | $56998.70     | 0.25%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RITE AID EQUITY                    | RITE AID EQUITY                                                                  | CUSIP: 000000000<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |       134 | NS      | $134.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RITE AID NOTE HOLDER TRUST         | RITE AID NOTE HOLDER TRUST                                                       | CUSIP: 000000000<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |      9116 | PA      | $0.01         | 0.00%             | 2034-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GUITAR CENTER 3L NOTES             | GUITAR CENTER 3L NOTES                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58544 | PA      | $17563.20     | 0.08%             | 2032-08-19      | Variable      | 12.00%                | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                     | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54294.35     | 0.24%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| WILDFIRE INTERMEDIATE HO           | Wildfire Intermediate Holdings LLC                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77201.56     | 0.34%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                     | William Carter Co/The                                                            | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27944.73     | 0.12%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| WILLIAMS SCOTSMAN INC              | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21726.18     | 0.10%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC              | Williams Scotsman Inc                                                            | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33904.80     | 0.15%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC            | Windstream Services LLC 2024 Term Loan B                                         | CUSIP: 97381JAJ2<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |     45000 | PA      | $45393.75     | 0.20%             | 2031-10-01      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| XHR LP                             | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |     55000 | PA      | $56917.85     | 0.25%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| YEOMAN CAP S A                     | YEOMAN CAP S A                                                                   | CUSIP: 985923101<br>LEI: 549300ORV6YW6ESSNQ21 | Long             | EC               | CORP              | LU        |      1000 | NS      | $7852.94      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP            | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62963.59     | 0.28%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP            | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $42068.84     | 0.19%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL                     | AUDACY CAPITAL                                                                   | CUSIP: 000000000<br>LEI: 549300S5JUSXRHNCHD80 | N/A              | DE               |  | US        |       297 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weber-Stephen Products LLC         | Weber-Stephen Products LLC 2025 Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |     90000 | PA      | $90103.05     | 0.40%             | 2032-10-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Altice France SA                   | Altice France SA 2025 USD Term Loan B14                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |     69051 | PA      | $70230.85     | 0.31%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation          | BAUSCH + LOMB CORPORATION 2025 REPRICED TERM LOAN                                | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    104562 | PA      | $105477.20    | 0.47%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc        | Bausch Health Companies Inc 2025 Term Loan B                                     | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |    176116 | PA      | $172153.09    | 0.77%             | 2030-10-08      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                  | Clarios Global LP 2025 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     69825 | PA      | $70021.21     | 0.31%             | 2032-01-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                     | Opal Bidco SAS USD Term Loan B4                                                  | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | LON              | CORP              | US        |     89775 | PA      | $89878.24     | 0.40%             | 2032-04-28      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors       | State Street Navigator Securities Lending Government Money Market Portfolio      | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   1815182 | NS      | $1815181.50   | 8.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC               | Ineos US Finance LLC 2023 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    142447 | PA      | $103273.97    | 0.46%             | 2030-02-18      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd        | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | N/A              | DE               |  | BM        |      4455 | NS      | $0.45         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mcdermott International Ltd        | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | N/A              | DE               |  | BM        |      4950 | NS      | $0.50         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camelot US Acquisition LLC         | Camelot US Acquisition LLC 2024 Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    100581 | PA      | $93037.54     | 0.41%             | 2031-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Connect Finco Sarl                 | Connect Finco Sarl 2024 Extended Term Loan B                                     | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |     69822 | PA      | $69735.06     | 0.31%             | 2029-09-27      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Trinseo Materials Operating SCA    | Trinseo Materials Operating SCA 2021 Term Loan B2                                | CUSIP: 000000000<br>LEI: 549300P1EBLVU1SH8Z09 | Long             | LON              | CORP              | LU        |     63255 | PA      | $7025.76      | 0.03%             | 2028-05-03      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-11

**Name of Applicant:** CALAMOS INVESTMENT TRUST/IL

**Signature:** Stephen Atkins

**Name of Signer:** Stephen Atkins

**Title:** Treasurer