# EDGAR Filing Document

**Accession Number:** 0000846671
**File Stem:** 0000846671-26-000013
**Filing Date:** 2026-4
**Character Count:** 125598
**Document Hash:** d7e66f6b7326e69081ac6bf4ad0e6145
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000846671-26-000013.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0000846671-26-000013

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Invesco High Income Trust II
- **CENTRAL INDEX KEY:** 0000846671

**ORGANIZATION NAME:**
- **EIN:** 366900462
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05769
- **FILM NUMBER:** 26913420

**BUSINESS ADDRESS:**
- **STREET 1:** 1331 SPRING STREET N.W.
- **STREET 2:** SUITE 2500
- **CITY:** ATLANTA
- **STATE:** GA
- **ZIP:** 30309
- **BUSINESS PHONE:** 212-296-6963

**MAIL ADDRESS:**
- **STREET 1:** 1331 SPRING STREET N.W.
- **STREET 2:** SUITE 2500
- **CITY:** ATLANTA
- **STATE:** GA
- **ZIP:** 30309

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Invesco Van Kampen High Income Trust II
- **DATE OF NAME CHANGE:** 20100601

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VAN KAMPEN HIGH INCOME TRUST II
- **DATE OF NAME CHANGE:** 19981006

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VAN KAMPEN AMERICAN CAPITAL LIMITED TERM HIGH INCOME
- **DATE OF NAME CHANGE:** 19960102

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Invesco High Income Trust II

- **b. Investment Company Act file number:** 811-05769

- **c. CIK number of Registrant:** 0000846671

- **d. LEI of Registrant:** NWTWTK5C3HWITJJQZG91

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

  - **Street Address 1:** 1331 Spring Street NW, Suite 2500

  - **City:** Atlanta

  - **State:** GA

  - **Foreign country:** US

  - **Zip / Postal Code:** 30309

  - **Telephone number:** 800-959-4246

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

- **a. Name of Series:** Invesco High Income Trust II

- **c. LEI of Series:** NWTWTK5C3HWITJJQZG91

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2026-02-28

**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:** $103805135.54

**Total Liabilities:** $32041758.75

**Net Assets:** $71763376.79

**Delayed Delivery Securities:** $1179293.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -22.13561713 | **1-Year:** -248.38149532 | **5-Year:** -4350.15066091 | **10-Year:** -2409.39556300 | **30-Year:** -1648.99171073

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

- **3-Month:** -121.97571591 | **1-Year:** -4221.76476546 | **5-Year:** -18578.71674632 | **10-Year:** -6712.31882345 | **30-Year:** -418.98294740

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.57%                | 0.30%                | 0.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $93535.60                | $-89441.34                                 |
| Month 2  | $267134.15               | $-408280.23                                |
| Month 3  | $-131424.34              | $-92455.11                                 |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays US HY 2% Issuer Capped

- **Index Identifier:** 100% BB-US HY 2% Issr Cap UH

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Telecom Italia Capital S.A.                                                   | Telecom Italia Capital S.A.                                                   | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    202000 | PA      | $231040.81    | 0.32%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                              | Teva Pharmaceutical Finance Netherlands III B.V.                              | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    678000 | PA      | $521561.40    | 0.73%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                                | JELD-WEN, Inc.                                                                | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     24000 | PA      | $19688.55     | 0.03%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                       | SS&C Technologies, Inc.                                                       | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    518000 | PA      | $517617.25    | 0.72%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                  | CCO Holdings, LLC/CCO Holdings Capital Corp.                                  | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    323000 | PA      | $322449.60    | 0.45%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Invesco Treasury Portfolio                                                    | Invesco Treasury Portfolio, Institutional Class                               | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |   1372630 | NS      | $1372629.61   | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| MPT Operating Partnership L.P./ MPT Finance Corp.                             | MPT Operating Partnership L.P./ MPT Finance Corp.                             | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $57082.48     | 0.08%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                     | FMC Corp.                                                                     | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92763.14     | 0.13%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                  | CCO Holdings, LLC/CCO Holdings Capital Corp.                                  | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    541000 | PA      | $523386.77    | 0.73%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                             | CSC Holdings, LLC, Term Loan                                                  | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    196345 | PA      | $170145.42    | 0.24%             | 2027-04-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                               | Sinclair Television Group, Inc.                                               | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33011.40     | 0.05%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos. Inc.                                                       | Bausch Health Cos. Inc.                                                       | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    122000 | PA      | $85523.83     | 0.12%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Invesco Government & Agency Portfolio                                         | Invesco Government & Agency Portfolio, Institutional Class                    | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |    739108 | NS      | $739108.25    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch Health Cos. Inc.                                                       | Bausch Health Cos. Inc.                                                       | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    101000 | PA      | $79916.25     | 0.11%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                    | Sensata Technologies, Inc.                                                    | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    223000 | PA      | $210389.64    | 0.29%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                             | CSC Holdings, LLC                                                             | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $119402.98    | 0.17%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                       | Level 3 Financing, Inc.                                                       | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29217.50     | 0.04%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                            | Iron Mountain Inc.                                                            | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    556000 | PA      | $536687.34    | 0.75%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                                 | Hologic, Inc.                                                                 | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    548000 | PA      | $545480.30    | 0.76%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                                | DISH DBS Corp.                                                                | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $251107.66    | 0.35%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                           | Lithia Motors, Inc.                                                           | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    572000 | PA      | $550462.94    | 0.77%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                    | Allison Transmission, Inc.                                                    | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    562000 | PA      | $534932.24    | 0.75%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos. Inc.                                                       | Bausch Health Cos. Inc.                                                       | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $62067.30     | 0.09%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos. Inc.                                                       | Bausch Health Cos. Inc.                                                       | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $65756.34     | 0.09%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership L.P./ MPT Finance Corp.                             | MPT Operating Partnership L.P./ MPT Finance Corp.                             | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     77000 | PA      | $58955.07     | 0.08%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                      | Lumen Technologies, Inc.                                                      | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29533.52     | 0.04%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-13898.27    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $152.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1504.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LBM Acquisition, LLC                                                          | LBM Acquisition, LLC                                                          | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     59000 | PA      | $45041.92     | 0.06%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                      | Studio City Finance Ltd.                                                      | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    522000 | PA      | $505162.83    | 0.70%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                       | Level 3 Financing, Inc.                                                       | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     53000 | PA      | $49326.56     | 0.07%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                      | Lumen Technologies, Inc.                                                      | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      2000 | NS      | $14220.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                            | CHS/Community Health Systems, Inc.                                            | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    444000 | PA      | $407719.10    | 0.57%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                  | Diversified Healthcare Trust                                                  | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $136691.98    | 0.19%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                             | PennyMac Financial Services, Inc.                                             | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    278000 | PA      | $267465.41    | 0.37%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                      | Comstock Resources, Inc.                                                      | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    528000 | PA      | $526354.75    | 0.73%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                               | Air Lease Corp., Series B                                                     | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    522000 | PA      | $521726.11    | 0.73%             | N/A             | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc./AAdvantage Loyalty IP Ltd.                             | American Airlines Inc./AAdvantage Loyalty IP Ltd.                             | CUSIP: 00253XAB7<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    515000 | PA      | $521173.16    | 0.73%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                      | Lumen Technologies, Inc., Series P                                            | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30600.44     | 0.04%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| NESCO Holdings II, Inc.                                                       | NESCO Holdings II, Inc.                                                       | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    543000 | PA      | $540614.66    | 0.75%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc.                                                      | New Fortress Energy Inc.                                                      | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |     88000 | PA      | $8422.04      | 0.01%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                  | CCO Holdings, LLC/CCO Holdings Capital Corp.                                  | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $353079.67    | 0.49%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carriage Services, Inc.                                                       | Carriage Services, Inc.                                                       | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    842000 | PA      | $811400.12    | 1.13%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                             | CSC Holdings, LLC                                                             | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $240408.52    | 0.34%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.                                               | Great Lakes Dredge & Dock Corp.                                               | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |    525000 | PA      | $523980.98    | 0.73%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                  | CCO Holdings, LLC/CCO Holdings Capital Corp.                                  | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    363000 | PA      | $332451.55    | 0.46%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                            | Vodafone Group PLC                                                            | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1142000 | PA      | $1082159.66   | 1.51%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                      | Lumen Technologies, Inc.                                                      | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17296.29     | 0.02%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital S.A.                                                   | Telecom Italia Capital S.A.                                                   | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    281000 | PA      | $298665.07    | 0.42%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Americanas S.A.                                                               | Americanas S.A.                                                               | CUSIP: P19055113<br>LEI: 254900SPM3RE7352ST93 | Long             | EC               | CORP              | BR        |      5642 | NS      | $6184.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aircastle Ltd.                                                                | Aircastle Ltd.                                                                | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    514000 | PA      | $514063.63    | 0.72%             | N/A             | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                           | Petroleos Mexicanos                                                           | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    260000 | PA      | $249014.32    | 0.35%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                              | Clarivate Science Holdings Corp.                                              | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $242315.57    | 0.34%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                                | DISH DBS Corp.                                                                | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    306000 | PA      | $273555.80    | 0.38%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST, L.P.                                                       | RLJ LODGING TRUST, L.P.                                                       | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    419000 | PA      | $401163.09    | 0.56%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Roller Bearing Co. of America, Inc.                                           | Roller Bearing Co. of America, Inc.                                           | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    556000 | PA      | $548639.39    | 0.76%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co, Inc.                                          | New Enterprise Stone & Lime Co, Inc.                                          | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    521000 | PA      | $522999.08    | 0.73%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                              | Gray Media, Inc.                                                              | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78821.86     | 0.11%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services, Inc.                           | Iron Mountain Information Management Services, Inc.                           | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    574000 | PA      | $555890.53    | 0.77%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                  | Vistra Corp.                                                                  | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    256000 | PA      | $260951.30    | 0.36%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                  | CCO Holdings, LLC/CCO Holdings Capital Corp.                                  | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    629000 | PA      | $585382.81    | 0.82%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                            | CHS/Community Health Systems, Inc.                                            | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    419000 | PA      | $402898.74    | 0.56%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                         | Clydesdale Acquisition Holdings, Inc.                                         | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    257000 | PA      | $256084.31    | 0.36%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                        | Hilcorp Energy I, L.P.                                                        | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    158000 | PA      | $153847.93    | 0.21%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iris Holding, Inc. (Intertape)                                                | Iris Holding, Inc. (Intertape), First Lien Term Loan                          | CUSIP: 46271BAB6<br>LEI: 54930013SPZ2NB3I3V40 | Long             | LON              | CORP              | US        |    285000 | PA      | $279026.40    | 0.39%             | 2028-06-28      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                  | CCO Holdings, LLC/CCO Holdings Capital Corp.                                  | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    451000 | PA      | $457292.74    | 0.64%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                            | Newell Brands Inc.                                                            | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    249000 | PA      | $253088.08    | 0.35%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                                            | DISH Network Corp.                                                            | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    260000 | PA      | $269316.06    | 0.38%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                        | Tenet Healthcare Corp.                                                        | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    320000 | PA      | $315770.14    | 0.44%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings Inc.                                                       | RB Global Holdings Inc.                                                       | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    748000 | PA      | $761009.22    | 1.06%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings Inc.                                                       | RB Global Holdings Inc.                                                       | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    246000 | PA      | $256065.09    | 0.36%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                    | Cloud Software Group, Inc.                                                    | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    553000 | PA      | $542130.30    | 0.76%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                 | Six Flags Entertainment Corp.                                                 | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    524000 | PA      | $514796.10    | 0.72%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                 | Navient Corp.                                                                 | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    163000 | PA      | $165229.19    | 0.23%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                   | First Quantum Minerals Ltd.                                                   | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $262331.13    | 0.37%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                        | HUB International Ltd.                                                        | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    252000 | PA      | $260071.37    | 0.36%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II, LLC                                              | LCM Investments Holdings II, LLC                                              | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    480000 | PA      | $504806.40    | 0.70%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                 | Univision Communications Inc.                                                 | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    281000 | PA      | $288828.10    | 0.40%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                      | Celanese US Holdings LLC                                                      | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    356000 | PA      | $382728.84    | 0.53%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Worldline                                                                     | Worldline                                                                     | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $326028.23    | 0.45%             | 2028-09-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                                   | Carvana Co.                                                                   | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    524788 | PA      | $575956.36    | 0.80%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                      | Venture Global LNG, Inc.                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    725000 | PA      | $768626.15    | 1.07%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    527000 | PA      | $536931.32    | 0.75%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                                     | USI, Inc.                                                                     | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |    246000 | PA      | $252089.48    | 0.35%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                       | EnerSys                                                                       | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    508000 | PA      | $524627.35    | 0.73%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                | Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    505000 | PA      | $525247.98    | 0.73%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                        | HUB International Ltd.                                                        | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    245000 | PA      | $249520.20    | 0.35%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                  | Vistra Corp., Series C                                                        | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1276794.75   | 1.78%             | N/A             | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                             | Nationstar Mortgage Holdings Inc.                                             | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    502000 | PA      | $502000.00    | 0.70%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |    276000 | PA      | $264487.49    | 0.37%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                               | FirstCash, Inc.                                                               | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    489000 | PA      | $505259.97    | 0.70%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                                    | ESAB Corp.                                                                    | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513154.00    | 0.72%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PHINIA Inc.                                                                   | PHINIA Inc.                                                                   | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    229000 | PA      | $236966.68    | 0.33%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                          | Clear Channel Outdoor Holdings, Inc., Term Loan B                             | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |    377352 | PA      | $379474.95    | 0.53%             | 2028-08-23      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                     | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    454000 | PA      | $477830.46    | 0.67%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | Casino Guichard-Perrachon, Wrts. 2029-04-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |    149811 | NS      | $88.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                 | Iliad Holding                                                                 | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    710000 | PA      | $761069.59    | 1.06%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Genesis Energy L.P./ Genesis Energy Finance Corp.                             | Genesis Energy L.P./ Genesis Energy Finance Corp.                             | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    384000 | PA      | $402215.42    | 0.56%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                        | Hilcorp Energy I, L.P.                                                        | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    243000 | PA      | $238056.12    | 0.33%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary, LLC                                                     | Cougar JV Subsidiary, LLC                                                     | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    506000 | PA      | $539239.65    | 0.75%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                    | Cloud Software Group, Inc.                                                    | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    193000 | PA      | $193326.71    | 0.27%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                      | Service Properties Trust                                                      | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    253000 | PA      | $254154.44    | 0.35%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                    | Sensata Technologies, Inc.                                                    | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    319000 | PA      | $334231.61    | 0.47%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                                                | Starz Capital Holdings 1, Inc.                                                | CUSIP: 535939AA0<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    878000 | PA      | $817637.50    | 1.14%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                                 | Staples, Inc.                                                                 | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91841.41     | 0.13%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                             | Brink's Co. (The)                                                             | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    493000 | PA      | $510642.01    | 0.71%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                                         | Wrangler Holdco Corp.                                                         | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337000 | PA      | $351794.64    | 0.49%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Casino Guichard-Perrachon                                                     | Casino Guichard-Perrachon                                                     | CUSIP: F1R01P205<br>LEI: 969500VHL8F83GBL6L29 | Long             | EC               | CORP              | FR        |      2804 | NS      | $774.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                                 | Staples, Inc.                                                                 | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35197.81     | 0.05%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| EMRLD Borrower L.P.                                                           | EMRLD Borrower L.P., Incremental Term Loan B                                  | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    782110 | PA      | $780228.93    | 1.09%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance L.P.                                             | Northriver Midstream Finance L.P.                                             | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    507000 | PA      | $521665.48    | 0.73%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                        | Tenet Healthcare Corp.                                                        | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202999.79    | 0.28%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fibercop S.p.A.                                                               | Fibercop S.p.A.                                                               | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    275000 | PA      | $279502.74    | 0.39%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fibercop S.p.A.                                                               | Fibercop S.p.A.                                                               | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    525000 | PA      | $515940.44    | 0.72%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                     | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    488000 | PA      | $515918.23    | 0.72%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Summit Midstream Holdings, LLC                                                | Summit Midstream Holdings, LLC                                                | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    509000 | PA      | $533073.16    | 0.74%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                      | Group 1 Automotive, Inc.                                                      | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    518000 | PA      | $531267.02    | 0.74%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                   | DaVita Inc.                                                                   | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    249000 | PA      | $258888.04    | 0.36%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JELD-WEN Holding, Inc.                                                        | JELD-WEN Holding, Inc.                                                        | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     33000 | PA      | $17862.08     | 0.02%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co., Ltd.                                             | Global Aircraft Leasing Co., Ltd.                                             | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    739000 | PA      | $762649.48    | 1.06%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                         | OneMain Finance Corp.                                                         | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $460378.35    | 0.64%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | Americanas S.A., Wrts. 2027-03-16                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |      1881 | NS      | $1100.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                               | TransDigm, Inc.                                                               | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    522000 | PA      | $531622.55    | 0.74%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                               | TransDigm, Inc., Term Loan L                                                  | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1023981 | PA      | $1024538.65   | 1.43%             | 2032-01-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| PHINIA Inc.                                                                   | PHINIA Inc.                                                                   | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    277000 | PA      | $287823.78    | 0.40%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Provident Funding Associates L.P./ PFG Finance Corp.                          | Provident Funding Associates L.P./ PFG Finance Corp.                          | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    738000 | PA      | $767293.43    | 1.07%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                             | GGAM Finance Ltd.                                                             | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    341000 | PA      | $347247.12    | 0.48%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BondBloxx CCC-Rated USD High Yield Corporate Bond ETF                         | BondBloxx CCC-Rated USD High Yield Corporate Bond ETF                         | CUSIP: 09789C887<br>LEI: N/A                  | Long             | EC               | RF                | US        |     21000 | NS      | $782880.00    | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerdia Finanz GmbH                                                            | Cerdia Finanz GmbH                                                            | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    483000 | PA      | $495075.00    | 0.69%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                      | Venture Global LNG, Inc.                                                      | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    602500 | PA      | $527374.85    | 0.73%             | N/A             | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                        | Hilcorp Energy I, L.P.                                                        | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118929.24    | 0.17%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc.                                          | Jane Street Group / JSG Finance Inc.                                          | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    518000 | PA      | $521489.25    | 0.73%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd. / Atlantica Sustainable Infrastructure PLC              | California Buyer Ltd. / Atlantica Sustainable Infrastructure PLC              | CUSIP: 13005HAA8<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    769000 | PA      | $767236.68    | 1.07%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Codere Online Luxembourg, S.A.                                                | Codere Online Luxembourg, S.A.                                                | CUSIP: N/A<br>LEI: 222100ZJU57ZQLLYNO89       | N/A              | DE               |  | LU        |         3 | NS      | $14.18        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Endo Luxembourg Finance Co. I S.a.r.l.                                        | Endo Luxembourg Finance Co. I S.a.r.l., Term Loan B                           | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    518438 | PA      | $519668.79    | 0.72%             | 2031-04-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                            | Newell Brands Inc.                                                            | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    263000 | PA      | $264018.34    | 0.37%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                         | OneMain Finance Corp.                                                         | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    214000 | PA      | $218734.96    | 0.30%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                       | Molina Healthcare, Inc.                                                       | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    153000 | PA      | $150625.60    | 0.21%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                | EchoStar Corp.                                                                | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    258000 | PA      | $281871.19    | 0.39%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                | EchoStar Corp.                                                                | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    748902 | PA      | $759389.62    | 1.06%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                 | Iliad Holding                                                                 | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    290000 | PA      | $298065.44    | 0.42%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                         | Brookfield Infrastructure Finance ULC                                         | CUSIP: 11276BAA7<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |    762000 | PA      | $776502.38    | 1.08%             | 2055-03-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Genesis Energy L.P./ Genesis Energy Finance Corp.                             | Genesis Energy L.P./ Genesis Energy Finance Corp.                             | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    371000 | PA      | $392486.47    | 0.55%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes V DAC                                  | Virgin Media O2 Vendor Financing Notes V DAC                                  | CUSIP: YT9133448<br>LEI: 635400ASSEVCXAPVGC36 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $193779.99    | 0.27%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                    | iHeartCommunications, Inc.                                                    | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    302000 | PA      | $268607.86    | 0.37%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Atos SE                                                                       | Atos SE                                                                       | CUSIP: YT9915620<br>LEI: 5493001EZOOA66PTBR68 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $552513.68    | 0.77%             | 2030-12-18      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Caturus Energy, LLC                                                           | Caturus Energy, LLC                                                           | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    729000 | PA      | $762218.34    | 1.06%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings, Inc.                                 | Brundage-Bone Concrete Pumping Holdings, Inc.                                 | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    517000 | PA      | $527072.38    | 0.73%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                               | Sinclair Television Group, Inc.                                               | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    102000 | PA      | $106284.00    | 0.15%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                  | MPH Acquisition Holdings LLC                                                  | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    225765 | PA      | $202050.64    | 0.28%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc.                     | Directv Financing LLC / Directv Financing Co-Obligor Inc.                     | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $137152.68    | 0.19%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                 | Freedom Mortgage Holdings LLC                                                 | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    264000 | PA      | $266201.76    | 0.37%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TrueNoord Capital DAC                                                         | TrueNoord Capital DAC                                                         | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    711000 | PA      | $751551.89    | 1.05%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                  | MPH Acquisition Holdings LLC, Term Loan                                       | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    261358 | PA      | $258483.40    | 0.36%             | 2030-12-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                       | X Corp., Term Loan B                                                          | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $525375.00    | 0.73%             | 2029-10-27      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                       | Brazilian Government International Bond                                       | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    500000 | PA      | $525715.00    | 0.73%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                   | First Quantum Minerals Ltd.                                                   | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $267216.50    | 0.37%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                      | Lumen Technologies, Inc., Series U                                            | CUSIP: 156700AT3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24291.80     | 0.03%             | 2042-03-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                                         | Walker & Dunlop, Inc.                                                         | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    508000 | PA      | $502601.45    | 0.70%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| New Gold Inc.                                                                 | New Gold Inc.                                                                 | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |   1040000 | PA      | $1109104.88   | 1.55%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NFE Atlantic Holdings, LLC                                                    | NFE Atlantic Holdings, LLC, Term Loan                                         | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |     74812 | PA      | $36442.44     | 0.05%             | 2028-10-30      | Floating      | 9.24%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                   | Acadia Healthcare Co., Inc.                                                   | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    263000 | PA      | $271836.27    | 0.38%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                                                | Bread Financial Holdings, Inc.                                                | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244845.27    | 0.34%             | 2035-06-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Sunoco L.P.                                                                   | Sunoco L.P.                                                                   | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    394000 | PA      | $406003.60    | 0.57%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EZCORP, Inc.                                                                  | EZCORP, Inc.                                                                  | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1062703.62   | 1.48%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. Ltd.                                                             | 1261229 B.C. Ltd.                                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    920000 | PA      | $952207.04    | 1.33%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Forvia SE                                                                     | Forvia SE                                                                     | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    392000 | PA      | $417947.26    | 0.58%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                         | Clydesdale Acquisition Holdings, Inc.                                         | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    502000 | PA      | $506184.47    | 0.71%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                | Opal Bidco SAS                                                                | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    415000 | PA      | $427718.51    | 0.60%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy L.P.                                                        | Excelerate Energy L.P.                                                        | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    504000 | PA      | $534492.50    | 0.74%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc.                                          | Jane Street Group / JSG Finance Inc.                                          | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    508000 | PA      | $521690.18    | 0.73%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Voyager Parent, LLC                                                           | Voyager Parent, LLC                                                           | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    486000 | PA      | $519262.33    | 0.72%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| EnPro Inc.                                                                    | EnPro Inc.                                                                    | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    530000 | PA      | $548310.44    | 0.76%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                 | Navient Corp.                                                                 | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    317000 | PA      | $295271.40    | 0.41%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                   | DaVita Inc.                                                                   | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    265000 | PA      | $275333.15    | 0.38%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                               | CoreWeave, Inc.                                                               | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    102000 | PA      | $100009.96    | 0.14%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                         | OneMain Finance Corp.                                                         | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    325000 | PA      | $332769.97    | 0.46%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Clarios Global L.P./ Clarios US Finance Co.                                   | Clarios Global L.P./ Clarios US Finance Co.                                   | CUSIP: YN0904808<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    225000 | PA      | $271748.08    | 0.38%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                             | Rocket Cos., Inc.                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    521000 | PA      | $534816.40    | 0.75%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Uniti Group L.P./ Uniti Group Finance 2019 Inc / CSL Capital LLC              | Uniti Group L.P./ Uniti Group Finance 2019 Inc / CSL Capital LLC              | CUSIP: 91327TAC5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    321000 | PA      | $325833.33    | 0.45%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Global Partners L.P./ GLP Finance Corp.                                       | Global Partners L.P./ GLP Finance Corp.                                       | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    535000 | PA      | $554566.02    | 0.77%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                       | Level 3 Financing, Inc.                                                       | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    228000 | PA      | $236314.02    | 0.33%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd.                                                 | Phoenix Aviation Capital Ltd.                                                 | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    142000 | PA      | $148886.72    | 0.21%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Tidewater Inc.                                                                | Tidewater Inc.                                                                | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    717000 | PA      | $776179.03    | 1.08%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                               | Discovery Global Holdings, Inc.                                               | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10120.00     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                               | Discovery Global Holdings, Inc.                                               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    552000 | PA      | $389160.00    | 0.54%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                               | Discovery Global Holdings, Inc.                                               | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    149000 | PA      | $97967.50     | 0.14%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                      | SGUS LLC                                                                      | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131980 | PA      | $3629.45      | 0.01%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                           | Venture Global Plaquemines LNG, LLC                                           | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    283000 | PA      | $301623.10    | 0.42%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                           | Venture Global Plaquemines LNG, LLC                                           | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    453000 | PA      | $476985.90    | 0.66%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                              | Gray Media, Inc.                                                              | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    183000 | PA      | $190279.01    | 0.27%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                 | Univision Communications Inc.                                                 | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    215000 | PA      | $227685.29    | 0.32%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                         | AECOM                                                                         | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    520000 | PA      | $531675.04    | 0.74%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                         | Kioxia Holdings Corp.                                                         | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $527380.06    | 0.73%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                          | Osaic Holdings, Inc.                                                          | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    244000 | PA      | $246407.06    | 0.34%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                          | Osaic Holdings, Inc.                                                          | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    244000 | PA      | $243336.39    | 0.34%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                          | Clear Channel Outdoor Holdings, Inc.                                          | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    129000 | PA      | $139330.45    | 0.19%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                               | CoreWeave, Inc.                                                               | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    164000 | PA      | $158443.07    | 0.22%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                    | Amneal Pharmaceuticals LLC                                                    | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    158000 | PA      | $166307.48    | 0.23%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Co. (The)                                                        | E.W. Scripps Co. (The)                                                        | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     99000 | PA      | $99501.14     | 0.14%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                       | Level 3 Financing, Inc.                                                       | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    537500 | PA      | $559163.65    | 0.78%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHC Group LLC                                                                 | CHC Group LLC                                                                 | CUSIP: 12550EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    501000 | PA      | $494620.42    | 0.69%             | 2030-09-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| PetSmart LLC / PetSmart Finance Corp.                                         | PetSmart LLC / PetSmart Finance Corp.                                         | CUSIP: 71677KAD0<br>LEI: 894500NGJMHSFNESGA67 | Long             | DBT              | CORP              | US        |    775000 | PA      | $777985.08    | 1.08%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners, LLC                                            | Greystar Real Estate Partners, LLC, Term Loan                                 | CUSIP: 39806LAJ6<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |    533425 | PA      | $534758.83    | 0.75%             | 2030-08-21      | Floating      | 6.17%                 | No            |                  3 | On Loan: No      |
| Saks Global Enterprises LLC                                                   | Saks Global Enterprises LLC                                                   | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |    295020 | PA      | $2028.26      | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Clarios Global L.P./ Clarios US Finance Co.                                   | Clarios Global L.P./ Clarios US Finance Co.                                   | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    245000 | PA      | $254457.00    | 0.35%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sunoco L.P.                                                                   | Sunoco L.P.                                                                   | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    403000 | PA      | $404811.08    | 0.56%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sunoco L.P.                                                                   | Sunoco L.P.                                                                   | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    245000 | PA      | $253439.03    | 0.35%             | N/A             | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                                              | Marriott Ownership Resorts, Inc.                                              | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    266000 | PA      | $258095.30    | 0.36%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sunoco L.P.                                                                   | Sunoco L.P.                                                                   | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    211000 | PA      | $212913.08    | 0.30%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hawaiian Electric Co., Inc.                                                   | Hawaiian Electric Co., Inc.                                                   | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |    780000 | PA      | $795394.86    | 1.11%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                  | Diversified Healthcare Trust                                                  | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    367000 | PA      | $382096.91    | 0.53%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                                                    | Melco Resorts Finance Ltd.                                                    | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $499150.10    | 0.70%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                          | Mexico Government International Bond                                          | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    564000 | PA      | $563154.00    | 0.78%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Directv Financing, LLC                                                        | Directv Financing, LLC                                                        | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $131208.72    | 0.18%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                           | American Axle & Manufacturing, Inc.                                           | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    528000 | PA      | $536979.05    | 0.75%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | U.S. Treasury 10 Year Ultra Future                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -39 | NC      | $-24430.38    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Services LLC                                                            | Uniti Services LLC                                                            | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    673000 | PA      | $700702.03    | 0.98%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | Intercontinental Exchange, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |         1 | NC      | $244131.67    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                           | Viking Cruises Ltd.                                                           | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   1003000 | PA      | $1023807.24   | 1.43%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CMA CGM S.A.                                                                  | CMA CGM S.A.                                                                  | CUSIP: YK5572341<br>LEI: 969500BZJ49IICIBZZ08 | Long             | DBT              | CORP              | FR        |    450000 | PA      | $526710.14    | 0.73%             | 2032-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AP Grange Holdings, LLC                                                       | AP Grange Holdings, LLC                                                       | CUSIP: 00187RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    389000 | PA      | $410881.25    | 0.57%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AP Grange Holdings, LLC                                                       | AP Grange Holdings, LLC                                                       | CUSIP: 00187RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     29836 | PA      | $29835.57     | 0.04%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                 | Transocean International Ltd.                                                 | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    526000 | PA      | $565041.82    | 0.79%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Altice France                                                                 | Altice France                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    768866 | PA      | $739009.19    | 1.03%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Altice France Lux 3 / Altice Holdings 1                                       | Altice France Lux 3 / Altice Holdings 1                                       | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    280000 | PA      | $263454.30    | 0.37%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                                            | Getty Images, Inc.                                                            | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    507000 | PA      | $449193.63    | 0.63%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Danaos Corp.                                                                  | Danaos Corp.                                                                  | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    537000 | PA      | $554259.48    | 0.77%             | 2032-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                              | WULF Compute LLC                                                              | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    504000 | PA      | $534126.10    | 0.74%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                          | Beignet Investor LLC                                                          | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    494000 | PA      | $524950.91    | 0.73%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                                                     | Versant Media Group, Inc.                                                     | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    515000 | PA      | $527374.94    | 0.73%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Altice France                                                                 | Altice France, Class 3                                                        | CUSIP: 929YHW907<br>LEI: 5493001ZMCICV4N02J21 | Long             | EC               | CORP              | FR        |     15186 | NS      | $284712.29    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                                 | VoltaGrid LLC                                                                 | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $1046750.52   | 1.46%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                        | Tenet Healthcare Corp.                                                        | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217812.63    | 0.30%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                        | Tenet Healthcare Corp.                                                        | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44463.94     | 0.06%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DTZ U.S. Borrower, LLC                                                        | DTZ U.S. Borrower, LLC, Term Loan                                             | CUSIP: 23340DAW2<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |    455108 | PA      | $456814.15    | 0.64%             | 2030-01-31      | Floating      | 6.42%                 | No            |                  3 | On Loan: No      |
| Office Properties Income Trust                                                | Office Properties Income Trust                                                | CUSIP: 67623CAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    379000 | PA      | $278565.00    | 0.39%             | 2059-12-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                            | Cipher Compute LLC                                                            | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $532232.94    | 0.74%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                    | Allison Transmission, Inc.                                                    | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    264000 | PA      | $269745.77    | 0.38%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                                   | HA Sustainable Infrastructure Capital, Inc.                                   | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    511000 | PA      | $538389.60    | 0.75%             | 2056-06-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Altice France Holding S.A.                                                    | Altice France Holding S.A.                                                    | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | EC               | CORP              | LU        |       752 | NS      | $121.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                | Citigroup Inc.                                                                | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    525000 | PA      | $543073.72    | 0.76%             | N/A             | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                      | Celanese US Holdings LLC                                                      | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138776.63    | 0.19%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                           | Venture Global Plaquemines LNG, LLC                                           | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    284000 | PA      | $295159.21    | 0.41%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                       | Level 3 Financing, Inc.                                                       | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234508.37    | 0.33%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                | Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    507000 | PA      | $515163.71    | 0.72%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer Inc.                                        | Asurion LLC and Asurion Co-Issuer Inc.                                        | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    519000 | PA      | $545556.19    | 0.76%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bausch and Lomb, Inc.                                                         | Bausch and Lomb, Inc., Term Loan                                              | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    497500 | PA      | $498619.38    | 0.69%             | 2031-01-30      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners L.P./ Calumet Finance Corp.               | Calumet Specialty Products Partners L.P./ Calumet Finance Corp.               | CUSIP: 131477BA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    508000 | PA      | $541548.32    | 0.75%             | 2031-02-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Holdings (US), Inc.                                         | GFL Environmental Holdings (US), Inc.                                         | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $427059.98    | 0.60%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bristow Group Inc.                                                            | Bristow Group Inc.                                                            | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |    521000 | PA      | $528961.40    | 0.74%             | 2033-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                    | Amneal Pharmaceuticals LLC, Term Loan                                         | CUSIP: 03167DAS3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    374062 | PA      | $374840.55    | 0.52%             | 2032-08-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer Inc.                                        | Asurion LLC and Asurion Co-Issuer Inc.                                        | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    238000 | PA      | $236997.23    | 0.33%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                                | United Airlines Holdings, Inc.                                                | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    719000 | PA      | $733962.08    | 1.02%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital, LLC                                              | Velocity Commercial Capital, LLC                                              | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |    521000 | PA      | $528587.45    | 0.74%             | 2031-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                  | Oracle Corp., Series D, Conv. Pfd.                                            | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |      2333 | NS      | $107294.67    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VCI Asset Holdings 2, LLC                                                     | VCI Asset Holdings 2, LLC, Term Loan                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    650000 | PA      | $643500.00    | 0.90%             | 2031-02-06      | Floating      | 9.50%                 | No            |                  3 | On Loan: No      |
| United Airlines Holdings, Inc.                                                | United Airlines Holdings, Inc.                                                | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    574000 | PA      | $579575.38    | 0.81%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                                       | Black Pearl Compute LLC                                                       | CUSIP: 09216NAA8<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |    132000 | PA      | $135260.64    | 0.19%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Prairie ECI Acquiror L.P.                                                     | Prairie ECI Acquiror L.P., Term Loan                                          | CUSIP: 73955HAG9<br>LEI: 254900Q6KU2LVSIISH22 | Long             | LON              | CORP              | US        |    530604 | PA      | $532328.36    | 0.74%             | 2029-08-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                               | TransDigm, Inc.                                                               | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    518000 | PA      | $526798.70    | 0.73%             | 2034-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1, LLC                                                  | SV RNO Property Owner 1, LLC                                                  | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    386000 | PA      | $388001.32    | 0.54%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                                   | HA Sustainable Infrastructure Capital, Inc.                                   | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    233000 | PA      | $232987.22    | 0.32%             | 2056-11-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Genesis Energy L.P./ Genesis Energy Finance Corp.                             | Genesis Energy L.P./ Genesis Energy Finance Corp.                             | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237000 | PA      | $239865.31    | 0.33%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                                     | Michaels Cos., Inc. (The)                                                     | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     88000 | PA      | $82328.66     | 0.11%             | 2034-03-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                                     | Michaels Cos., Inc. (The)                                                     | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    441000 | PA      | $429355.34    | 0.60%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                               | Whirlpool Corp., Series A, Conv. Pfd.                                         | CUSIP: 963320205<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EP               | CORP              | US        |      3177 | NS      | $158373.45    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                                                         | Matador Resources Co.                                                         | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    148000 | PA      | $148006.45    | 0.21%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                 | Transocean International Ltd.                                                 | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    208000 | PA      | $201675.54    | 0.28%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** Invesco High Income Trust II

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Principal Financial Officer and Treasurer