# EDGAR Filing Document

**Accession Number:** 0001600600
**File Stem:** 0001600600-23-000006
**Filing Date:** 2023-1
**Character Count:** 121265
**Document Hash:** 061f07b5f5c571fbcbfdab5e0629cb85
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001600600-23-000006.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001600600-23-000006

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Credit Opportunities Fund, Inc.
- **CENTRAL INDEX KEY:** 0001600600
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0514

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22939
- **FILM NUMBER:** 23561399

**BUSINESS ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202
- **BUSINESS PHONE:** 410-345-4981

**MAIL ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202

## Series and Classes Contracts Data

### T. Rowe Price Credit Opportunities Fund, Inc. (Series ID: S000045403)

| Class ID   | Class Name                                            | Ticker Symbol   |
|:---|:---|:---|
| C000141380 | T. Rowe Price Credit Opportunities Fund, Inc.         | PRCPX           |
| C000141381 | T. Rowe Price Credit Opportunities Fund-Advisor Class | PAOPX           |
| C000177210 | T. Rowe Price Credit Opportunities Fund-I Class       | TCRRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. ROWE PRICE CREDIT OPPORTUNITIES FUND, INC.

- **b. Investment Company Act file number:** 811-22939

- **c. CIK number of Registrant:** 0001600600

- **d. LEI of Registrant:** 549300BWLHQSLJ8OPO96

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

  - **Street Address 1:** 100 East Pratt Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price Credit Opportunities Fund, Inc.

- **b. EDGAR series identifier (if any):** S000045403

- **c. LEI of Series:** 549300EYLGFRZ8FLF034

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $93645054.07

**Total Liabilities:** $836716.46

**Net Assets:** $92808337.61

**Delayed Delivery Securities:** $166827.80

**Cash Not Reported:** $225287.90

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000 | **1-Year:** -81.866448 | **5-Year:** -147.525387 | **10-Year:** -439.322612 | **30-Year:** -49.436462

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

- **3-Month:** -29.188361 | **1-Year:** -3231.710428 | **5-Year:** -21231.110037 | **10-Year:** -8964.005156 | **30-Year:** -600.659884

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000141380 | -4.12%               | 2.46%                | 2.15%                |
| Class ID C000141381 | -4.02%               | 2.46%                | 2.12%                |
| Class ID C000177210 | -4.10%               | 2.48%                | 2.04%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-257493.90              | $-3856950.05                               |
| Month 2  | $-160675.65              | $1814372.75                                |
| Month 3  | $-44332.18               | $1351844.70                                |

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                             | ALLIANT SERVICES SERIES A CVT PFD PP                                            | CUSIP: TC5Z209L4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       170 | NS      | $159375.00    | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | ICE_CDX HY CDSI S38 V2 5Y PRC 06/20/2027                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $46660.82     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE_CDX HY CDSI S38 5Y PRC 06/20/2027                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $38342.10     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | ICE_COMMUNITY HEALTH SYSTEMS CDS 12/20/2026                                     | CUSIP: 000000000<br>LEI: 5493007X5NC5XI1BB106 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-12217.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | ICE_COMMUNITY HEALTH SYSTEMS CDS 12/20/2026                                     | CUSIP: 000000000<br>LEI: 5493007X5NC5XI1BB106 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-93341.43    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | USD/EUR FWD 20230224 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-290.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKG Inc                                                                         | UKG INC                                                                         | CUSIP: 90385K9D5<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1850000 | PA      | $1692750.00   | 1.82%             | 2027-05-03      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                                             | ASCEND LEARNING LLC                                                             | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    710000 | PA      | $601725.00    | 0.65%             | 2029-12-10      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                                             | ASCEND LEARNING LLC                                                             | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    461512 | PA      | $436000.09    | 0.47%             | 2028-12-11      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Loyalty Ventures Inc                                                            | LOYALTY VENTURES INC                                                            | CUSIP: 54912FAD2<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | LON              | CORP              | US        |     13501 | PA      | $5333.05      | 0.01%             | 2027-11-03      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co Inc                                                             | BOXER PARENT CO INC                                                             | CUSIP: 10318UAB5<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     20000 | PA      | $18346.40     | 0.02%             | 2026-02-27      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                                               | ENGINEERED MACHINERY HOL                                                        | CUSIP: 26658NAQ2<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |    365000 | PA      | $336369.40    | 0.36%             | 2029-05-21      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC                                                                     | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1470000 | PA      | $1125770.10   | 1.21%             | 2029-01-20      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                                               | ENGINEERED MACHINERY HOL                                                        | CUSIP: 26658NAN9<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |    250000 | PA      | $230105.00    | 0.25%             | 2029-05-21      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                   | CORELOGIC INC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    220000 | PA      | $149325.00    | 0.16%             | 2029-06-04      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| Peraton Corp                                                                    | PERATON CORP                                                                    | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    135913 | PA      | $128981.61    | 0.14%             | 2029-02-01      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                       | AADVANTAGE LOYALTY IP                                                           | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    320000 | PA      | $317772.80    | 0.34%             | 2028-04-20      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                                             | APPLIED SYSTEMS INC                                                             | CUSIP: 03827FBA8<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    208542 | PA      | $206456.57    | 0.22%             | 2025-09-19      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                                                    | REALPAGE INC                                                                    | CUSIP: 75605VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    510000 | PA      | $488008.80    | 0.53%             | 2029-04-23      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| Peraton Corp                                                                    | PERATON CORP                                                                    | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    193422 | PA      | $188586.93    | 0.20%             | 2028-02-01      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC                                                                     | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1590545 | PA      | $1223129.45   | 1.32%             | 2028-01-31      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Woof Holdings Inc                                                               | WOOF HOLDINGS INC                                                               | CUSIP: 98082EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    555000 | PA      | $499500.00    | 0.54%             | 2028-12-21      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| Delta Topco Inc                                                                 | DELTA TOPCO INC                                                                 | CUSIP: 24780DAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    205000 | PA      | $173610.40    | 0.19%             | 2028-12-01      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                       | GAINWELL ACQUISITION COR                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    236391 | PA      | $230244.82    | 0.25%             | 2027-10-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corp                                                            | EPICOR SOFTWARE CORP                                                            | CUSIP: 29426NAQ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    100000 | PA      | $98625.00     | 0.11%             | 2028-07-31      | Floating      | 11.82%                | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                                       | MILEAGE PLUS HOLDINGS IN                                                        | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    479750 | PA      | $492943.13    | 0.53%             | 2027-06-21      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                              | CLEAR CHANNEL OUTDOOR HO                                                        | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    301953 | PA      | $275667.84    | 0.30%             | 2026-08-21      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC                                                                     | CUSIP: 04649VAW0<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    688451 | PA      | $659046.80    | 0.71%             | 2024-11-03      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Renaissance Holdings Corp                                                       | RENAISSANCE HOLDINGS COR                                                        | CUSIP: 75972JAE4<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    185000 | PA      | $175287.50    | 0.19%             | 2026-05-29      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| Tacala Investment Corp                                                          | TACALA INVESTMENT CORP                                                          | CUSIP: 873412AC4<br>LEI: 549300XTM341KBSTDI88 | Long             | LON              | CORP              | US        |    350000 | PA      | $316837.50    | 0.34%             | 2028-02-04      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| Constellium SE                                                                  | CONSTELLIUM SE                                                                  | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     15800 | NS      | $196710.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| eG Global Finance PLC                                                           | EG GLOBAL FINANCE PLC                                                           | CUSIP: ZR9760391<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    190000 | PA      | $172709.11    | 0.19%             | 2025-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd                                                             | TE CONNECTIVITY LTD                                                             | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |       800 | NS      | $100896.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                            | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $173250.00    | 0.19%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wolverine World Wide Inc                                                        | WOLVERINE WORLD WIDE INC                                                        | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    195000 | PA      | $145275.00    | 0.16%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Watco Cos LLC / Watco Finance Corp                                              | WATCO COS LLC / WATCO FINANCE CORP                                              | CUSIP: 941130AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $353350.00    | 0.38%             | 2027-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                     | VISTRA CORP                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1805375.00   | 1.95%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                     | VISTRA CORP                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2354075.00   | 2.54%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| TK Elevator Holdco GmbH                                                         | TK ELEVATOR HOLDCO GMBH                                                         | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |    439000 | PA      | $364370.00    | 0.39%             | 2028-07-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                                        | TK ELEVATOR US NEWCO INC                                                        | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    690000 | PA      | $626175.00    | 0.67%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL CALCASIEU PASS LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    290000 | PA      | $250125.00    | 0.27%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL CALCASIEU PASS LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $195750.00    | 0.21%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bausch Health Americas Inc                                                      | BAUSCH HEALTH AMERICAS INC                                                      | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    237000 | PA      | $112575.00    | 0.12%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                      | USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP                      | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $194750.00    | 0.21%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | UNIVISION COMMUNICATIONS INC                                                    | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393000.00    | 0.42%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                             | UNITED AIRLINES INC                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97350.00     | 0.10%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                    | TRIVIUM PACKAGING FINANCE BV                                                    | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $210937.50    | 0.23%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                                                                   | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279125.00    | 0.30%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                                                                   | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99375.00     | 0.11%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                                                                   | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    360000 | PA      | $355950.00    | 0.38%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                                                                   | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    265000 | PA      | $259037.50    | 0.28%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Townsquare Media Inc                                                            | TOWNSQUARE MEDIA INC                                                            | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |    724000 | PA      | $669700.00    | 0.72%             | 2026-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    245000 | PA      | $216212.50    | 0.23%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    240000 | PA      | $215700.00    | 0.23%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1075000 | PA      | $1069625.00   | 1.15%             | 2025-01-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CMG Media Corp                                                                  | CMG MEDIA CORP                                                                  | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $450450.00    | 0.49%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE CORP                                                           | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    310000 | PA      | $294500.00    | 0.32%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE CORP                                                           | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    290000 | PA      | $254837.50    | 0.27%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE CORP                                                           | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    290000 | PA      | $254475.00    | 0.27%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                    | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $198550.00    | 0.21%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                    | CUSIP: 87470LAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $187312.50    | 0.20%             | 2025-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                    | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $209000.00    | 0.23%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TMS International Corp/DE                                                       | TMS INTERNATIONAL CORP/DE                                                       | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |    315000 | PA      | $224831.25    | 0.24%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                                     | STAPLES INC                                                                     | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    255000 | PA      | $224718.75    | 0.24%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE CORP                                                            | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125250.00    | 0.13%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE CORP                                                            | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150156.25    | 0.16%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                                                          | SOUTHWESTERN ENERGY CO                                                          | CUSIP: 845467AP4<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    265000 | PA      | $277587.50    | 0.30%             | 2028-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Solaris Midstream Holdings LLC                                                  | SOLARIS MIDSTREAM HOLDINGS LLC                                                  | CUSIP: 83419MAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162937.50    | 0.18%             | 2026-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                             | SIRIUS XM RADIO INC                                                             | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74375.00     | 0.08%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                             | SIRIUS XM RADIO INC                                                             | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232187.50    | 0.25%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                        | SERVICE PROPERTIES TRUST                                                        | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    285000 | PA      | $275737.50    | 0.30%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp                                                             | SELECT MEDICAL CORP                                                             | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    480000 | PA      | $456000.00    | 0.49%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                                              | SEAWORLD PARKS & ENTERTAINMENT INC                                              | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    365000 | PA      | $317093.75    | 0.34%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Scientific Games International Inc                                              | SCIENTIFIC GAMES INTERNATIONAL INC                                              | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190612.50    | 0.21%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Scientific Games International Inc                                              | SCIENTIFIC GAMES INTERNATIONAL INC                                              | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64431.25     | 0.07%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP/Scientific Games US FinCo Inc                      | SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC                      | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $299087.50    | 0.32%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                 | SANDS CHINA LTD                                                                 | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    505000 | PA      | $471581.63    | 0.51%             | 2028-08-08      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                                  | SABRE GLBL INC                                                                  | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173187.50    | 0.19%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                                  | SABRE GLBL INC                                                                  | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61831.25     | 0.07%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                                  | SABRE GLBL INC                                                                  | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214462.50    | 0.23%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN CRUISES LTD                                                     | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    210000 | PA      | $214725.00    | 0.23%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN CRUISES LTD                                                     | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    280000 | PA      | $284900.00    | 0.31%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN CRUISES LTD                                                     | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    425000 | PA      | $364437.50    | 0.39%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN CRUISES LTD                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    230000 | PA      | $187450.00    | 0.20%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rockcliff Energy II LLC                                                         | ROCKCLIFF ENERGY II LLC                                                         | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127575.00    | 0.14%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC                            | RIVIAN HOLDINGS LLC/RIVIAN LLC/RIVIAN AUTOMOTIVE LLC                            | CUSIP: 76954LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1804950.00   | 1.94%             | 2026-10-15      | Variable      | 10.16%                | No            |                  2 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund                                 | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND                                 | CUSIP: 76105Y109<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |   3092747 | NS      | $3092747.35   | 3.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                                                            | RANGE RESOURCES CORP                                                            | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134225.00    | 0.14%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | COMMONWEALTH OF PUERTO RICO                                                     | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |   1116851 | PA      | $508167.34    | 0.55%             | 2043-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance Inc                        | PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC                        | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $223200.00    | 0.24%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance Inc                        | PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC                        | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $183150.00    | 0.20%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Presidio Holdings Inc                                                           | PRESIDIO HOLDINGS INC                                                           | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $290875.00    | 0.31%             | 2028-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Pike Corp                                                                       | PIKE CORP                                                                       | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    385000 | PA      | $340725.00    | 0.37%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc / PetSmart Finance Corp                                            | PETSMART INC / PETSMART FINANCE CORP                                            | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $535775.00    | 0.58%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc / PetSmart Finance Corp                                            | PETSMART INC / PETSMART FINANCE CORP                                            | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $342000.00    | 0.37%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICANOS                                                             | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $282780.00    | 0.30%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                       | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                       | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    885000 | PA      | $867300.00    | 0.93%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                                                       | PG&E CORP                                                                       | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    545000 | PA      | $493225.00    | 0.53%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                                                       | PG&E CORP                                                                       | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    358000 | PA      | $326675.00    | 0.35%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE CORP                                                            | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $131200.00    | 0.14%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    265000 | PA      | $275600.00    | 0.30%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    820000 | PA      | $936850.00    | 1.01%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $327000.00    | 0.35%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241250.00    | 0.26%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    465000 | PA      | $504525.00    | 0.54%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49275.00     | 0.05%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     74000 | PA      | $80290.00     | 0.09%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                             | NUSTAR LOGISTICS LP                                                             | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14625.00     | 0.02%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                             | NUSTAR LOGISTICS LP                                                             | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291000.00    | 0.31%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                 | GEN DIGITAL INC                                                                 | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    362000 | PA      | $364715.00    | 0.39%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                 | GEN DIGITAL INC                                                                 | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    440000 | PA      | $441650.00    | 0.48%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nielsen Holdings PLC                                                            | NIELSEN HOLDINGS                                                                | CUSIP: 6539989A4<br>LEI: 549300ZVCBHQE0XHG367 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82450.00     | 0.09%             | 2029-10-11      | Variable      | 13.47%                | No            |                  3 | On Loan: No      |
| NextEra Energy Inc                                                              | NEXTERA ENERGY INC                                                              | CUSIP: 65339F770<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5144 | NS      | $263784.32    | 0.28%             |  |  |  | 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        |    365000 | PA      | $328500.00    | 0.35%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                                                                     | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    345000 | PA      | $355781.25    | 0.38%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                                            | NEPTUNE BIDCO US INC                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    375000 | PA      | $356718.75    | 0.38%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                    | NAVIENT CORP                                                                    | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    775000 | PA      | $631625.00    | 0.68%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                    | NAVIENT CORP                                                                    | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    175000 | PA      | $142625.00    | 0.15%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                    | NAVIENT CORP                                                                    | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    255000 | PA      | $248306.25    | 0.27%             | 2025-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                                                                  | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    190000 | PA      | $174325.00    | 0.19%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                                                                  | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    315000 | PA      | $301612.50    | 0.32%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC / NGL Energy Finance Corp                              | NGL ENERGY OPERATING LLC / NGL ENERGY FINANCE CORP                              | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1040000 | PA      | $936000.00    | 1.01%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER LP                                                             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    840000 | PA      | $684600.00    | 0.74%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                          | ATHENAHEALTH GROUP INC                                                          | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    425000 | PA      | $317687.50    | 0.34%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd       | MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD       | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123500 | PA      | $122882.50    | 0.13%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                                   | MIDCAP FINANCIAL ISSUER TRUST                                                   | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $158000.00    | 0.17%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                                   | MIDCAP FINANCIAL ISSUER TRUST                                                   | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $462425.00    | 0.50%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                                             | STAGWELL GLOBAL LLC                                                             | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $686000.00    | 0.74%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Methanex Corp                                                                   | METHANEX CORP                                                                   | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     82000 | PA      | $75850.00     | 0.08%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Methanex Corp                                                                   | METHANEX CORP                                                                   | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $105600.00    | 0.11%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Methanex Corp                                                                   | METHANEX CORP                                                                   | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    108000 | PA      | $81219.24     | 0.09%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Condor Merger Sub Inc                                                           | CONDOR MERGER SUB INC                                                           | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163500.00    | 0.18%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Maxar Technologies Inc                                                          | MAXAR TECHNOLOGIES INC                                                          | CUSIP: 57778KAC9<br>LEI: 549300OEN2G821MIJ922 | Long             | DBT              | CORP              | US        |    550000 | PA      | $539000.00    | 0.58%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP HOLDINGS II LLC                                                     | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    305000 | PA      | $272975.00    | 0.29%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp              | MAGNOLIA OIL & GAS OPERATING LLC / MAGNOLIA OIL & GAS FINANCE CORP              | CUSIP: 559665AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $766300.00    | 0.83%             | 2026-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                 | MADISON IAQ LLC                                                                 | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $85100.00     | 0.09%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                 | MADISON IAQ LLC                                                                 | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    205000 | PA      | $176300.00    | 0.19%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                        | MSCI INC                                                                        | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    435000 | PA      | $342562.50    | 0.37%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | LIVE NATION ENTERTAINMENT INC                                                   | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    495000 | PA      | $440550.00    | 0.47%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | BATH & BODY WORKS INC                                                           | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    115000 | PA      | $98900.00     | 0.11%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                                 | LCM INVESTMENTS HOLDINGS II LLC                                                 | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    235000 | PA      | $196225.00    | 0.21%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | BATH & BODY WORKS INC                                                           | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    315000 | PA      | $293343.75    | 0.32%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | BATH & BODY WORKS INC                                                           | CUSIP: 501797AU8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156750.00    | 0.17%             | 2025-07-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | BATH & BODY WORKS INC                                                           | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69125.00     | 0.07%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | BATH & BODY WORKS INC                                                           | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96525.00     | 0.10%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kobe US Midco 2 Inc                                                             | KOBE US MIDCO 2 INC                                                             | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $104400.00    | 0.11%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                             | KINETIK HOLDINGS LP                                                             | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    705000 | PA      | $661901.94    | 0.71%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| International Game Technology PLC                                               | INTERNATIONAL GAME TECHNOLOGY PLC                                               | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    620000 | PA      | $616125.00    | 0.66%             | 2027-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                                                    | INTELSAT JACKSON HOLDINGS SA                                                    | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |    190000 | PA      | $174800.00    | 0.19%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                        | IHEARTCOMMUNICATIONS INC                                                        | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   1478249 | PA      | $1310098.18   | 1.41%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                                             | HUDBAY MINERALS INC                                                             | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $107583.83    | 0.12%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp/The                                                          | HOWARD HUGHES CORP/THE                                                          | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    220000 | PA      | $182050.00    | 0.20%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp/The                                                          | HOWARD HUGHES CORP/THE                                                          | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    535000 | PA      | $477487.50    | 0.51%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Home Point Capital Inc                                                          | HOME POINT CAPITAL INC                                                          | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |    220000 | PA      | $132550.00    | 0.14%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC OPERATING CO INC                                                | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161493.75    | 0.17%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC OPERATING CO INC                                                | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    180000 | PA      | $166275.00    | 0.18%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                        | HILCORP ENERGY I LP / HILCORP FINANCE CO                                        | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    241000 | PA      | $218707.50    | 0.24%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hecla Mining Co                                                                 | HECLA MINING CO                                                                 | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292500.00    | 0.32%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Corp                                                            | GULFPORT ENERGY CORP                                                            | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153450.00    | 0.17%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GTCR AP Finance Inc                                                             | GTCR AP FINANCE INC                                                             | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $159225.00    | 0.17%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                   | GOODYEAR TIRE & RUBBER CO/THE                                                   | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    405000 | PA      | $344250.00    | 0.37%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                   | GOODYEAR TIRE & RUBBER CO/THE                                                   | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    405000 | PA      | $348300.00    | 0.38%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                   | GOODYEAR TIRE & RUBBER CO/THE                                                   | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    370000 | PA      | $315425.00    | 0.34%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc                                                              | ENACT HOLDINGS INC                                                              | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    638000 | PA      | $619657.50    | 0.67%             | 2025-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    650000 | PA      | $675871.30    | 0.73%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    490000 | PA      | $464721.39    | 0.50%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267316.78    | 0.29%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                   | FORD MOTOR CO                                                                   | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1097100.66   | 1.18%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                   | FORD MOTOR CO                                                                   | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    240000 | PA      | $275780.16    | 0.30%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Ferrellgas LP / Ferrellgas Finance Corp                                         | FERRELLGAS LP / FERRELLGAS FINANCE CORP                                         | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $478400.00    | 0.52%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Entegris Escrow Corp                                                            | ENTEGRIS ESCROW CORP                                                            | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1529850.00   | 1.65%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                       | CAESARS ENTERTAINMENT INC                                                       | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    890000 | PA      | $891112.50    | 0.96%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| eG Global Finance PLC                                                           | EG GLOBAL FINANCE PLC                                                           | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $378000.00    | 0.41%             | 2025-10-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| eG Global Finance PLC                                                           | EG GLOBAL FINANCE PLC                                                           | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $180500.00    | 0.19%             | 2025-02-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM OPERATING LP                                                      | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     46000 | PA      | $51004.80     | 0.05%             | 2030-08-16      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                                                                   | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $394450.00    | 0.43%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $207025.00    | 0.22%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                                                                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $146250.00    | 0.16%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $364900.00    | 0.39%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp                                                               | DISH NETWORK CORP                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    450000 | PA      | $460687.50    | 0.50%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH Network Corp                                                               | DISH NETWORK CORP                                                               | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    185000 | PA      | $120057.60    | 0.13%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group LLC / Diamond Sports Finance Co                            | DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO                            | CUSIP: 25277LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $5425.00      | 0.01%             | 2027-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                             | DELTA AIR LINES INC                                                             | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231750.00    | 0.25%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dave & Buster s Inc                                                             | DAVE & BUSTER'S INC                                                             | CUSIP: 23833NAH7<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | DBT              | CORP              | US        |    610000 | PA      | $613050.00    | 0.66%             | 2025-11-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc                                                         | DARLING INGREDIENTS INC                                                         | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    365000 | PA      | $355418.75    | 0.38%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                    | DANAHER CORP                                                                    | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |       211 | NS      | $295974.98    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM OPERATING LP                                                      | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219568.75    | 0.24%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                             | CUSHMAN & WAKEFIELD US BORROWER LLC                                             | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $682825.00    | 0.74%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC                                              | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $477300.00    | 0.51%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC                                              | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $357600.00    | 0.39%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC                                              | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $125062.50    | 0.13%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | EUR/USD FWD 20230224 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-731.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITGO Petroleum Corp                                                            | CITGO PETROLEUM CORP                                                            | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176850.00    | 0.19%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citgo Holding Inc                                                               | CITGO HOLDING INC                                                               | CUSIP: 17302WAB4<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |    705000 | PA      | $705881.25    | 0.76%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                | CINEMARK USA INC                                                                | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    515000 | PA      | $413287.50    | 0.45%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp                                                          | CHESAPEAKE ENERGY CORP                                                          | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143250.00    | 0.15%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp                                                          | CHESAPEAKE ENERGY CORP                                                          | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130950.00    | 0.14%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc / CDK Global Inc                                             | CENTRAL PARENT INC / CDK GLOBAL INC                                             | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $878150.00    | 0.95%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Cedar Fair LP / Canada s Wonderland Co / Magnum Management Corp / Millennium Op | CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP / MILLENNIUM OP | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $706700.00    | 0.76%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cedar Fair LP                                                                   | CEDAR FAIR LP                                                                   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    180000 | PA      | $157500.00    | 0.17%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CCM Merger Inc                                                                  | CCM MERGER INC                                                                  | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |    235000 | PA      | $215612.50    | 0.23%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp                                                       | CARPENTER TECHNOLOGY CORP                                                       | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    710000 | PA      | $701125.00    | 0.76%             | 2030-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                                                                   | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    230000 | PA      | $196650.00    | 0.21%             | 2030-06-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                                                                   | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    525000 | PA      | $441000.00    | 0.48%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                                                                   | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    345000 | PA      | $332062.50    | 0.36%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Cano Health LLC                                                                 | CANO HEALTH LLC                                                                 | CUSIP: 13782CAA8<br>LEI: 254900OGI2T8V1NXN639 | Long             | DBT              | CORP              | US        |    120000 | PA      | $60600.00     | 0.07%             | 2028-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                    | CALPINE CORP                                                                    | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    295000 | PA      | $252225.00    | 0.27%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                    | CALPINE CORP                                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $359500.00    | 0.39%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| C&W Senior Financing DAC                                                        | C&W SENIOR FINANCING DAC                                                        | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |    365000 | PA      | $325762.50    | 0.35%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    745000 | PA      | $670500.00    | 0.72%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC                                                                | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    625000 | PA      | $485937.50    | 0.52%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY HEALTH SYSTEMS INC                                                | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    275000 | PA      | $208312.50    | 0.22%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY HEALTH SYSTEMS INC                                                | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    375000 | PA      | $196875.00    | 0.21%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY HEALTH SYSTEMS INC                                                | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    205000 | PA      | $170150.00    | 0.18%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY HEALTH SYSTEMS INC                                                | CUSIP: 12543DBE9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    180000 | PA      | $84600.00     | 0.09%             | 2028-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY HEALTH SYSTEMS INC                                                | CUSIP: 12543DBD1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176500.00    | 0.19%             | 2027-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CDI Escrow Issuer Inc                                                           | CDI ESCROW ISSUER INC                                                           | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $422012.50    | 0.45%             | 2030-04-01      | Fixed         | 5.75%                 | 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        |   1795000 | PA      | $1705250.00   | 1.84%             | 2029-09-01      | Fixed         | 6.38%                 | 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        |    300000 | PA      | $250875.00    | 0.27%             | 2032-02-01      | Fixed         | 4.75%                 | 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        |    200000 | PA      | $158500.00    | 0.17%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                    | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $341212.50    | 0.37%             | 2030-08-15      | Fixed         | 4.50%                 | 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        |    800000 | PA      | $724000.00    | 0.78%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties Inc / Brookfield Residential US LLC           | BROOKFIELD RESIDENTIAL PROPERTIES INC / BROOKFIELD RESIDENTIAL US LLC           | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    250000 | PA      | $222187.50    | 0.24%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co Inc                                                             | BOXER PARENT CO INC                                                             | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176400.00    | 0.19%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BellRing Brands Inc                                                             | BELLRING BRANDS INC                                                             | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |    340000 | PA      | $327250.00    | 0.35%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON AND CO                                                         | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |      6800 | NS      | $337314.00    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Avient Corp                                                                     | AVIENT CORP                                                                     | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243437.50    | 0.26%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                             | AVANTOR FUNDING INC                                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    215000 | PA      | $197800.00    | 0.21%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avantor Inc                                                                     | AVANTOR INC                                                                     | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7872 | NS      | $175388.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC     | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $542500.00    | 0.58%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC     | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $318000.00    | 0.34%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arconic Corp                                                                    | ARCONIC CORP                                                                    | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    225000 | PA      | $209250.00    | 0.23%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP / Archrock Partners Finance Corp                           | ARCHROCK PARTNERS LP / ARCHROCK PARTNERS FINANCE CORP                           | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $134487.50    | 0.14%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp                                                           | ANTERO RESOURCES CORP                                                           | CUSIP: 03674XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40900.00     | 0.04%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                | AMWINS GROUP INC                                                                | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    265000 | PA      | $229225.00    | 0.25%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                           | AMERICAN AIRLINES INC                                                           | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    837000 | PA      | $924885.00    | 1.00%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Hess Corp                                                                       | HESS CORP                                                                       | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    500000 | PA      | $548922.50    | 0.59%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Altice France Holding SA                                                        | ALTICE FRANCE HOLDING SA                                                        | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    735000 | PA      | $580650.00    | 0.63%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Altice France Holding SA                                                        | ALTICE FRANCE HOLDING SA                                                        | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    815000 | PA      | $547068.75    | 0.59%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA/France                                                         | ALTICE FRANCE SA/FRANCE                                                         | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    470000 | PA      | $367775.00    | 0.40%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Altice France SA/France                                                         | ALTICE FRANCE SA/FRANCE                                                         | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    335000 | PA      | $264231.25    | 0.28%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Altice France SA/France                                                         | ALTICE FRANCE SA/FRANCE                                                         | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $190250.00    | 0.20%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                             | ALTICE FINANCING SA                                                             | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    345000 | PA      | $281175.00    | 0.30%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp                     | ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                     | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $293312.50    | 0.32%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER                  | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $404800.00    | 0.44%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI Inc                                                                         | ATI INC                                                                         | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    160000 | PA      | $134400.00    | 0.14%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ATI Inc                                                                         | ATI INC                                                                         | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    480000 | PA      | $446400.00    | 0.48%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Albion Financing 2SARL                                                          | ALBION FINANCING 2SARL                                                          | CUSIP: 013305AA5<br>LEI: 2594009X2UW7EQPIKY23 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $166000.00    | 0.18%             | 2027-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL / Aggreko Holdings Inc                                  | ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC                                  | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    290000 | PA      | $247950.00    | 0.27%             | 2026-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| New Albertsons LP                                                               | NEW ALBERTSONS LP                                                               | CUSIP: 013104AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7070.00      | 0.01%             | 2029-08-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| AG TTMT Escrow Issuer LLC                                                       | AG TTMT ESCROW ISSUER LLC                                                       | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $282100.00    | 0.30%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP / Aethon United Finance Corp                                | AETHON UNITED BR LP / AETHON UNITED FINANCE CORP                                | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $228850.00    | 0.25%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Advisor Group Holdings Inc                                                      | ADVISOR GROUP HOLDINGS INC                                                      | CUSIP: 00791GAA5<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213675.00    | 0.23%             | 2027-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc                                                   | ADVANCED DRAINAGE SYSTEMS INC                                                   | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143437.50    | 0.15%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                             | ACRISURE LLC / ACRISURE FINANCE INC                                             | CUSIP: 00489LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    448000 | PA      | $439040.00    | 0.47%             | 2026-08-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $324625.00    | 0.35%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $304762.50    | 0.33%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

**Name of Applicant:** T. ROWE PRICE CREDIT OPPORTUNITIES FUND, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President