# EDGAR Filing Document

**Accession Number:** 0000711175
**File Stem:** 0001752724-23-036126
**Filing Date:** 2023-2
**Character Count:** 253244
**Document Hash:** 04f90eaa30af1a2da0395de8e30f6904
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-036126.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-036126

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRUDENTIAL SERIES FUND
- **CENTRAL INDEX KEY:** 0000711175
- **IRS NUMBER:** 860446842
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03623
- **FILM NUMBER:** 23657812

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### PSF PGIM HIGH YIELD BOND PORTFOLIO (Series ID: S000002228)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000005726 | Class I      |  |
| C000226567 | Class III    |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Prudential Series Fund

- **b. Investment Company Act file number:** 811-03623

- **c. CIK number of Registrant:** 0000711175

- **d. LEI of Registrant:** 5493007AGJZME68YC130

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-888-778-2888

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

- **a. Name of Series:** PSF PGIM High Yield Bond Portfolio

- **b. EDGAR series identifier (if any):** S000002228

- **c. LEI of Series:** 2ZZVP3BC6N0JG2JJQI55

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**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:** $571364036.37

**Total Liabilities:** $86415635.95

**Net Assets:** $484948400.42

**Cash Not Reported:** $1350895.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 34.01109000 | **1-Year:** 5017.64179000 | **5-Year:** 14020.12077000 | **10-Year:** 8182.88849000 | **30-Year:** 1501.38209000

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

- **3-Month:** 54.30692000 | **1-Year:** 26310.61727000 | **5-Year:** 101614.63947000 | **10-Year:** 18591.83617000 | **30-Year:** 601.22278000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005726 | 2.28%                | 2.23%                | -0.84%               |
| Class ID C000226567 | 2.28%                | 2.06%                | -0.67%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3252227.39              | $4824860.10                                |
| Month 2  | $-1604626.83             | $7961635.48                                |
| Month 3  | $-923917.16              | $-4993949.99                               |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays US Corporate High Yield 0.01 Issuer Capped Index

- **Index Identifier:** I09038 Index

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FIVE POINT OP CO LP/FIVE                       | Five Point Operating Co LP / Five Point Capital Corp                             | CUSIP: 33834YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1615736.16   | 0.33%             | 2025-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| INTELSAT JACKSON HLDG                          | Intelsat Jackson Holdings SA                                                     | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   1595000 | PA      | $1.60         | 0.00%             | 2023-08-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                   | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    300000 | PA      | $249160.49    | 0.05%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $242574.56    | 0.05%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                       | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    440000 | PA      | $385230.87    | 0.08%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMM & FIN                        | Midcontinent Communications / Midcontinent Finance Corp                          | CUSIP: 59565XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $273320.81    | 0.06%             | 2027-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                        | ASP Unifrax Holdings Inc                                                         | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    275000 | PA      | $221455.40    | 0.05%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                            | Hudbay Minerals Inc                                                              | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $271875.00    | 0.06%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                             | CA Magnum Holdings                                                               | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $181026.00    | 0.04%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                       | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126336.12    | 0.03%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | 10 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       309 | NC      | $-128202.30   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                    | Vistra Operations Co LLC                                                         | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1409871.74   | 0.29%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                       | Greystar Real Estate Partners LLC                                                | CUSIP: 39807UAB2<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1783410.91   | 0.37%             | 2025-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                       | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $110329.00    | 0.02%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    640000 | PA      | $596079.64    | 0.12%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                                    | CUSIP: 25470XAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $283701.93    | 0.06%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                        | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $248127.61    | 0.05%             | 2027-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| H&E EQUIPMENT SERVICES                         | H&E Equipment Services Inc                                                       | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1787813.66   | 0.37%             | 2028-12-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                        | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                      | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3755000 | PA      | $3644422.91   | 0.75%             | 2025-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                       | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   2069000 | PA      | $1737729.91   | 0.36%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $536944.58    | 0.11%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                             | Kontoor Brands Inc                                                               | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |    250000 | PA      | $201201.49    | 0.04%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| XPLORNET COMMUNICATIONS                        | Xplornet Communications Inc                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1134883 | PA      | $869603.73    | 0.18%             | 2028-10-01      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                             | Mattamy Group Corp                                                               | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $886250.00    | 0.18%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BRINK'S CO/THE                                 | Brink's Co/The                                                                   | CUSIP: 109696AB0<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    205000 | PA      | $201279.01    | 0.04%             | 2025-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                    | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    600000 | PA      | $592993.54    | 0.12%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| ASCENT RESOURCES UTICA                         | Ascent Resources Utica Holdings LLC                                              | CUSIP: 000000000<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | LON              | CORP              | US        |   1385000 | PA      | $1457712.50   | 0.30%             | 2025-11-01      | Floating      | 13.37%                | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                             | AMN Healthcare Inc                                                               | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    525000 | PA      | $452313.96    | 0.09%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                           | Chart Industries Inc                                                             | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205116.99    | 0.04%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LABL INC                                       | LABL Inc                                                                         | CUSIP: 50168QAD7<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $937450.54    | 0.19%             | 2029-11-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                       | CrownRock LP / CrownRock Finance Inc                                             | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $179280.45    | 0.04%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                 | Transocean Inc                                                                   | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    225000 | PA      | $182643.75    | 0.04%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                        | International Game Technology PLC                                                | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $444942.00    | 0.09%             | 2027-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                    | Gap Inc/The                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    800000 | PA      | $569294.05    | 0.12%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                       | Sally Holdings LLC / Sally Capital Inc                                           | CUSIP: 79546VAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2504380.97   | 0.52%             | 2025-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    575000 | PA      | $502211.81    | 0.10%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust                    | CUSIP: 92925VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1566 | PA      | $1390.75      | 0.00%             | 2037-02-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| PGIM Institutional Money Market Fund - D       | PGIM Institutional Money Market Fund - D                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  85871134 | NS      | $85836785.81  | 17.70%            |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                       | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $396392.19    | 0.08%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                            | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1550000 | PA      | $751936.00    | 0.16%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEMPO ACQUISITION LLC/FI                       | Tempo Acquisition LLC / Tempo Acquisition Finance Corp                           | CUSIP: 88023JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $300965.10    | 0.06%             | 2025-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                         | Energizer Holdings Inc                                                           | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    225000 | PA      | $195817.02    | 0.04%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KEYSTONE POWER/CONEMAUGH                       | Keystone Power Pass-Through Holders LLC / Conemaugh Power Pass-Through Holders   | CUSIP: 49339FAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    438457 | PA      | $261429.99    | 0.05%             | 2024-06-01      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                       | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    710000 | PA      | $696062.70    | 0.14%             | 2024-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                       | Diamond Sports Group LLC / Diamond Sports Finance Co                             | CUSIP: 25277LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6605000 | PA      | $73876.33     | 0.02%             | 2027-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                         | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1435454.90   | 0.30%             | 2025-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred | FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   2850000 | NS      | $2850000.00   | 0.59%             |  |  |  | Yes           |                  3 | On Loan: No      |
| API GROUP DE INC                               | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218978.16    | 0.05%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                       | Diversified Healthcare Trust                                                     | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2350000 | PA      | $1335655.33   | 0.28%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                         | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    725000 | PA      | $716444.59    | 0.15%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                       | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1296646.10   | 0.27%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                        | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1260000 | PA      | $1037106.00   | 0.21%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| VIKING CRUISES LTD                             | Viking Cruises Ltd                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $205000.00    | 0.04%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| METIS MERGER SUB LLC                           | Metis Merger Sub LLC                                                             | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1691205.14   | 0.35%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                           | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1792000 | PA      | $1559247.14   | 0.32%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                               | Beazer Homes USA Inc                                                             | CUSIP: 07556QBM6<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    850000 | PA      | $823978.70    | 0.17%             | 2025-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                  | Valvoline Inc                                                                    | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    325000 | PA      | $266576.71    | 0.05%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| SKILLSOFT FINANCE II INC                       | Skillsoft Finance II Inc                                                         | CUSIP: 83066YAB8<br>LEI: 549300LDUD35NU8F0G43 | Long             | LON              | CORP              | US        |   1167855 | PA      | $969319.62    | 0.20%             | 2028-07-16      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                       | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1700702.88   | 0.35%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| PG&E CORP                                      | PG&E Corp                                                                        | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    935000 | PA      | $855594.11    | 0.18%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CABLEVISION LIGHTPATH                          | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    475000 | PA      | $394397.25    | 0.08%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                         | MIWD Holdco II LLC / MIWD Finance Corp                                           | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $602649.03    | 0.12%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                           | Sabra Health Care LP                                                             | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285739.04    | 0.06%             | 2026-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                       | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $566633.19    | 0.12%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                       | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    375000 | PA      | $323662.50    | 0.07%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                          | Nabors Industries Ltd                                                            | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |   1250000 | PA      | $1131250.00   | 0.23%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| AT HOME GROUP INC                              | At Home Group Inc                                                                | CUSIP: 04650YAB6<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $928807.57    | 0.19%             | 2029-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HERITAGE POWER LLC                             | Heritage Power LLC                                                               | CUSIP: 42727CAC1<br>LEI: 9845009CA1DFDE381P22 | Long             | LON              | CORP              | US        |   1863846 | PA      | $615069.23    | 0.13%             | 2026-08-02      | Floating      | 10.37%                | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                          | Dun & Bradstreet Corp/The                                                        | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    175000 | PA      | $150799.06    | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                        | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $719944.68    | 0.15%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                       | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    625000 | PA      | $493750.00    | 0.10%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GREAT OUTDOORS GROUP LLC                       | Great Outdoors Group LLC                                                         | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    563554 | PA      | $541128.97    | 0.11%             | 2028-03-05      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| KKR Static CLO Ltd, KKR Static                 | KKR Static CLO 2 LTD                                                             | CUSIP: 482926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999361.80   | 0.41%             | 2031-10-20      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                        | DCP Midstream Operating LP                                                       | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197137.16    | 0.04%             | 2036-11-03      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                       | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    400000 | PA      | $360500.00    | 0.07%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $952599.65    | 0.20%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                           | Range Resources Corp                                                             | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1024646.85   | 0.21%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404796.93    | 0.08%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| MPT OPER PARTNERSP/FINL                        | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $412781.04    | 0.09%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                    | Chemours Co/The                                                                  | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    305000 | PA      | $281063.01    | 0.06%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                            | Cheniere Energy Inc                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2040381.43   | 0.42%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| LEGACY LIFEPOINT HEALTH                        | Legacy LifePoint Health LLC                                                      | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $423209.67    | 0.09%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                 | Wynn Macau Ltd                                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    675000 | PA      | $539385.75    | 0.11%             | 2029-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| GLOBAL PART/GLP FINANCE                        | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $362289.41    | 0.07%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ESCROW PFD ADELPHIA                            | ESCROW PFD ADELPHIA                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       700 | NS      | $0.70         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NEXSTAR MEDIA INC                              | Nexstar Media Inc                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    135000 | PA      | $116955.48    | 0.02%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                         | VistaJet Malta Finance PLC / XO Management Holding Inc                           | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    650000 | PA      | $519593.75    | 0.11%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| ANTERO RESOURCES CORP                          | Antero Resources Corp                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1390348.59   | 0.29%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| CROWNROCK LP/CROWNROCK F                       | CrownRock LP / CrownRock Finance Inc                                             | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $337750.00    | 0.07%             | 2025-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $139547.82    | 0.03%             | 2023-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                           | CITGO Petroleum Corp                                                             | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1490695.22   | 0.31%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                  | Parkland Corp/Alberta                                                            | CUSIP: 70137WAL2<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |   1275000 | PA      | $1061437.50   | 0.22%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| GO DADDY OPCO/FINCO                            | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $337439.16    | 0.07%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2007-S3                                                 | CUSIP: 46631NDZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9796 | PA      | $5381.16      | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                       | Diversified Healthcare Trust                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $350490.40    | 0.07%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                           | Wolverine World Wide Inc                                                         | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1249389.21   | 0.26%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                      | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2142981.54   | 0.44%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| VENATOR FINANCE SARL                           | Venator Finance Sarl                                                             | CUSIP: 92260UAB1<br>LEI: 2221000BJZTBBAJL7429 | Long             | LON              | CORP              | LU        |    249342 | PA      | $178902.96    | 0.04%             | 2024-08-08      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                        | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1065000 | PA      | $862650.00    | 0.18%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| TALLGRASS NRG PRTNR/FIN                        | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $848029.87    | 0.17%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                            | Meritage Homes Corp                                                              | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    525000 | PA      | $497104.15    | 0.10%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103328.52    | 0.02%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                 | Alternative Loan Trust 2005-43                                                   | CUSIP: 12667G5Y5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1587 | PA      | $1290.59      | 0.00%             | 2035-10-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                               | MGM Resorts International                                                        | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    750000 | PA      | $686939.74    | 0.14%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| LIFEPOINT HEALTH INC                           | LifePoint Health Inc                                                             | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $1613459.50   | 0.33%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                  | TopBuild Corp                                                                    | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $413965.60    | 0.09%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                            | Gray Television Inc                                                              | CUSIP: 389375AJ5<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1189405.27   | 0.25%             | 2026-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                       | Diversified Healthcare Trust                                                     | CUSIP: 25525PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1112000 | PA      | $1066315.20   | 0.22%             | 2025-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $984399.97    | 0.20%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ELDORADO GOLD CORP                             | Eldorado Gold Corp                                                               | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $965593.75    | 0.20%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| ALLIED UNIVERSAL                               | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    985000 | PA      | $903273.77    | 0.19%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                       | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    500000 | PA      | $403858.35    | 0.08%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                         | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $927783.05    | 0.19%             | 2026-08-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| OI EUROPEAN GROUP BV                           | OI European Group BV                                                             | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    325000 | PA      | $284781.25    | 0.06%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| DISH DBS CORP                                  | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1267644.25   | 0.26%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                 | RALI Series 2006-QA2 Trust                                                       | CUSIP: 761118TU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9239 | PA      | $7290.58      | 0.00%             | 2036-02-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    650000 | PA      | $684091.78    | 0.14%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DANA INC                                       | Dana Inc                                                                         | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45485.97     | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| RANGE RESOURCES CORP                           | Range Resources Corp                                                             | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    225000 | PA      | $199057.53    | 0.04%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                        | United Rentals North America Inc                                                 | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3316287.77   | 0.68%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| CCM MERGER INC                                 | CCM Merger Inc                                                                   | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |    450000 | PA      | $423593.90    | 0.09%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUNSET DEBT MERGER SUB INC                     | Sunset Debt Merger Sub Inc                                                       | CUSIP: 78489HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    786050 | PA      | $641416.80    | 0.13%             | 2028-10-06      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1531577.38   | 0.32%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                           | GrafTech Finance Inc                                                             | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    575000 | PA      | $474724.15    | 0.10%             | 2028-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                  | M/I Homes Inc                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    625000 | PA      | $555185.67    | 0.11%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                        | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110375.57    | 0.02%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                    | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    620000 | PA      | $508403.59    | 0.10%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| VISTRA CORP                                    | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1099748.52   | 0.23%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                       | NCR Corp                                                                         | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    935000 | PA      | $781935.55    | 0.16%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| PACTIV EVERGREEN GROUP                         | Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc            | CUSIP: 69527AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $446861.63    | 0.09%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| TRONOX INC                                     | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1159041.23   | 0.24%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| CALPINE CORP                                   | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4386125.14   | 0.90%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| ADAPTHEALTH LLC                                | AdaptHealth LLC                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $638338.85    | 0.13%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                    | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $705482.98    | 0.15%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| UNITED RENTALS NORTH AM                        | United Rentals North America Inc                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    175000 | PA      | $147279.77    | 0.03%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                             | Ford Motor Co                                                                    | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $2749172.68   | 0.57%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                   | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $984918.55    | 0.20%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CALPINE CORP                                   | Calpine Corp                                                                     | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1621628.59   | 0.33%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CHESAPEAKE ENERGY CORP                         | Chesapeake Energy Corp                                                           | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    675000 | PA      | $657297.29    | 0.14%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| LEVEL 3 FINANCING INC                          | Level 3 Financing Inc                                                            | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    210000 | PA      | $175253.11    | 0.04%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                     | Sprint LLC                                                                       | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526154.43    | 0.11%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238103.64    | 0.05%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                   | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    275000 | PA      | $260703.32    | 0.05%             | 2025-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    890000 | PA      | $717414.69    | 0.15%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| VERSCEND ESCROW CORP                           | Verscend Escrow Corp                                                             | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2801543.97   | 0.58%             | 2026-08-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                       | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $365181.75    | 0.08%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| HOWARD HUGHES CORP                             | Howard Hughes Corp/The                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    625000 | PA      | $522825.09    | 0.11%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| MOTION BONDCO DAC                              | Motion Bondco DAC                                                                | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |    850000 | PA      | $733125.00    | 0.15%             | 2027-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| DIG INTL FIN/DIG INTL HL                       | Digicel International Finance Ltd/Digicel international Holdings Ltd             | CUSIP: 25381XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1058125 | PA      | $907871.32    | 0.19%             | 2024-05-25      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| KB HOME                                        | KB Home                                                                          | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    225000 | PA      | $218506.92    | 0.05%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                       | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    740000 | PA      | $606607.60    | 0.13%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                               | Altice France SA/France                                                          | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    950000 | PA      | $864500.00    | 0.18%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP                           | Alta Equipment Group Inc                                                         | CUSIP: 02128LAA4<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |    375000 | PA      | $339712.38    | 0.07%             | 2026-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                       | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $686044.84    | 0.14%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines Inc                                                              | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |   1227599 | PA      | $1208161.97   | 0.25%             | 2028-04-21      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                   | Intelsat Jackson Holdings SA                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5521 | NS      | $10928.82     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EG AMERICA LLC                                 | EG America LLC                                                                   | CUSIP: 000000000<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |    316293 | PA      | $294350.52    | 0.06%             | 2026-03-12      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                       | Adtalem Global Education Inc                                                     | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |    365000 | PA      | $334549.43    | 0.07%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                       | Camelot Return Merger Sub Inc                                                    | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $504503.29    | 0.10%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                    | Vistra Operations Co LLC                                                         | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1302209.43   | 0.27%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                       | EQM Midstream Partners LP                                                        | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44665.09     | 0.01%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                 | Alternative Loan Trust 2006-HY13                                                 | CUSIP: 02149DAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1594 | PA      | $1348.56      | 0.00%             | 2037-02-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                         | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $593322.55    | 0.12%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                        | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1475000 | PA      | $1185531.25   | 0.24%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                 | ARD Finance SA                                                                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |   1106501 | PA      | $763445.86    | 0.16%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LL                       | Black Knight InfoServ LLC                                                        | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1447515.22   | 0.30%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                            | Griffon Corp                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    750000 | PA      | $685861.27    | 0.14%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                     | Sprint LLC                                                                       | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    885000 | PA      | $916356.35    | 0.19%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| DIGICEL GROUP HOLDINGS                         | Digicel Group Holdings Ltd                                                       | CUSIP: 25381YAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    682315 | PA      | $174331.48    | 0.04%             | 2025-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ECO MATERIAL TECH INC                          | Eco Material Technologies Inc                                                    | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $501801.38    | 0.10%             | 2027-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                   | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44206.19     | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                  | B&G Foods Inc                                                                    | CUSIP: 05508RAE6<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    625000 | PA      | $550617.13    | 0.11%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| SOUTHWESTERN ENERGY CO                         | Southwestern Energy Co                                                           | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115778.22    | 0.02%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                          | GFL Environmental Inc                                                            | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    825000 | PA      | $697125.00    | 0.14%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| JAGUAR LAND ROVER AUTOMO                       | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAJ3<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $693852.00    | 0.14%             | 2025-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                         | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAA3<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |   2175000 | PA      | $2019900.75   | 0.42%             | 2026-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                         | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1032872.62   | 0.21%             | 2025-05-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DANA INC                                       | Dana Inc                                                                         | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162287.25    | 0.03%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $776295.56    | 0.16%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1450643.76   | 0.30%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                  | Valvoline Inc                                                                    | CUSIP: 92047WAD3<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    450000 | PA      | $439064.98    | 0.09%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    575000 | PA      | $405852.94    | 0.08%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG                               | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $606357.20    | 0.13%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                          | Caesars Entertainment Inc                                                        | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1099401.07   | 0.23%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    225000 | PA      | $189350.60    | 0.04%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                        | CUSIP: 674599DR3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    275000 | PA      | $285814.85    | 0.06%             | 2028-05-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    625000 | PA      | $522116.79    | 0.11%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                       | Univision Communications Inc                                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1231380.11   | 0.25%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US ULTRA TREASURY BOND                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -21 | NC      | $29665.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDBAY MINERALS INC                            | Hudbay Minerals Inc                                                              | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    995000 | PA      | $902962.50    | 0.19%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| SUGAR HSP GMNG PROP/FIN                        | Sugarhouse HSP Gaming Prop Mezz LP / Sugarhouse HSP Gaming Finance Corp          | CUSIP: 865033AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $327286.86    | 0.07%             | 2025-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING                          | Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC    | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    960000 | PA      | $766800.00    | 0.16%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CMG MEDIA CORPORATION                          | CMG Media Corp                                                                   | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2450000 | PA      | $1843375.15   | 0.38%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Intelsat SA/Luxembourg                         | Intelsat SA/Luxembourg                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52734 | NS      | $1276162.80   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                            | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $121250.00    | 0.03%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                              | Nexstar Media Inc                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    455000 | PA      | $417893.10    | 0.09%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| ALBERTSONS COS/SAFEWAY                         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $670830.53    | 0.14%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP     | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                       | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $765642.26    | 0.16%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                        | Standard Industries Inc/NJ                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    625000 | PA      | $562429.51    | 0.12%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                        | Titan International Inc                                                          | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |    625000 | PA      | $594434.52    | 0.12%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $765129.16    | 0.16%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| LEVEL 3 FINANCING INC                          | Level 3 Financing Inc                                                            | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    460000 | PA      | $362377.97    | 0.07%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| JAZZ SECURITIES DAC                            | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    350000 | PA      | $312340.00    | 0.06%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                          | eG Global Finance PLC                                                            | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $217812.50    | 0.04%             | 2025-02-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148B108<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     11850 | NS      | $293524.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA FINANCING LUX SARL                        | Dana Financing Luxembourg Sarl                                                   | CUSIP: 235822AB9<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |    475000 | PA      | $466093.75    | 0.10%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                 | Bombardier Inc                                                                   | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1150000 | PA      | $1112625.00   | 0.23%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| MASONITE INTERNATIONAL C                       | Masonite International Corp                                                      | CUSIP: 575385AD1<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $299991.25    | 0.06%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| CONSTELLIUM SE                                 | Constellium SE                                                                   | CUSIP: 210383AG0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    925000 | PA      | $889406.00    | 0.18%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| KRONOS ACQ / KIK CUSTOM                        | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                        | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $676500.00    | 0.14%             | 2027-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| ASHTON WOODS USA/FINANCE                       | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $590681.03    | 0.12%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                         | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    800000 | PA      | $680023.52    | 0.14%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4973046.90   | 1.03%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                 | Transocean Inc                                                                   | CUSIP: 893830BF5<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    650000 | PA      | $546000.00    | 0.11%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR COMPANY                             | Ford Motor Co                                                                    | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    550000 | PA      | $540230.87    | 0.11%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| GOLDEN ENTERTAINMENT INC                       | Golden Entertainment Inc                                                         | CUSIP: 381013AA9<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1528452.09   | 0.32%             | 2026-04-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| LABL INC                                       | LABL Inc                                                                         | CUSIP: 50168AAB6<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47461.54     | 0.01%             | 2026-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                       | Diamond Sports Group LLC                                                         | CUSIP: 25277BAE8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |    957163 | PA      | $890161.57    | 0.18%             | 2026-05-25      | Floating      | 12.33%                | No            |                  3 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                       | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAA7<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $308066.29    | 0.06%             | 2025-11-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                          | Intelsat Jackson Holdings SA                                                     | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |     25000 | PA      | $0.03         | 0.00%             | 2024-10-15      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| COMMERCIAL METALS CO                           | Commercial Metals Co                                                             | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176238.33    | 0.04%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                       | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $726299.26    | 0.15%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                         | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $981594.72    | 0.20%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                              | Iliad Holding SASU                                                               | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $815715.00    | 0.17%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                       | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    775000 | PA      | $660563.81    | 0.14%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| NESCO HOLDINGS II INC                          | NESCO Holdings II Inc                                                            | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440873.62    | 0.09%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                 | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165460.37    | 0.03%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                          | KKR CLO 11 Ltd                                                                   | CUSIP: 48250MAK3<br>LEI: 549300PJRIGYUE3V5M12 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1981422.00   | 0.41%             | 2031-01-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                 | IndyMac INDX Mortgage Loan Trust 2006-AR12                                       | CUSIP: 45661VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3098 | PA      | $2672.92      | 0.00%             | 2046-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | ONEMAIN FINANCE CORP                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    950000 | PA      | $875942.07    | 0.18%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| DANA INC                                       | Dana Inc                                                                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    475000 | PA      | $382767.65    | 0.08%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| EQM MIDSTREAM PARTNERS L                       | EQM Midstream Partners LP                                                        | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171444.74    | 0.04%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                         | Chesapeake Energy Corp                                                           | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289576.15    | 0.06%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                            | CUSIP: 91911KAP7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $394575.00    | 0.08%             | 2025-12-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| MASONITE INTERNATIONAL C                       | Masonite International Corp                                                      | CUSIP: 575385AE9<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $221375.00    | 0.05%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 197677AJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1820946.37   | 0.38%             | 2027-12-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                          | American Airlines Inc                                                            | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    800000 | PA      | $860669.99    | 0.18%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS CDX.NA.HY.38.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $235138.07    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                       | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    625000 | PA      | $555062.50    | 0.11%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 19767QAS4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $438125.69    | 0.09%             | 2036-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                       | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    820000 | PA      | $685419.23    | 0.14%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| EQM MIDSTREAM PARTNERS L                       | EQM Midstream Partners LP                                                        | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    101000 | PA      | $98114.32     | 0.02%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TPC Group Rights                               | TPC Group Rights                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49934 | NS      | $998680.00    | 0.21%             |  |  |  | No            |                  3 | On Loan: No      |
| LABL INC                                       | LABL Inc                                                                         | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    525000 | PA      | $449013.42    | 0.09%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                           | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    950000 | PA      | $903899.92    | 0.19%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| UNIVISION COMMUNICATIONS                       | Univision Communications Inc                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    520000 | PA      | $434607.74    | 0.09%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                       | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $561002.48    | 0.12%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                        | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    330000 | PA      | $274811.34    | 0.06%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| HarborView Mortgage Loan Trust                 | HarborView Mortgage Loan Trust 2006-5                                            | CUSIP: 41161MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4187 | PA      | $2121.55      | 0.00%             | 2046-07-19      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                        | Standard Industries Inc/NJ                                                       | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    690000 | PA      | $638202.10    | 0.13%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CENTURY COMMUNITIES                            | Century Communities Inc                                                          | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    625000 | PA      | $491258.06    | 0.10%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | CBOT US Long Bond                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -6 | NC      | $976.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                         | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1020380.85   | 0.21%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    575000 | PA      | $503656.48    | 0.10%             | 2030-02-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                  | Citigroup Mortgage Loan Trust 2007-10                                            | CUSIP: 17313QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6487 | PA      | $5549.48      | 0.00%             | 2037-09-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                     | Sprint LLC                                                                       | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1192544.62   | 0.25%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                         | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $278056.72    | 0.06%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| BOXER PARENT CO INC                            | Boxer Parent Co Inc                                                              | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    703972 | PA      | $672292.80    | 0.14%             | 2025-10-02      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                        | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $694239.85    | 0.14%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TPC Holdings Inc. SNR NTS USD (144A)           | TPC Holdings Inc. SNR NTS USD (144A)                                             | CUSIP: 89238XAA2<br>LEI: 549300OPEEKKTPBXR864 | Long             | DBT              | CORP              | US        |    400097 | PA      | $400097.00    | 0.08%             | 2028-06-18      | Fixed         | 17.00%                | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    725000 | PA      | $537087.25    | 0.11%             | 2032-06-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                          | Nabors Industries Ltd                                                            | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    900000 | PA      | $848646.00    | 0.17%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AECOM                                          | AECOM                                                                            | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    375000 | PA      | $362994.25    | 0.07%             | 2027-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PGIM Core Ultra Short Bond Fund                | PGIM Core Ultra Short Bond Fund                                                  | CUSIP: 000000000<br>LEI: 1VRLPVAWKZCB406TIT84 | Long             | STIV             | RF                | US        |  19371919 | NS      | $19371918.72  | 3.99%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIS HOLDING INC                               | Iris Holding Inc                                                                 | CUSIP: 462914AA0<br>LEI: 54930013SPZ2NB3I3V40 | Long             | DBT              | CORP              | US        |    950000 | PA      | $787963.95    | 0.16%             | 2028-12-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: —       |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230365.72    | 0.05%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KB HOME                                        | KB Home                                                                          | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    625000 | PA      | $504921.46    | 0.10%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BEAZER HOMES USA                               | Beazer Homes USA Inc                                                             | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1146462.14   | 0.24%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                       | BroadStreet Partners Inc                                                         | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    675000 | PA      | $580246.71    | 0.12%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| DISH DBS CORP                                  | DISH DBS Corp                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4150000 | PA      | $3349075.36   | 0.69%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    550000 | PA      | $411115.36    | 0.08%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ROLLER BEARING CO OF AME                       | Roller Bearing Co of America Inc                                                 | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    475000 | PA      | $410643.79    | 0.08%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| CALPINE CORP                                   | Calpine Corp                                                                     | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   2732000 | PA      | $2354200.11   | 0.49%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| HOWARD HUGHES CORP                             | Howard Hughes Corp/The                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    700000 | PA      | $563546.58    | 0.12%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                           | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    650000 | PA      | $553265.27    | 0.11%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                | Hecla Mining Co                                                                  | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |    575000 | PA      | $567387.24    | 0.12%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WEST CORP                                      | Intrado Corp                                                                     | CUSIP: 68162RAD3<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |    737750 | PA      | $675348.75    | 0.14%             | 2024-10-10      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                          | Level 3 Financing Inc                                                            | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    400000 | PA      | $338875.04    | 0.07%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| HOME POINT CAPITAL INC                         | Home Point Capital Inc                                                           | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |    375000 | PA      | $256338.31    | 0.05%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                    | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    315000 | PA      | $282843.71    | 0.06%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3030853.88   | 0.62%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                            | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2123218.07   | 0.44%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                 | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $135537.97    | 0.03%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                        | International Game Technology PLC                                                | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    975000 | PA      | $909772.50    | 0.19%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORP                               | ACCO Brands Corp                                                                 | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1031746.03   | 0.21%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    750000 | PA      | $654502.33    | 0.13%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| NORTHWESTERN BELL TELEPH                       | Northwestern Bell Telephone                                                      | CUSIP: 668027AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96395.12     | 0.02%             | 2030-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LIFEPT/LEGACY LIFEPT                           | RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc               | CUSIP: 53219LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1630236.68   | 0.34%             | 2026-12-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| STL HOLDING CO LLC                             | STL Holding Co LLC                                                               | CUSIP: 861036AA9<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $932925.18    | 0.19%             | 2026-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    725000 | PA      | $665747.26    | 0.14%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                       | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $827547.53    | 0.17%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                         | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94805.07     | 0.02%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENON HLDGS CLASS A                            | GENON HLDGS CLASS A                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11836 | NS      | $1183600.00   | 0.24%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BOMBARDIER INC                                 | Bombardier Inc                                                                   | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1025000 | PA      | $948514.50    | 0.20%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10329000 | PA      | $9789955.31   | 2.02%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                          | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAA5<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    575000 | PA      | $520971.31    | 0.11%             | 2025-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                   | Intelsat Jackson Holdings SA                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5521 | NS      | $52619.55     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| TPC Group Inc 13 SNR NTS USD (144A)            | TPC Group Inc 13 SNR NTS USD (144A)                                              | CUSIP: 89236YAG9<br>LEI: 549300K276KVW5JD1583 | Long             | DBT              | CORP              | US        |    651207 | PA      | $651207.00    | 0.13%             | 2027-12-16      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| P&L DEV LLC/PLD FIN CORP                       | P&L Development LLC / PLD Finance Corp                                           | CUSIP: 69306RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $724701.48    | 0.15%             | 2025-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                         | Patrick Industries Inc                                                           | CUSIP: 703343AC7<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    575000 | PA      | $559323.90    | 0.12%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                       | Graphic Packaging International LLC                                              | CUSIP: 38869PAM6<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293402.82    | 0.06%             | 2024-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS CDX.NA.HY.39.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $6928.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                           | Commercial Metals Co                                                             | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $194685.76    | 0.04%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                       | iHeartCommunications Inc                                                         | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    325000 | PA      | $298949.93    | 0.06%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| REALOGY GROUP/CO-ISSUER                        | Realogy Group LLC / Realogy Co-Issuer Corp                                       | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $150941.43    | 0.03%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                       | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    125000 | PA      | $120207.50    | 0.02%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                       | EQM Midstream Partners LP                                                        | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    810000 | PA      | $774398.11    | 0.16%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                          | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121508.77    | 0.03%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS CDX.NA.IG.39.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $175830.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CONDOR MERGER SUB INC                          | Condor Merger Sub Inc                                                            | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |    610000 | PA      | $492626.25    | 0.10%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ADAPTHEALTH LLC                                | AdaptHealth LLC                                                                  | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $419100.28    | 0.09%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TSTAT 2022-2, Ltd.                             | TSTAT 2022-2 Ltd                                                                 | CUSIP: 87300FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   2250000 | PA      | $2246461.88   | 0.46%             | 2031-01-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                             | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    720000 | PA      | $648267.16    | 0.13%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                 | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAS2<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196105.14    | 0.04%             | 2025-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                       | Univision Communications Inc                                                     | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1676682.62   | 0.35%             | 2025-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                      | News Corp                                                                        | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216625.85    | 0.04%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DANA INC                                       | Dana Inc                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    475000 | PA      | $383491.00    | 0.08%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| VISTAJET MALTA/XO MGMT                         | VistaJet Malta Finance PLC / XO Management Holding Inc                           | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    675000 | PA      | $609187.50    | 0.13%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| ADAPTHEALTH LLC                                | AdaptHealth LLC                                                                  | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $758172.19    | 0.16%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                                   | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    775000 | PA      | $684707.74    | 0.14%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CABLEVISION LIGHTPATH                          | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    820000 | PA      | $613653.54    | 0.13%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VENATOR FIN SARL/VENATOR                       | Venator Finance Sarl / Venator Materials LLC                                     | CUSIP: 9226APAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1770000 | PA      | $589852.50    | 0.12%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                       | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |    800000 | PA      | $675526.01    | 0.14%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| MEG ENERGY CORP                                | MEG Energy Corp                                                                  | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $423247.50    | 0.09%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| BOMBARDIER INC                                 | Bombardier Inc                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   3825000 | PA      | $3717441.00   | 0.77%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| TRIDENT TPI HOLDINGS INC                       | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAB5<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214028.22    | 0.04%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                               | MGM Resorts International                                                        | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    525000 | PA      | $487977.24    | 0.10%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| TAYLOR MORRISON COMM                           | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1563804.50   | 0.32%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| PM GENERAL PURCHASER LLC                       | PM General Purchaser LLC                                                         | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $874396.59    | 0.18%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                               | Finastra USA Inc                                                                 | CUSIP: 02034DAF4<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    975000 | PA      | $723666.45    | 0.15%             | 2025-06-13      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| VECTOR GROUP LTD                               | Vector Group Ltd                                                                 | CUSIP: 92240MBL1<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1236687.89   | 0.26%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp                         | Chesapeake Energy Corp                                                           | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     32875 | NS      | $3102413.75   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO/ORG                               | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $398438.49    | 0.08%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                         | Southwestern Energy Co                                                           | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $917869.60    | 0.19%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AMERICAN AXLE & MFG INC                        | American Axle & Manufacturing Inc                                                | CUSIP: 02406PAY6<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    865000 | PA      | $811933.72    | 0.17%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| AMN HEALTHCARE INC                             | AMN Healthcare Inc                                                               | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    225000 | PA      | $207420.02    | 0.04%             | 2027-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                           | WR Grace Holdings LLC                                                            | CUSIP: 92943GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98820.11     | 0.02%             | 2024-10-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $671460.00    | 0.14%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                           | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $234497.23    | 0.05%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATHABASCA OIL CORP                             | Athabasca Oil Corp                                                               | CUSIP: 04682RAE7<br>LEI: 549300STK2KBVO6WED71 | Long             | DBT              | CORP              | CA        |   1514000 | PA      | $1610668.45   | 0.33%             | 2026-11-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                         | Digicel Group Holdings Ltd                                                       | CUSIP: 25381YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    486008 | PA      | $43740.75     | 0.01%             | N/A             | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LIKEWIZE CORP                                  | Likewize Corp                                                                    | CUSIP: 10947XAA0<br>LEI: TF9O1XIG83ZLXX7WN472 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $977218.32    | 0.20%             | 2025-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                        | Central Garden & Pet Co                                                          | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41429.38     | 0.01%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                            | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1309682.69   | 0.27%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                       | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd             | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    425000 | PA      | $384625.00    | 0.08%             | 2026-01-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| MGM RESORTS INTERNATIONAL                      | MGM RESORTS INTERNATIONAL                                                        | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24296.45     | 0.01%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1493523.03   | 0.31%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| SPRINT CAPITAL CORP                            | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    731000 | PA      | $869573.53    | 0.18%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                          | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    275000 | PA      | $210262.16    | 0.04%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                            | White Cap Buyer LLC                                                              | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $544598.30    | 0.11%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| ALLIED UNIVERSAL                               | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1250833.38   | 0.26%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                  | B&G Foods Inc                                                                    | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1158652.14   | 0.24%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $118919.19    | 0.02%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                            | Meritage Homes Corp                                                              | CUSIP: 59001AAY8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    975000 | PA      | $968089.01    | 0.20%             | 2025-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                        | DCP Midstream Operating LP                                                       | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    395000 | PA      | $392440.17    | 0.08%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                                   | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    750000 | PA      | $704610.15    | 0.15%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| STANDARD INDUSTRIES INC                        | Standard Industries Inc/NJ                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $860113.39    | 0.18%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                       | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $203092.82    | 0.04%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                        | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                        | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $129000.00    | 0.03%             | 2026-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                        | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $523493.54    | 0.11%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| TALLGRASS NRG PRTNR/FIN                        | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $176538.32    | 0.04%             | 2025-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ferrellgas Partners LP                         | Ferrellgas Partners LP                                                           | CUSIP: 315293308<br>LEI: 529900YP52A6C5K57L34 | Long             | EC               | CORP              | US        |     13116 | NS      | $2620183.32   | 0.54%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AT HOME GROUP INC                              | At Home Group Inc                                                                | CUSIP: 04650YAA8<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70656.99     | 0.01%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                             | Forestar Group Inc                                                               | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1121736.17   | 0.23%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| VIASAT INC                                     | Viasat Inc                                                                       | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1586719.60   | 0.33%             | 2025-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| TK ELEVATOR US NEWCO INC                       | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    224000 | PA      | $197680.00    | 0.04%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                            | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2006818.31   | 0.41%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| DIAMOND SPORTS GR/DIAMON                       | Diamond Sports Group LLC / Diamond Sports Finance Co                             | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6440000 | PA      | $766739.38    | 0.16%             | 2026-08-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    400000 | PA      | $351471.14    | 0.07%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| BRINKER INTERNATIONAL IN                       | Brinker International Inc                                                        | CUSIP: 109641AG5<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247694.80    | 0.05%             | 2023-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3040000 | PA      | $2419844.29   | 0.50%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| PRIME HEALTHCARE SERVICE                       | Prime Healthcare Services Inc                                                    | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1481098.05   | 0.31%             | 2025-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1121707.40   | 0.23%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    425000 | PA      | $426062.50    | 0.09%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| POST HOLDINGS INC                              | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    425000 | PA      | $358982.43    | 0.07%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                              | Amsted Industries Inc                                                            | CUSIP: 032177AH0<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    425000 | PA      | $405953.93    | 0.08%             | 2027-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DIAMOND BC BV                                  | Diamond BC BV                                                                    | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |    580000 | PA      | $465450.00    | 0.10%             | 2029-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| SWF ESCROW ISSUER CORP                         | SWF Escrow Issuer Corp                                                           | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1101809.03   | 0.23%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                        | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1444131.20   | 0.30%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                       | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $941619.60    | 0.19%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                 | Residential Asset Securitization Trust 2007-A5                                   | CUSIP: 76114HAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2561 | PA      | $1473.23      | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                          | Bread Financial Holdings Inc                                                     | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    800000 | PA      | $707892.54    | 0.15%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CENTURY COMMUNITIES                            | Century Communities Inc                                                          | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    325000 | PA      | $310764.40    | 0.06%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| DIGICEL LTD                                    | Digicel Ltd                                                                      | CUSIP: 25380QAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5725000 | PA      | $2175500.00   | 0.45%             | 2023-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                         | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $163629.60    | 0.03%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage                 | MASTR Adjustable Rate Mortgages Trust 2006-OA1                                   | CUSIP: 576433G42<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1614 | PA      | $1382.44      | 0.00%             | 2046-04-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                       | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $263098.51    | 0.05%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                          | Foundation Building Materials Inc                                                | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1051322.45   | 0.22%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                    | Vistra Corp                                                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     44042 | NS      | $1021774.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1074551.15   | 0.22%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                       | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    925000 | PA      | $740378.65    | 0.15%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                               | Finastra USA Inc                                                                 | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    178019 | PA      | $157138.63    | 0.03%             | 2024-06-13      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL IN                       | Brinker International Inc                                                        | CUSIP: 109641AH3<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192877.96    | 0.04%             | 2024-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                             | Everi Holdings Inc                                                               | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86180.15     | 0.02%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                        | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $279907.43    | 0.06%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                               | Beazer Homes USA Inc                                                             | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1588383.90   | 0.33%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    163000 | PA      | $156314.16    | 0.03%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                           | Signal Peak CLO 5 Ltd                                                            | CUSIP: 56844YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4800000 | PA      | $4703220.48   | 0.97%             | 2031-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                          | Antero Resources Corp                                                            | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    328000 | PA      | $332258.61    | 0.07%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                         | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $359752.33    | 0.07%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                        | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    960000 | PA      | $547449.82    | 0.11%             | 2028-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                           | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2106867.73   | 0.43%             | 2027-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| PRECISION DRILLING CORP                        | Precision Drilling Corp                                                          | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |   1225000 | PA      | $1197437.50   | 0.25%             | 2026-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| RADIATE HOLDCO / FINANCE                       | Radiate Holdco LLC / Radiate Finance Inc                                         | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $371146.07    | 0.08%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                                   | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    275000 | PA      | $222031.67    | 0.05%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     25000 | PA      | $19881.75     | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $763986.13    | 0.16%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                   | JELD-WEN Inc                                                                     | CUSIP: 475795AC4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    350000 | PA      | $292390.30    | 0.06%             | 2025-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| XPO ESCROW SUB LLC                             | XPO Escrow Sub LLC                                                               | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $227032.55    | 0.05%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| WEST CORP                                      | Intrado Corp                                                                     | CUSIP: 68162RAC5<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |   2219312 | PA      | $2027896.75   | 0.42%             | 2024-10-10      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                            | NOVA Chemicals Corp                                                              | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    506000 | PA      | $452666.34    | 0.09%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CAESARS ENTERTAIN INC                          | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    575000 | PA      | $467589.43    | 0.10%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| PARK RIVER HOLDINGS INC                        | Park River Holdings Inc                                                          | CUSIP: 70082LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $157003.28    | 0.03%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                              | Amsted Industries Inc                                                            | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    570000 | PA      | $487127.15    | 0.10%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                    | Asurion LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1290000 | PA      | $995450.43    | 0.21%             | 2029-01-15      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                        | SPCM SA                                                                          | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    425000 | PA      | $345843.75    | 0.07%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                  | American Home Mortgage Assets Trust 2006-4                                       | CUSIP: 02660LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15004 | PA      | $8028.28      | 0.00%             | 2046-10-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIG INTL HL                       | Digicel International Finance Ltd/Digicel international Holdings Ltd             | CUSIP: 25381XAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    931500 | PA      | $484380.00    | 0.10%             | 2025-12-31      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| Banc of America Funding Corpor                 | Banc of America Funding 2006-B Trust                                             | CUSIP: 058928AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3294 | PA      | $2666.99      | 0.00%             | 2036-03-20      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                             | Forestar Group Inc                                                               | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    350000 | PA      | $311198.23    | 0.06%             | 2026-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                       | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1367857.03   | 0.28%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                   | NAVIENT CORP                                                                     | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    700000 | PA      | $574066.13    | 0.12%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| VIKING OCEAN CRUISES SHI                       | Viking Ocean Cruises Ship VII Ltd                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    450000 | PA      | $362250.00    | 0.07%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                          | NABORS INDUSTRIES INC                                                            | CUSIP: 62957HAF2<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1238539.43   | 0.26%             | 2025-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Adjustable Rate Mortgage Trust                 | Adjustable Rate Mortgage Trust 2005-7                                            | CUSIP: 007036MQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3936 | PA      | $2834.92      | 0.00%             | 2035-10-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                       | NCR Corp                                                                         | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    325000 | PA      | $278864.60    | 0.06%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                         | Southwestern Energy Co                                                           | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1386886.12   | 0.29%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $621309.00    | 0.13%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| M/I HOMES INC                                  | M/I Homes Inc                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    325000 | PA      | $264523.95    | 0.05%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                       | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2050000 | PA      | $1661422.50   | 0.34%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BROOKFIELD RESID PROPERT                       | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1175000 | PA      | $907687.50    | 0.19%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                       | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1200000 | PA      | $1093320.00   | 0.23%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIG INTL HL                       | Digicel International Finance Ltd/Digicel international Holdings Ltd             | CUSIP: 25381VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1050000 | PA      | $899587.50    | 0.19%             | 2024-05-25      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                          | Freedom Mortgage Corp                                                            | CUSIP: 35640YAF4<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    350000 | PA      | $294268.22    | 0.06%             | 2026-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ASHLAND LLC                                    | Ashland LLC                                                                      | CUSIP: 044209AM6<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1661578.13   | 0.34%             | 2043-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                       | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    240000 | PA      | $204602.08    | 0.04%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                       | Diamond Sports Group LLC                                                         | CUSIP: 25277BAG3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |   2231361 | PA      | $269622.06    | 0.06%             | 2026-08-24      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                        | AMC Entertainment Holdings Inc                                                   | CUSIP: 00165CAP9<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    492471 | PA      | $204368.08    | 0.04%             | 2026-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                         | Lumen Technologies Inc                                                           | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    935000 | PA      | $637167.98    | 0.13%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                           | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    975000 | PA      | $687271.14    | 0.14%             | 2029-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRIMAS CORP                                    | TriMas Corp                                                                      | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    325000 | PA      | $285105.09    | 0.06%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust                    | CUSIP: 92925VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2296 | PA      | $2021.75      | 0.00%             | 2037-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| CARROLS RESTAURANT GROUP                       | Carrols Restaurant Group Inc                                                     | CUSIP: 14574XAF1<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | DBT              | CORP              | US        |    500000 | PA      | $350412.19    | 0.07%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                          | Intelsat Jackson Holdings SA                                                     | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   2355000 | PA      | $2105346.45   | 0.43%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                          | Shea Homes LP / Shea Homes Funding Corp                                          | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $590046.98    | 0.12%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                     | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    550000 | PA      | $494209.14    | 0.10%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                             | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |   1150000 | PA      | $934375.00    | 0.19%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| GEN DIGITAL INC                                | Gen Digital Inc                                                                  | CUSIP: 871503AU2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    875000 | PA      | $853164.65    | 0.18%             | 2025-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                              | Post Holdings Inc                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    425000 | PA      | $385041.82    | 0.08%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   6510000 | PA      | $3141075.00   | 0.65%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| XPLORNET COMMUNICATIONS                        | Xplornet Communications Inc                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    565000 | PA      | $381375.00    | 0.08%             | 2029-10-01      | Floating      | 11.37%                | No            |                  3 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                       | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $136669.02    | 0.03%             | 2026-04-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NEW GOLD INC                                   | New Gold Inc                                                                     | CUSIP: 644535AH9<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |   1350000 | PA      | $1182937.50   | 0.24%             | 2027-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| BIG RIVER STEEL/BRS FIN                        | Big River Steel LLC / BRS Finance Corp                                           | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    863000 | PA      | $826028.77    | 0.17%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| CHENIERE ENERGY PARTNERS                       | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    900000 | PA      | $770878.97    | 0.16%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| CHART INDUSTRIES INC                           | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502075.05    | 0.10%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| MGM RESORTS INTL                               | MGM Resorts International                                                        | CUSIP: 552953CG4<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    955000 | PA      | $962561.43    | 0.20%             | 2025-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| BOMBARDIER INC                                 | Bombardier Inc                                                                   | CUSIP: 097751BR1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1720000 | PA      | $1717907.10   | 0.35%             | 2024-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                       | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    676000 | PA      | $825330.42    | 0.17%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                       | Olympus Water US Holding Corp                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $409679.47    | 0.08%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                        | Park River Holdings Inc                                                          | CUSIP: 70082LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1100398.80   | 0.23%             | 2029-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| SHEA HOMES LP/FNDG CP                          | Shea Homes LP / Shea Homes Funding Corp                                          | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1026757.84   | 0.21%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| COMSTOCK RESOURCES INC                         | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    825000 | PA      | $744847.46    | 0.15%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                               | MGM Resorts International                                                        | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1375082.56   | 0.28%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CIFC Funding Ltd                               | CIFC Funding 2018-II Ltd                                                         | CUSIP: 17180WAA3<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2458578.25   | 0.51%             | 2031-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                               | LPL Holdings Inc                                                                 | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $428727.33    | 0.09%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| EMBECTA CORP                                   | Embecta Corp                                                                     | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    175000 | PA      | $157913.46    | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                        | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    450000 | PA      | $367583.72    | 0.08%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                    | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    775000 | PA      | $727767.51    | 0.15%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                         | Patrick Industries Inc                                                           | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    375000 | PA      | $314490.63    | 0.06%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| UNIFRAX ESCROW ISS CORP                        | ASP Unifrax Holdings Inc                                                         | CUSIP: 90473LAC6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    225000 | PA      | $142952.30    | 0.03%             | 2029-09-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| PENNYMAC FIN SVCS INC                          | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    425000 | PA      | $332208.00    | 0.07%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| LABL INC                                       | LABL Inc                                                                         | CUSIP: 50168AAA8<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139199.49    | 0.03%             | 2027-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                       | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $846562.45    | 0.17%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                          | Intelsat Jackson Holdings SA                                                     | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   3955000 | PA      | $3.96         | 0.00%             | 2025-07-15      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 5 YEAR TREASURY NOTE                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       205 | NC      | $-40391.91    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                        | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $466147.70    | 0.10%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| GOEASY LTD                                     | goeasy Ltd                                                                       | CUSIP: 380355AF4<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $352000.00    | 0.07%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| TOPBUILD CORP                                  | TopBuild Corp                                                                    | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    325000 | PA      | $264051.03    | 0.05%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Carlyle Global Market Strategi                 | Carlyle Global Market Strategies CLO 2015-5 Ltd                                  | CUSIP: 14312JAY8<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4907452.50   | 1.01%             | 2032-01-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD                       | Coronado Finance Pty Ltd                                                         | CUSIP: 21979LAA4<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    323000 | PA      | $331478.75    | 0.07%             | 2026-05-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                 | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    310000 | PA      | $173250.71    | 0.04%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                       | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1014556.30   | 0.21%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                            | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $680985.63    | 0.14%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                          | Level 3 Financing Inc                                                            | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    145000 | PA      | $104425.79    | 0.02%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VISTA OUTDOOR INC                              | Vista Outdoor Inc                                                                | CUSIP: 928377AC4<br>LEI: 549300QI2D33ESTJLN81 | Long             | DBT              | CORP              | US        |    375000 | PA      | $276231.87    | 0.06%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                               | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1188831.33   | 0.25%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| FERRELLGAS LP/FERRELLGAS                       | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $270606.92    | 0.06%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164445.48    | 0.03%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                        | Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC                       | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $355381.99    | 0.07%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BCPE ULYSSES INTERMEDIAT                       | BCPE Ulysses Intermediate Inc                                                    | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $92820.65     | 0.02%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $1540780.13   | 0.32%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| New Millenium                                  | New Millenium                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       409 | NS      | $2045.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PENN ENTERTAINMENT INC                         | Penn Entertainment Inc                                                           | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1472106.53   | 0.30%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| ARDAGH PKG FIN/HLDGS USA                       | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    425000 | PA      | $318894.50    | 0.07%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| UNITED AIRLINES INC                            | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    440000 | PA      | $383993.94    | 0.08%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VISTRA CORP                                    | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    800000 | PA      | $729289.76    | 0.15%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                   | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    650000 | PA      | $531879.87    | 0.11%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1458000 | PA      | $1392432.11   | 0.29%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| C&S GROUP ENTERPRISES LL                       | C&S Group Enterprises LLC                                                        | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $470966.51    | 0.10%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                          | LD Holdings Group LLC                                                            | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $492513.86    | 0.10%             | 2028-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                            | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $768000.00    | 0.16%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                          | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $123820.76    | 0.03%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                       | Jacobs Entertainment Inc                                                         | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    425000 | PA      | $386506.76    | 0.08%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $985382.93    | 0.20%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $245731.29    | 0.05%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                       | Allison Transmission Inc                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    275000 | PA      | $226257.80    | 0.05%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    750000 | PA      | $719669.20    | 0.15%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| FMG RESOURCES AUG 2006                         | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $46515.00     | 0.01%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE CHEMICAL CO                        | Cornerstone Chemical Co                                                          | CUSIP: 21925AAE5<br>LEI: BL03B05TRUKQ14Y1HC46 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $889884.60    | 0.18%             | 2024-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| WESCO DISTRIBUTION INC                         | WESCO Distribution Inc                                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    835000 | PA      | $846568.06    | 0.17%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                       | Radiate Holdco LLC / Radiate Finance Inc                                         | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3515000 | PA      | $1473185.29   | 0.30%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEYSTONE POWER/CONEMAUGH                       | Keystone Power Pass-Through Holders LLC / Conemaugh Power Pass-Through Holders   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2150 | NS      | $272835.00    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| UNITED RENTALS NORTH AM                        | United Rentals North America Inc                                                 | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85593.57     | 0.02%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    400000 | PA      | $353924.09    | 0.07%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                         | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1307231.80   | 0.27%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| INTEL PKG HOLDCO ISSUER                        | Intelligent Packaging Holdco Issuer LP                                           | CUSIP: 45827CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    425000 | PA      | $293250.00    | 0.06%             | 2026-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                              | Iliad Holding SASU                                                               | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    675000 | PA      | $625218.75    | 0.13%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                         | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025000 | PA      | $827419.28    | 0.17%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| LFS TOPCO LLC                                  | LFS Topco LLC                                                                    | CUSIP: 50203TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $684634.68    | 0.14%             | 2026-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                          | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $979076.25    | 0.20%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Race Point CLO Ltd                             | Race Point VIII CLO Ltd                                                          | CUSIP: 74982LAY6<br>LEI: 5493008ABAJEYBWITR69 | Long             | ABS-CBDO         | CORP              | KY        |   4213470 | PA      | $4150627.73   | 0.86%             | 2030-02-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                         | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $393603.35    | 0.08%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1069143.18   | 0.22%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                       | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $660343.81    | 0.14%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $1771327.89   | 0.37%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                    | Gartner Inc                                                                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    225000 | PA      | $195089.46    | 0.04%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                             | Ford Motor Co                                                                    | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1555500.21   | 0.32%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1953840.90   | 0.40%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                                   | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    442000 | PA      | $439038.31    | 0.09%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                        | Superior Plus LP / Superior General Partner Inc                                  | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1125000 | PA      | $960468.75    | 0.20%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2424588.65   | 0.50%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                    | Gartner Inc                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    325000 | PA      | $284891.50    | 0.06%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                 | Hertz Corp/The                                                                   | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    425000 | PA      | $322341.44    | 0.07%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS LLC                          | Maxim Crane Works Holdings Capital LLC                                           | CUSIP: 18911YAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1504000 | PA      | $1455579.86   | 0.30%             | 2024-08-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| KB HOME                                        | KB Home                                                                          | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1305806.13   | 0.27%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                            | Artera Services LLC                                                              | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    550000 | PA      | $458991.18    | 0.09%             | 2025-12-04      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | 2 YEAR US TREASURY NOTE                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        67 | NC      | $12616.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES INC                           | Tri Pointe Homes Inc                                                             | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1083730.17   | 0.22%             | 2028-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $845131.66    | 0.17%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| TEMPUR SEALY INTL INC                          | Tempur Sealy International Inc                                                   | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    175000 | PA      | $146936.77    | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                 | Bombardier Inc                                                                   | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1074000 | PA      | $1062957.24   | 0.22%             | 2025-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                 | Hertz Corp/The                                                                   | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    225000 | PA      | $188516.66    | 0.04%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                        | Standard Industries Inc/NJ                                                       | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    525000 | PA      | $396944.17    | 0.08%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALTA MESA HLDGS/FINANC S                       | Alta Mesa Holdings LP / Alta Mesa Finance Services Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5200000 | PA      | $35360.00     | 0.01%             | 2024-12-15      | Fixed         | 7.88%                 | No            |                  3 | On Loan: No      |
| CNX RESOURCES CORP                             | CNX Resources Corp                                                               | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1370789.60   | 0.28%             | 2027-03-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                           | BlueMountain CLO XXII Ltd                                                        | CUSIP: 09629PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2460381.50   | 0.51%             | 2031-07-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9849000 | PA      | $9604313.91   | 1.98%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                            | Boxer Parent Co Inc                                                              | CUSIP: 000000000<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    250000 | PA      | $228125.00    | 0.05%             | 2026-03-23      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                            | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $602825.00    | 0.12%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                         | Chesapeake Energy Corp                                                           | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1000287.02   | 0.21%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                              | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1000775.77   | 0.21%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| TRANSOCEAN INC                                 | Transocean Inc                                                                   | CUSIP: 893830BK4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $221250.00    | 0.05%             | 2025-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIG INTL HL                       | Digicel International Finance Ltd/Digicel international Holdings Ltd             | CUSIP: 25381XAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1617529 | PA      | $709994.06    | 0.15%             | 2026-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                                   | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $810493.96    | 0.17%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2051259.02   | 0.42%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| WYNN MACAU LTD                                 | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   2025000 | PA      | $1710902.25   | 0.35%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PARKLAND CORP                                  | Parkland Corp/Alberta                                                            | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $416250.00    | 0.09%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                       | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2075000 | PA      | $2018975.00   | 0.42%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $1802197.75   | 0.37%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                          | eG Global Finance PLC                                                            | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   1075000 | PA      | $1000825.00   | 0.21%             | 2025-10-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                       | NCR Corp                                                                         | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    680000 | PA      | $560579.75    | 0.12%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ZAYO GROUP HOLDINGS INC                        | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    510000 | PA      | $377967.95    | 0.08%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| MEG ENERGY CORP                                | MEG Energy Corp                                                                  | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |   1352000 | PA      | $1377350.00   | 0.28%             | 2027-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| SRS DISTRIBUTION INC                           | SRS Distribution Inc                                                             | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $799783.51    | 0.16%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| COMSTOCK RESOURCES INC                         | Comstock Resources Inc                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    450000 | PA      | $389152.98    | 0.08%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1234608.67   | 0.25%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                          | Nabors Industries Inc                                                            | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48991.92     | 0.01%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    325000 | PA      | $258570.81    | 0.05%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    375000 | PA      | $307995.14    | 0.06%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                       | EQM Midstream Partners LP                                                        | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168697.71    | 0.03%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                       | Sinclair Television Group Inc                                                    | CUSIP: 829259AW0<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    285000 | PA      | $232851.03    | 0.05%             | 2027-02-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| SERVICE CORP INTL                              | Service Corp International/US                                                    | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    750000 | PA      | $636600.55    | 0.13%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| WYNN RESORTS FINANCE LLC                       | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $373365.10    | 0.08%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| ENDEAVOR ENERGY RESOURCE                       | Endeavor Energy Resources LP / EER Finance Inc                                   | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1436277.57   | 0.30%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $328190.34    | 0.07%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VENATOR FIN SARL/VENATOR                       | Venator Finance Sarl / Venator Materials LLC                                     | CUSIP: 9226ALAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $341250.00    | 0.07%             | 2025-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                         | WESCO Distribution Inc                                                           | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506840.01    | 0.10%             | 2025-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                        | Precision Drilling Corp                                                          | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $185000.00    | 0.04%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                               | LPL Holdings Inc                                                                 | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130528.70    | 0.03%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                   | Hunt Cos Inc                                                                     | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1288401.34   | 0.27%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RAIN CII CARBON LLC/CII                        | Rain CII Carbon LLC / CII Carbon Corp                                            | CUSIP: 75079RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1260150.44   | 0.26%             | 2025-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                 | Alternative Loan Trust 2006-OA9                                                  | CUSIP: 02146YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2266 | PA      | $1673.19      | 0.00%             | 2046-07-20      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                            | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    430000 | PA      | $447176.18    | 0.09%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                          | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $171000.00    | 0.04%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $512872.12    | 0.11%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Guggenheim CLO STAT Ltd                        | Guggenheim CLO 2022-1 STAT Ltd                                                   | CUSIP: 40172JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4747639.73   | 0.98%             | 2031-10-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    925000 | PA      | $798100.79    | 0.16%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| TRANSDIGM UK HOLDINGS                          | TransDigm UK Holdings PLC                                                        | CUSIP: 89365DAB9<br>LEI: 549300JTYP71LZZSE903 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $587250.00    | 0.12%             | 2026-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Prudential Series Fund

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Treasurer and Principal Financial and Accounting Officer