# EDGAR Filing Document

**Accession Number:** 0001169187
**File Stem:** 0001169187-23-000017
**Filing Date:** 2023-1
**Character Count:** 205834
**Document Hash:** e85b92f0552fafaa6829b69ec9ded4b3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001169187-23-000017.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001169187-23-000017

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Institutional Income Funds, Inc.
- **CENTRAL INDEX KEY:** 0001169187
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21055
- **FILM NUMBER:** 23561265

**BUSINESS ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202
- **BUSINESS PHONE:** 410-345-2000

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** T ROWE PRICE INSTITUTIONAL INCOME FUNDS INC
- **DATE OF NAME CHANGE:** 20020314

## Series and Classes Contracts Data

### T. Rowe Price Institutional High Yield Fund (Series ID: S000002134)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000005527 | T. Rowe Price Institutional High Yield Fund | TRHYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. ROWE PRICE INSTITUTIONAL INCOME FUNDS, INC.

- **b. Investment Company Act file number:** 811-21055

- **c. CIK number of Registrant:** 0001169187

- **d. LEI of Registrant:** 5493006XJS7NAJMTOL28

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

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

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

- **a. Name of Series:** T. Rowe Price Institutional High Yield Fund

- **b. EDGAR series identifier (if any):** S000002134

- **c. LEI of Series:** E81VH37I6Q4XM5FXIK06

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1608578290.37

**Total Liabilities:** $13909104.19

**Net Assets:** $1594669186.18

**Delayed Delivery Securities:** $1383689.40

**Cash Not Reported:** $2403296.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000 | **1-Year:** -1058.012048 | **5-Year:** -5113.023472 | **10-Year:** -14922.327434 | **30-Year:** -3456.452276

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

- **3-Month:** 0.000000 | **1-Year:** -44785.724087 | **5-Year:** -382263.065363 | **10-Year:** -179321.501973 | **30-Year:** -14771.126557

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005527 | -4.48%               | 2.77%                | 2.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4753809.91             | $-78524013.73                              |
| Month 2  | $-7300771.25             | $42381937.78                               |
| Month 3  | $-6940494.89             | $35541958.70                               |

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Cirsa Finance International Sarl                                                 | CIRSA FINANCE INTERNATIONAL SARL                                                 | CUSIP: BZ9495244<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |    605000 | PA      | $653259.75    | 0.04%             | 2027-11-30      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Castle UK Finco PLC                                                              | CASTLE UK FINCO PLC                                                              | CUSIP: BW1049392<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |   1135000 | PA      | $954930.96    | 0.06%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Castle UK Finco PLC                                                              | CASTLE UK FINCO PLC                                                              | CUSIP: BW1049400<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |   1230000 | PA      | $962091.00    | 0.06%             | 2028-05-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Verde Bidco SpA                                                                  | VERDE BIDCO SPA                                                                  | CUSIP: BR4160098<br>LEI: 984500D74F7AB47FCW98 | Long             | DBT              | CORP              | IT        |    530000 | PA      | $471062.55    | 0.03%             | 2026-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International Sarl                                                 | CIRSA FINANCE INTERNATIONAL SARL                                                 | CUSIP: BR4374590<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |   1785000 | PA      | $1606340.92   | 0.10%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Constellation Automotive Financing PLC                                           | CONSTELLATION AUTOMOTIVE FINANCING PLC                                           | CUSIP: BQ5042339<br>LEI: 254900HVTSU7VICDRM89 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $518634.74    | 0.03%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                      | GBP/USD FWD 20230120 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-5437.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ALLIANT SERVICES SERIES A CVT PFD PP                                             | CUSIP: TC5Z209L4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2300 | NS      | $2156250.00   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | ICE_CDX HY CDSI S38 5Y PRC 06/20/2027                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $358887.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | ICE_COMMUNITY HEALTH SYSTEMS CDS 12/20/2026                                      | CUSIP: 000000000<br>LEI: 5493007X5NC5XI1BB106 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-942699.66   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | ICE_COMMUNITY HEALTH SYSTEMS CDS 12/20/2026                                      | CUSIP: 000000000<br>LEI: 5493007X5NC5XI1BB106 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-124618.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                              | GBP/USD FWD 20230120 MRMDUS33                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | GB        |         1 | NC      | $1408.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | GBP/USD FWD 20230120 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | GB        |         1 | NC      | $7266.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | USD/GBP FWD 20230120 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10806.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | USD/EUR FWD 20230224 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-517.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                         | IPD 3 BV                                                                         | CUSIP: BM5818554<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |    845000 | PA      | $839518.36    | 0.05%             | 2025-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                          | UKG INC                                                                          | CUSIP: 90385KAK7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   8376447 | PA      | $8079752.88   | 0.51%             | 2026-05-04      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                          | UKG INC                                                                          | CUSIP: 90385K9D5<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |  14845000 | PA      | $13583175.00  | 0.85%             | 2027-05-03      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                                              | ASCEND LEARNING LLC                                                              | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   7830000 | PA      | $6635925.00   | 0.42%             | 2029-12-10      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                                              | ASCEND LEARNING LLC                                                              | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   5131225 | PA      | $4847570.88   | 0.30%             | 2028-12-11      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co Inc                                                              | BOXER PARENT CO INC                                                              | CUSIP: 10318UAB5<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    920000 | PA      | $843934.40    | 0.05%             | 2026-02-27      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                      | ASURION LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |  25055000 | PA      | $19187870.65  | 1.20%             | 2029-01-20      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc                                                                   | PROOFPOINT INC                                                                   | CUSIP: 74345HAD3<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   1250000 | PA      | $1193750.00   | 0.07%             | 2029-08-31      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc                                                                   | PROOFPOINT INC                                                                   | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   3086675 | PA      | $2966109.47   | 0.19%             | 2028-08-31      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                              | UNITED AIRLINES INC                                                              | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |   2275350 | PA      | $2243654.37   | 0.14%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                    | CORELOGIC INC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1965000 | PA      | $1333743.75   | 0.08%             | 2029-06-04      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                        | AADVANTAGE LOYALTY IP                                                            | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   2255000 | PA      | $2239305.20   | 0.14%             | 2028-04-20      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                                                     | REALPAGE INC                                                                     | CUSIP: 75605VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3885000 | PA      | $3717478.80   | 0.23%             | 2029-04-23      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                      | ASURION LLC                                                                      | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |  16598881 | PA      | $12764539.30  | 0.80%             | 2028-01-31      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                                        | MILEAGE PLUS HOLDINGS IN                                                         | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3591000 | PA      | $3689752.50   | 0.23%             | 2027-06-21      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Prairie ECI Acquiror LP                                                          | PRAIRIE ECI ACQUIROR LP                                                          | CUSIP: 73955HAB0<br>LEI: 549300EXIECHUG4F3335 | Long             | LON              | CORP              | US        |   1933750 | PA      | $1868795.34   | 0.12%             | 2026-03-11      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                   | CONSTELLIUM SE                                                                   | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |    199723 | NS      | $2486551.35   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| eG Global Finance PLC                                                            | EG GLOBAL FINANCE PLC                                                            | CUSIP: ZR9760391<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    170000 | PA      | $154529.20    | 0.01%             | 2025-10-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iceland Bondco PLC                                                               | ICELAND BONDCO PLC                                                               | CUSIP: AP0117170<br>LEI: 2138002DRBYIA8QXHO36 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2996480.50   | 0.19%             | 2025-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd                                                              | TE CONNECTIVITY LTD                                                              | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |      6400 | NS      | $807168.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                             | GBP/USD FWD 20230120 BARCGB5G                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-283813.85   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | ZOOMINFO TECHNOLOGIES LLC/ZOOMINFO FINANCE CORP                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3525000 | PA      | $2983031.25   | 0.19%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ZipRecruiter Inc                                                                 | ZIPRECRUITER INC                                                                 | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $2473800.00   | 0.16%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Yum  Brands Inc                                                                  | YUM! BRANDS INC                                                                  | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   3710000 | PA      | $3431750.00   | 0.22%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Yum  Brands Inc                                                                  | YUM! BRANDS INC                                                                  | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   3890000 | PA      | $3131450.00   | 0.20%             | 2043-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Yum  Brands Inc                                                                  | YUM! BRANDS INC                                                                  | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   3515000 | PA      | $3462275.00   | 0.22%             | 2037-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                   | WYNN MACAU LTD                                                                   | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   2400000 | PA      | $2164596.00   | 0.14%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                   | WYNN MACAU LTD                                                                   | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   6115000 | PA      | $5171791.83   | 0.32%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4445000 | PA      | $3850481.25   | 0.24%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wolverine World Wide Inc                                                         | WOLVERINE WORLD WIDE INC                                                         | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |   4040000 | PA      | $3009800.00   | 0.19%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR GRACE HOLDINGS LLC                                                            | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4680000 | PA      | $3814200.00   | 0.24%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I PLC                                                       | VMED O2 UK FINANCING I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |  11335000 | PA      | $9294700.00   | 0.58%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATIONS CO LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  11345000 | PA      | $9983600.00   | 0.63%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                      | VISTRA CORP                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $6211562.50   | 0.39%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                      | VISTRA CORP                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   8825000 | PA      | $8427875.00   | 0.53%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance PLC / XO Management Holding Inc                           | VISTAJET MALTA FINANCE PLC / XO MANAGEMENT HOLDING INC                           | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |   1880000 | PA      | $1701400.00   | 0.11%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance PLC / XO Management Holding Inc                           | VISTAJET MALTA FINANCE PLC / XO MANAGEMENT HOLDING INC                           | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |   1875000 | PA      | $1537500.00   | 0.10%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp                                                           | CHESAPEAKE ENERGY CORP                                                           | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   7425000 | PA      | $7313625.00   | 0.46%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions Inc                                                              | VIAVI SOLUTIONS INC                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1332375.00   | 0.08%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Viasat Inc                                                                       | VIASAT INC                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   5870000 | PA      | $5363712.50   | 0.34%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TK Elevator Holdco GmbH                                                          | TK ELEVATOR HOLDCO GMBH                                                          | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |   7193000 | PA      | $5970190.00   | 0.37%             | 2028-07-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                                         | TK ELEVATOR US NEWCO INC                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   6760000 | PA      | $6134700.00   | 0.38%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vermilion Energy Inc                                                             | VERMILION ENERGY INC                                                             | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |   3645000 | PA      | $3362512.50   | 0.21%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $2880750.00   | 0.18%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2322900.00   | 0.15%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bausch Health Americas Inc                                                       | BAUSCH HEALTH AMERICAS INC                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    615000 | PA      | $292125.00    | 0.02%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bausch Health Americas Inc                                                       | BAUSCH HEALTH AMERICAS INC                                                       | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |   5335000 | PA      | $3361050.00   | 0.21%             | 2026-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMMUNICATIONS INC                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   3590000 | PA      | $3527175.00   | 0.22%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMMUNICATIONS INC                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1560375.00   | 0.10%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMMUNICATIONS INC                                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $3056625.00   | 0.19%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Univar Solutions USA Inc/Washington                                              | UNIVAR SOLUTIONS USA INC/WASHINGTON                                              | CUSIP: 91337CAA4<br>LEI: 5493008FTB9VZW6CVA82 | Long             | DBT              | CORP              | US        |   4070000 | PA      | $3886850.00   | 0.24%             | 2027-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                    | UNITED WHOLESALE MORTGAGE LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   4390000 | PA      | $3885150.00   | 0.24%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                    | UNITED WHOLESALE MORTGAGE LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $1733612.50   | 0.11%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                      | UNITED STATES TREASURY BILL                                                      | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4200000 | PA      | $4144205.35   | 0.26%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                                 | UNITED RENTALS NORTH AMERICA INC                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1344750.00   | 0.08%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                                 | UNITED RENTALS NORTH AMERICA INC                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   3405000 | PA      | $2932556.25   | 0.18%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                                         | UNITED NATURAL FOODS INC                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |   3095000 | PA      | $3002150.00   | 0.19%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                              | UNITED AIRLINES INC                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   4815000 | PA      | $4261275.00   | 0.27%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Twilio Inc                                                                       | TWILIO INC                                                                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $2476718.75   | 0.16%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                     | TRIVIUM PACKAGING FINANCE BV                                                     | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   4505000 | PA      | $4223437.50   | 0.26%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                                                        | TRITON WATER HOLDINGS INC                                                        | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1596500.00   | 0.10%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                                                                    | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2247862.50   | 0.14%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                                                                    | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1211381.25   | 0.08%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                                                                    | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  12800000 | PA      | $12656000.00  | 0.79%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                                                                    | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3395000 | PA      | $3318612.50   | 0.21%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TransAlta Corp                                                                   | TRANSALTA CORP                                                                   | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |   1215000 | PA      | $1248412.50   | 0.08%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Townsquare Media Inc                                                             | TOWNSQUARE MEDIA INC                                                             | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $3996000.00   | 0.25%             | 2026-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Holdings Inc                                                | CLOUD SOFTWARE GROUP HOLDINGS INC                                                | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3195000 | PA      | $2795625.00   | 0.18%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   7885000 | PA      | $6958512.50   | 0.44%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   3725000 | PA      | $3347843.75   | 0.21%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   6815000 | PA      | $6780925.00   | 0.43%             | 2025-01-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   4015000 | PA      | $3944737.50   | 0.25%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CMG Media Corp                                                                   | CMG MEDIA CORP                                                                   | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7755000 | PA      | $5971350.00   | 0.37%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Terraform Global Operating LP                                                    | TERRAFORM GLOBAL OPERATING LP                                                    | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |   3955000 | PA      | $3688037.50   | 0.23%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TerraForm Power Operating LLC                                                    | TERRAFORM POWER OPERATING LLC                                                    | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $3636300.00   | 0.23%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pactiv LLC                                                                       | PACTIV LLC                                                                       | CUSIP: 880394AB7<br>LEI: 549300O4WTC6DL4JIE57 | Long             | DBT              | CORP              | US        |    845000 | PA      | $794300.00    | 0.05%             | 2025-12-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE CORP                                                            | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   4730000 | PA      | $4493500.00   | 0.28%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE CORP                                                            | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $3933000.00   | 0.25%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE CORP                                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  12175000 | PA      | $10698781.25  | 0.67%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE CORP                                                            | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2084062.50   | 0.13%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Telesat Canada / Telesat LLC                                                     | TELESAT CANADA / TELESAT LLC                                                     | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3075000 | PA      | $945562.50    | 0.06%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP              | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4730000 | PA      | $4824600.00   | 0.30%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4175000 | PA      | $3715750.00   | 0.23%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4320000 | PA      | $3898800.00   | 0.24%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | CUSIP: 87470LAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3445000 | PA      | $3488062.50   | 0.22%             | 2025-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                     | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1790750.00   | 0.11%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Summit Materials LLC / Summit Materials Finance Corp                             | SUMMIT MATERIALS LLC / SUMMIT MATERIALS FINANCE CORP                             | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1131593.75   | 0.07%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Summit Materials LLC / Summit Materials Finance Corp                             | SUMMIT MATERIALS LLC / SUMMIT MATERIALS FINANCE CORP                             | CUSIP: 86614RAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3645000 | PA      | $3553875.00   | 0.22%             | 2027-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd                                                          | STUDIO CITY FINANCE LTD                                                          | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |   2440000 | PA      | $1730814.00   | 0.11%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stevens Holding Co Inc                                                           | STEVENS HOLDING CO INC                                                           | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1674175.00   | 0.10%             | 2026-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROPERTY TRUST INC                                                      | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2657381.25   | 0.17%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROPERTY TRUST INC                                                      | CUSIP: 85571BAW5<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1484437.50   | 0.09%             | 2024-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                                      | STAPLES INC                                                                      | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $1535025.00   | 0.10%             | 2027-04-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Staples Inc                                                                      | STAPLES INC                                                                      | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   6605000 | PA      | $5820656.25   | 0.37%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                              | SPRINT CAPITAL CORP                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   5290000 | PA      | $5607400.00   | 0.35%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                           | SPIRIT AEROSYSTEMS INC                                                           | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1680437.50   | 0.11%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE CORP                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1599025.00   | 0.10%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE CORP                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   3085000 | PA      | $2830487.50   | 0.18%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE CORP                                                             | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1256125.00   | 0.08%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE CORP                                                             | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   3755000 | PA      | $3637656.25   | 0.23%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC / SBP Finance Corp                      | SPECIALTY BUILDING PRODUCTS HOLDINGS LLC / SBP FINANCE CORP                      | CUSIP: 84749AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3730000 | PA      | $3170500.00   | 0.20%             | 2026-09-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                                                           | SOUTHWESTERN ENERGY CO                                                           | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2426287.50   | 0.15%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Solaris Midstream Holdings LLC                                                   | SOLARIS MIDSTREAM HOLDINGS LLC                                                   | CUSIP: 83419MAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2054000.00   | 0.13%             | 2026-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SMURFIT-STONE ESCROW EQUITY                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      8225 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Six Flags Entertainment Corp                                                     | SIX FLAGS ENTERTAINMENT CORP                                                     | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1676325.00   | 0.11%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                              | SIRIUS XM RADIO INC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   3205000 | PA      | $2612075.00   | 0.16%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                              | SIRIUS XM RADIO INC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $6650000.00   | 0.42%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                              | SIRIUS XM RADIO INC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   4905000 | PA      | $4132462.50   | 0.26%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROPERTIES TRUST                                                         | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   3670000 | PA      | $3550725.00   | 0.22%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                          | SENSATA TECHNOLOGIES BV                                                          | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   3655000 | PA      | $3472250.00   | 0.22%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                          | SENSATA TECHNOLOGIES BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   3725000 | PA      | $3226781.25   | 0.20%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp                                                              | SELECT MEDICAL CORP                                                              | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |   4780000 | PA      | $4541000.00   | 0.28%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                                               | SEAWORLD PARKS & ENTERTAINMENT INC                                               | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |   6445000 | PA      | $5599093.75   | 0.35%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                                                  | SEALED AIR CORP                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1464750.00   | 0.09%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                                                  | SEALED AIR CORP                                                                  | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1610812.50   | 0.10%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow Inc                                                               | SCRIPPS ESCROW INC                                                               | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5610000 | PA      | $4992900.00   | 0.31%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Scientific Games International Inc                                               | SCIENTIFIC GAMES INTERNATIONAL INC                                               | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   9290000 | PA      | $9080975.00   | 0.57%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Scientific Games International Inc                                               | SCIENTIFIC GAMES INTERNATIONAL INC                                               | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1134981.25   | 0.07%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3605000 | PA      | $3037212.50   | 0.19%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                  | SANDS CHINA LTD                                                                  | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   2115000 | PA      | $1828375.20   | 0.11%             | 2030-06-18      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                  | SANDS CHINA LTD                                                                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   3825000 | PA      | $3571880.63   | 0.22%             | 2028-08-08      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                                   | SABRE GLBL INC                                                                   | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1436437.50   | 0.09%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                                   | SABRE GLBL INC                                                                   | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2468493.75   | 0.15%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                                   | SABRE GLBL INC                                                                   | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1720687.50   | 0.11%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc                                                             | SRS DISTRIBUTION INC                                                             | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   3195000 | PA      | $2611912.50   | 0.16%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SLM Corp                                                                         | SLM CORP                                                                         | CUSIP: 78442PGD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2078137.50   | 0.13%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                                         | RYAN SPECIALTY GROUP LLC                                                         | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1269675.00   | 0.08%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                      | ROYAL CARIBBEAN CRUISES LTD                                                      | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3840000 | PA      | $3926400.00   | 0.25%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                      | ROYAL CARIBBEAN CRUISES LTD                                                      | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3460000 | PA      | $3520550.00   | 0.22%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                      | ROYAL CARIBBEAN CRUISES LTD                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3565000 | PA      | $2941125.00   | 0.18%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                      | ROYAL CARIBBEAN CRUISES LTD                                                      | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   4275000 | PA      | $3665812.50   | 0.23%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                      | ROYAL CARIBBEAN CRUISES LTD                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3715000 | PA      | $3027725.00   | 0.19%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rockcliff Energy II LLC                                                          | ROCKCLIFF ENERGY II LLC                                                          | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $1927293.75   | 0.12%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROBLOX Corp                                                                      | ROBLOX CORP                                                                      | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2815000 | PA      | $2301262.50   | 0.14%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC                             | RIVIAN HOLDINGS LLC/RIVIAN LLC/RIVIAN AUTOMOTIVE LLC                             | CUSIP: 76954LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23815000 | PA      | $22743325.00  | 1.43%             | 2026-10-15      | Variable      | 10.16%                | No            |                  2 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund                                  | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND                                  | CUSIP: 76105Y109<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |   9822788 | NS      | $9822787.82   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                                                             | RANGE RESOURCES CORP                                                             | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1561950.00   | 0.10%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp                                                             | RANGE RESOURCES CORP                                                             | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1569400.00   | 0.10%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                                           | RADIOLOGY PARTNERS INC                                                           | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   2441000 | PA      | $1464600.00   | 0.09%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC / Radiate Finance Inc                                         | RADIATE HOLDCO LLC / RADIATE FINANCE INC                                         | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3810000 | PA      | $2105025.00   | 0.13%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp                                       | RHP HOTEL PROPERTIES LP / RHP FINANCE CORP                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3875000 | PA      | $3380937.50   | 0.21%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | COMMONWEALTH OF PUERTO RICO                                                      | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |  10987750 | PA      | $4999426.06   | 0.31%             | 2043-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PROG Holdings Inc                                                                | PROG HOLDINGS INC                                                                | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |   5335000 | PA      | $4648118.75   | 0.29%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance Inc                         | PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4790000 | PA      | $4454700.00   | 0.28%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance Inc                         | PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC                         | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2945000 | PA      | $2915550.00   | 0.18%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Presidio Holdings Inc                                                            | PRESIDIO HOLDINGS INC                                                            | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4470000 | PA      | $4000650.00   | 0.25%             | 2028-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                                            | PLAYTIKA HOLDING CORP                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $2343225.00   | 0.15%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pike Corp                                                                        | PIKE CORP                                                                        | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2070900.00   | 0.13%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc / PetSmart Finance Corp                                             | PETSMART INC / PETSMART FINANCE CORP                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4915000 | PA      | $4540231.25   | 0.28%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc / PetSmart Finance Corp                                             | PETSMART INC / PETSMART FINANCE CORP                                             | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $832500.00    | 0.05%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICANOS                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   4300000 | PA      | $2967039.99   | 0.19%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                                  | PENNYMAC FINANCIAL SERVICES INC                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   5340000 | PA      | $4178550.00   | 0.26%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                                  | PENNYMAC FINANCIAL SERVICES INC                                                  | CUSIP: 70932MAA5<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2284375.00   | 0.14%             | 2025-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICANOS                                                              | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   4425000 | PA      | $3128253.75   | 0.20%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP / Pattern Energy Operations Inc                     | PATTERN ENERGY OPERATIONS LP / PATTERN ENERGY OPERATIONS INC                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $758100.00    | 0.05%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2064825.00   | 0.13%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1755125.00   | 0.11%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                        | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                        | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9980000 | PA      | $9780400.00   | 0.61%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PGT Innovations Inc                                                              | PGT INNOVATIONS INC                                                              | CUSIP: 69336VAB7<br>LEI: 549300LRW9WM59C1S579 | Long             | DBT              | CORP              | US        |   5090000 | PA      | $4269237.50   | 0.27%             | 2029-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                                                        | PG&E CORP                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   6355000 | PA      | $5751275.00   | 0.36%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                                                        | PG&E CORP                                                                        | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   7115000 | PA      | $6492437.50   | 0.41%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                         | OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP                         | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $821700.00    | 0.05%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                         | OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP                         | CUSIP: 69007TAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1191000.00   | 0.07%             | 2025-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4630000 | PA      | $4062825.00   | 0.25%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Option Care Health Inc                                                           | OPTION CARE HEALTH INC                                                           | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |   3765000 | PA      | $3209662.50   | 0.20%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE CORP                                                             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1681000.00   | 0.11%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETROLEUM CORP                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $2161687.50   | 0.14%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETROLEUM CORP                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1799200.00   | 0.11%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETROLEUM CORP                                                        | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1892550.00   | 0.12%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETROLEUM CORP                                                        | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $9482750.00   | 0.59%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETROLEUM CORP                                                        | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5180000 | PA      | $5646200.00   | 0.35%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETROLEUM CORP                                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3310000 | PA      | $3194150.00   | 0.20%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETROLEUM CORP                                                        | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3925000 | PA      | $4258625.00   | 0.27%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETROLEUM CORP                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    460000 | PA      | $461150.00    | 0.03%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETROLEUM CORP                                                        | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1292100.00   | 0.08%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETROLEUM CORP                                                        | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1843000 | PA      | $1999655.00   | 0.13%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                              | NUSTAR LOGISTICS LP                                                              | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   4435000 | PA      | $4324125.00   | 0.27%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NuStar Energy LP                                                                 | NUSTAR ENERGY LP                                                                 | CUSIP: 67058H508<br>LEI: 5493003BMLTUIEG2LG44 | Long             | EP               | CORP              | US        |    229325 | NS      | $6765087.50   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3352500.00   | 0.21%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                  | GEN DIGITAL INC                                                                  | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4130750.00   | 0.26%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                  | GEN DIGITAL INC                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   4975000 | PA      | $4993656.25   | 0.31%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                                                     | CUSIP: 65473PAG0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2527437.50   | 0.16%             | N/A             | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Nielsen Holdings PLC                                                             | NIELSEN HOLDINGS                                                                 | CUSIP: 6539989A4<br>LEI: 549300ZVCBHQE0XHG367 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1503500.00   | 0.09%             | 2029-10-11      | Variable      | 13.47%                | No            |                  3 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP                                             | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    324000 | PA      | $306585.00    | 0.02%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | NEXTERA ENERGY OPERATING PARTNERS LP                                             | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1520118.75   | 0.10%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                               | NEXTERA ENERGY INC                                                               | CUSIP: 65339F770<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     93810 | NS      | $4810576.80   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co Inc                                               | NEW ENTERPRISE STONE & LIME CO INC                                               | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |   3890000 | PA      | $3501000.00   | 0.22%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NEW COTAI PARTICIPATION CL B                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                                                                      | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3300000.00   | 0.21%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                                             | NEPTUNE BIDCO US INC                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   4980000 | PA      | $4737225.00   | 0.30%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| GPD Cos Inc                                                                      | GPD COS INC                                                                      | CUSIP: 64051NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5130000 | PA      | $4392562.50   | 0.28%             | 2026-04-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| Navient Corp                                                                     | NAVIENT CORP                                                                     | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $3545250.00   | 0.22%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                     | NAVIENT CORP                                                                     | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   4740000 | PA      | $3863100.00   | 0.24%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                     | NAVIENT CORP                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5017000.00   | 0.31%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                     | NAVIENT CORP                                                                     | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1724625.00   | 0.11%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                     | NAVIENT CORP                                                                     | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $2078956.25   | 0.13%             | 2025-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC / NGL Energy Finance Corp                               | NGL ENERGY OPERATING LLC / NGL ENERGY FINANCE CORP                               | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9260000 | PA      | $8334000.00   | 0.52%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NCL Finance Ltd                                                                  | NCL FINANCE LTD                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1390000 | PA      | $1077250.00   | 0.07%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP LTD                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2060000 | PA      | $1648000.00   | 0.10%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP LTD                                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2145000 | PA      | $1898325.00   | 0.12%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP LTD                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   4860000 | PA      | $3997350.00   | 0.25%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCR Corp                                                                         | NCR CORP                                                                         | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    505000 | PA      | $491112.50    | 0.03%             | 2027-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | MEDLINE BORROWER LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |  15770000 | PA      | $12852550.00  | 0.81%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | MEDLINE BORROWER LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   5925000 | PA      | $4977000.00   | 0.31%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mueller Water Products Inc                                                       | MUELLER WATER PRODUCTS INC                                                       | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $2971300.00   | 0.19%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                            | MOLINA HEALTHCARE INC                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $3135412.50   | 0.20%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                           | ATHENAHEALTH GROUP INC                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   7950000 | PA      | $5942625.00   | 0.37%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Millennium Escrow Corp                                                           | MILLENNIUM ESCROW CORP                                                           | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2105000 | PA      | $1515600.00   | 0.10%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd        | MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD        | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1510500 | PA      | $1502947.50   | 0.09%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | MIDWEST GAMING BORROWER LLC / MIDWEST GAMING FINANCE CORP                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3215000 | PA      | $2776956.25   | 0.17%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                                    | MIDCAP FINANCIAL ISSUER TRUST                                                    | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3145000 | PA      | $2484550.00   | 0.16%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                                    | MIDCAP FINANCIAL ISSUER TRUST                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5235000.00   | 0.33%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                                              | STAGWELL GLOBAL LLC                                                              | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10315000 | PA      | $8845112.50   | 0.55%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Metis Merger Sub LLC                                                             | METIS MERGER SUB LLC                                                             | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4390000 | PA      | $3555900.00   | 0.22%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Methanex Corp                                                                    | METHANEX CORP                                                                    | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   3355000 | PA      | $3103375.00   | 0.19%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Methanex Corp                                                                    | METHANEX CORP                                                                    | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   1625000 | PA      | $1430000.00   | 0.09%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Methanex Corp                                                                    | METHANEX CORP                                                                    | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   1345000 | PA      | $1011480.35   | 0.06%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mercer International Inc                                                         | MERCER INTERNATIONAL INC                                                         | CUSIP: 588056AW1<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    520000 | PA      | $490100.00    | 0.03%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Condor Merger Sub Inc                                                            | CONDOR MERGER SUB INC                                                            | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $3245475.00   | 0.20%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Maxar Technologies Inc                                                           | MAXAR TECHNOLOGIES INC                                                           | CUSIP: 57778KAC9<br>LEI: 549300OEN2G821MIJ922 | Long             | DBT              | CORP              | US        |   5145000 | PA      | $5042100.00   | 0.32%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | MATCH GROUP HOLDINGS II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   3185000 | PA      | $2444487.50   | 0.15%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | MATCH GROUP HOLDINGS II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1731825.00   | 0.11%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | MATCH GROUP HOLDINGS II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   5845000 | PA      | $4873268.75   | 0.31%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | MATCH GROUP HOLDINGS II LLC                                                      | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    995000 | PA      | $917887.50    | 0.06%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                      | MATCH GROUP HOLDINGS II LLC                                                      | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1827450.00   | 0.11%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp               | MAGNOLIA OIL & GAS OPERATING LLC / MAGNOLIA OIL & GAS FINANCE CORP               | CUSIP: 559665AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10290000 | PA      | $9981300.00   | 0.63%             | 2026-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                  | MADISON IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2053500.00   | 0.13%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                  | MADISON IAQ LLC                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   4840000 | PA      | $4162400.00   | 0.26%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                         | MSCI INC                                                                         | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   5795000 | PA      | $4563562.50   | 0.29%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                         | MSCI INC                                                                         | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2066475.00   | 0.13%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc       | MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC       | CUSIP: 55303XAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3700000 | PA      | $2997000.00   | 0.19%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc       | MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC       | CUSIP: 55303XAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1847850.00   | 0.12%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                           | MGM CHINA HOLDINGS LTD                                                           | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |   2570000 | PA      | $2254558.20   | 0.14%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                           | MGM CHINA HOLDINGS LTD                                                           | CUSIP: 55300RAE1<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    390000 | PA      | $363810.23    | 0.02%             | 2025-06-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                           | MGM CHINA HOLDINGS LTD                                                           | CUSIP: 55300RAB7<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |   2445000 | PA      | $2247761.85   | 0.14%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                           | MGM CHINA HOLDINGS LTD                                                           | CUSIP: 55300RAA9<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $392714.00    | 0.02%             | 2024-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                    | LIVE NATION ENTERTAINMENT INC                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   3895000 | PA      | $3466550.00   | 0.22%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                                                  | LIONS GATE CAPITAL HOLDINGS LLC                                                  | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1335750.00   | 0.08%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | LINENS N THINGS INC ESCROW                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $0.00         | 0.00%             | 2023-01-15      | Fixed         | 8.34%                 | No            |                  3 | On Loan: No      |
| Bath & Body Works Inc                                                            | BATH & BODY WORKS INC                                                            | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1718000 | PA      | $1477480.00   | 0.09%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                            | LEVEL 3 FINANCING INC                                                            | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $2363500.00   | 0.15%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp                                                                 | LAMAR MEDIA CORP                                                                 | CUSIP: 513075BW0<br>LEI: 529900Y8WW4MKVPTB543 | Long             | DBT              | CORP              | US        |   4327000 | PA      | $3980840.00   | 0.25%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp                                                                 | LAMAR MEDIA CORP                                                                 | CUSIP: 513075BT7<br>LEI: 529900Y8WW4MKVPTB543 | Long             | DBT              | CORP              | US        |    473000 | PA      | $410327.50    | 0.03%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LSF9 Atlantis Holdings LLC / Victra Finance Corp                                 | LSF9 ATLANTIS HOLDINGS LLC / VICTRA FINANCE CORP                                 | CUSIP: 50220MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3970000 | PA      | $3642475.00   | 0.23%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC                                                                 | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    525000 | PA      | $447562.50    | 0.03%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC                                                                 | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $2844900.00   | 0.18%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCPR Senior Secured Financing DAC                                                | LCPR SENIOR SECURED FINANCING DAC                                                | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   1067000 | PA      | $1005647.50   | 0.06%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                                  | LCM INVESTMENTS HOLDINGS II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $2914150.00   | 0.18%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                            | BATH & BODY WORKS INC                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3422343.75   | 0.21%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                            | BATH & BODY WORKS INC                                                            | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2088562.50   | 0.13%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                            | BATH & BODY WORKS INC                                                            | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341250.00    | 0.02%             | 2027-01-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Kontoor Brands Inc                                                               | KONTOOR BRANDS INC                                                               | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $1832700.00   | 0.11%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | KINETIK HOLDINGS LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   8620000 | PA      | $8093042.16   | 0.51%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                              | JANE STREET GROUP / JSG FINANCE INC                                              | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3350000 | PA      | $2939625.00   | 0.18%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive PLC                                                 | JAGUAR LAND ROVER AUTOMOTIVE PLC                                                 | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |   2025000 | PA      | $1559250.00   | 0.10%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive PLC                                                 | JAGUAR LAND ROVER AUTOMOTIVE PLC                                                 | CUSIP: 47010BAJ3<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |   3050000 | PA      | $2760250.00   | 0.17%             | 2025-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| International Game Technology PLC                                                | INTERNATIONAL GAME TECHNOLOGY PLC                                                | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   4005000 | PA      | $3724650.00   | 0.23%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| International Game Technology PLC                                                | INTERNATIONAL GAME TECHNOLOGY PLC                                                | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   5400000 | PA      | $5366250.00   | 0.34%             | 2027-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                                                     | INTELSAT JACKSON HOLDINGS SA                                                     | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   1860000 | PA      | $1711200.00   | 0.11%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                      | CRESCENT ENERGY FINANCE LLC                                                      | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   7075000 | PA      | $6721250.00   | 0.42%             | 2026-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                         | IHEARTCOMMUNICATIONS INC                                                         | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |  23245266 | PA      | $20601116.99  | 1.29%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                            | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3185000 | PA      | $3113337.50   | 0.20%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                        | IQVIA INC                                                                        | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    825000 | PA      | $794062.50    | 0.05%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                               | ILIAD HOLDING SASU                                                               | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |   5705000 | PA      | $5419750.00   | 0.34%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hughes Satellite Systems Corp                                                    | HUGHES SATELLITE SYSTEMS CORP                                                    | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6830000 | PA      | $6351900.00   | 0.40%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                                              | HUDBAY MINERALS INC                                                              | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |   3455000 | PA      | $3097517.82   | 0.19%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                            | HUB INTERNATIONAL LTD                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   5525000 | PA      | $4848187.50   | 0.30%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                            | HUB INTERNATIONAL LTD                                                            | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   4570000 | PA      | $4518587.50   | 0.28%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp/The                                                           | HOWARD HUGHES CORP/THE                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $1958681.25   | 0.12%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp/The                                                           | HOWARD HUGHES CORP/THE                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $3682375.00   | 0.23%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp/The                                                           | HOWARD HUGHES CORP/THE                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   3670000 | PA      | $3275475.00   | 0.21%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROPERTIES TRUST                                                         | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   4185000 | PA      | $3907743.75   | 0.25%             | 2024-10-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Home Point Capital Inc                                                           | HOME POINT CAPITAL INC                                                           | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $1921975.00   | 0.12%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC OPERATING CO INC                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   3995000 | PA      | $3350806.25   | 0.21%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hillenbrand Inc                                                                  | HILLENBRAND INC                                                                  | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $1844375.00   | 0.12%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hillenbrand Inc                                                                  | HILLENBRAND INC                                                                  | CUSIP: 431571AB4<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86175.00     | 0.01%             | 2026-09-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                         | HILCORP ENERGY I LP / HILCORP FINANCE CO                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1201925.00   | 0.08%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                         | HILCORP ENERGY I LP / HILCORP FINANCE CO                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1283400.00   | 0.08%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                         | HILCORP ENERGY I LP / HILCORP FINANCE CO                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2332275.00   | 0.15%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                         | HILCORP ENERGY I LP / HILCORP FINANCE CO                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2110000 | PA      | $1935925.00   | 0.12%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hecla Mining Co                                                                  | HECLA MINING CO                                                                  | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |   7414000 | PA      | $7228650.00   | 0.45%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| H&E Equipment Services Inc                                                       | H&E EQUIPMENT SERVICES INC                                                       | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |   9025000 | PA      | $7806625.00   | 0.49%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Corp                                                             | GULFPORT ENERGY CORP                                                             | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2846250.00   | 0.18%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GTCR AP Finance Inc                                                              | GTCR AP FINANCE INC                                                              | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4455000 | PA      | $4299075.00   | 0.27%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Gray Escrow II Inc                                                               | GRAY ESCROW II INC                                                               | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8050000 | PA      | $6087812.50   | 0.38%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | GRAPHIC PACKAGING INTERNATIONAL LLC                                              | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2035750.00   | 0.13%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | GOODYEAR TIRE & RUBBER CO/THE                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   6290000 | PA      | $5346500.00   | 0.34%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | GOODYEAR TIRE & RUBBER CO/THE                                                    | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   6720000 | PA      | $5779200.00   | 0.36%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | GOODYEAR TIRE & RUBBER CO/THE                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   4325000 | PA      | $3687062.50   | 0.23%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | GOODYEAR TIRE & RUBBER CO/THE                                                    | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $3462750.00   | 0.22%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co LLC / GD Finance Co Inc                                    | GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                    | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1605500.00   | 0.10%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc                                                               | ENACT HOLDINGS INC                                                               | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8750000 | PA      | $8498437.50   | 0.53%             | 2025-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC / Gates Corp                                                    | GATES GLOBAL LLC / GATES CORP                                                    | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2566537.50   | 0.16%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                                      | GARTNER INC                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   6765000 | PA      | $5927831.25   | 0.37%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                                      | GARTNER INC                                                                      | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1090400.00   | 0.07%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                                            | GFL ENVIRONMENTAL INC                                                            | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   7475000 | PA      | $6540625.00   | 0.41%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                                            | GFL ENVIRONMENTAL INC                                                            | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $255062.50    | 0.02%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                          | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3239500.00   | 0.20%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN INC                                                             | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   6432000 | PA      | $5997840.00   | 0.38%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN INC                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   3755000 | PA      | $3351337.50   | 0.21%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CREDIT CO LLC                                                         | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5150000 | PA      | $5354980.30   | 0.34%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CREDIT CO LLC                                                         | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4180000 | PA      | $3964357.98   | 0.25%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CREDIT CO LLC                                                         | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194412.20    | 0.01%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |  18800000 | PA      | $18092537.20  | 1.13%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                                                                    | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3746013.84   | 0.23%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Ferrellgas LP / Ferrellgas Finance Corp                                          | FERRELLGAS LP / FERRELLGAS FINANCE CORP                                          | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4115000 | PA      | $3466887.50   | 0.22%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ferrellgas LP / Ferrellgas Finance Corp                                          | FERRELLGAS LP / FERRELLGAS FINANCE CORP                                          | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3955000 | PA      | $3638600.00   | 0.23%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                  | FAIR ISAAC CORP                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   4680000 | PA      | $4282200.00   | 0.27%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FMG Resources August 2006 Pty Ltd                                                | FMG RESOURCES AUGUST 2006 PTY LTD                                                | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   2800000 | PA      | $2614500.00   | 0.16%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FMG Resources August 2006 Pty Ltd                                                | FMG RESOURCES AUGUST 2006 PTY LTD                                                | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   2855000 | PA      | $2619462.50   | 0.16%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | USD/EUR FWD 20230224 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7787.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ERO Copper Corp                                                                  | ERO COPPER CORP                                                                  | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |   1975000 | PA      | $1522072.64   | 0.10%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Entegris Escrow Corp                                                             | ENTEGRIS ESCROW CORP                                                             | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15865000 | PA      | $14754450.00  | 0.93%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Endeavor Energy Resources LP / EER Finance Inc                                   | ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC                                   | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2798000 | PA      | $2721055.00   | 0.17%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Embecta Corp                                                                     | EMBECTA CORP                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $1825200.00   | 0.11%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Embarq Corp                                                                      | EMBARQ CORP                                                                      | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2620000 | PA      | $1113500.00   | 0.07%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                        | CAESARS ENTERTAINMENT INC                                                        | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |  11655000 | PA      | $11669568.75  | 0.73%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| eG Global Finance PLC                                                            | EG GLOBAL FINANCE PLC                                                            | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   4605000 | PA      | $4351725.00   | 0.27%             | 2025-10-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| eG Global Finance PLC                                                            | EG GLOBAL FINANCE PLC                                                            | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4512500.00   | 0.28%             | 2025-02-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | ECOPETROL SA                                                                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   3650000 | PA      | $3274761.75   | 0.21%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | ECOPETROL SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2285000 | PA      | $1576650.00   | 0.10%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OPERATING LP                                                       | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   3795000 | PA      | $4207896.00   | 0.26%             | 2030-08-16      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub Inc                                                      | DORNOCH DEBT MERGER SUB INC                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2220000 | PA      | $1476300.00   | 0.09%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                    | DISH DBS CORP                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3885000 | PA      | $3127425.00   | 0.20%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                    | DISH DBS CORP                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6120000 | PA      | $5171400.00   | 0.32%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                    | DISH DBS CORP                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3775000 | PA      | $2453750.00   | 0.15%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                    | DISH DBS CORP                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3005000 | PA      | $2216187.50   | 0.14%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                    | DISH DBS CORP                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5990000 | PA      | $4911800.00   | 0.31%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp                                                                | DISH NETWORK CORP                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $4115475.00   | 0.26%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH Network Corp                                                                | DISH NETWORK CORP                                                                | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1151904.00   | 0.07%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                         | DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3140000 | PA      | $2857400.00   | 0.18%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group LLC / Diamond Sports Finance Co                             | DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO                             | CUSIP: 25277LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5210000 | PA      | $182350.00    | 0.01%             | 2027-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                              | DELTA AIR LINES INC                                                              | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   4890000 | PA      | $5036700.00   | 0.32%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   4265000 | PA      | $3412000.00   | 0.21%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dave & Buster s Inc                                                              | DAVE & BUSTER'S INC                                                              | CUSIP: 23833NAH7<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3919500.00   | 0.25%             | 2025-11-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc                                                          | DARLING INGREDIENTS INC                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   3695000 | PA      | $3598006.25   | 0.23%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                                                                     | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |      3654 | NS      | $5125557.15   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Dana Inc                                                                         | DANA INC                                                                         | CUSIP: 235825AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $880000.00    | 0.06%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dana Inc                                                                         | DANA INC                                                                         | CUSIP: 235825AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7945000 | PA      | $7299468.75   | 0.46%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OPERATING LP                                                       | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   3955000 | PA      | $4039043.75   | 0.25%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DCP Midstream LP                                                                 | DCP MIDSTREAM LP                                                                 | CUSIP: 23311PAA8<br>LEI: 52990024YYS3MLGW0E91 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2735000.00   | 0.17%             | N/A             | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | CUSHMAN & WAKEFIELD US BORROWER LLC                                              | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8320000 | PA      | $7945600.00   | 0.50%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp               | CRESTWOOD MIDSTREAM PARTNERS LP / CRESTWOOD MIDSTREAM FINANCE CORP               | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $763125.00    | 0.05%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cosan Luxembourg SA                                                              | COSAN LUXEMBOURG SA                                                              | CUSIP: 22112EAC2<br>LEI: 222100ZY943WERK7RZ38 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $394442.00    | 0.02%             | 2027-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL / Connect US Finco LLC                                        | CONNECT FINCO SARL / CONNECT US FINCO LLC                                        | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   6000000 | PA      | $5670000.00   | 0.36%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Comstock Resources Inc                                                           | COMSTOCK RESOURCES INC                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3175900.00   | 0.20%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Comstock Resources Inc                                                           | COMSTOCK RESOURCES INC                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2338875.00   | 0.15%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Compass Minerals International Inc                                               | COMPASS MINERALS INTERNATIONAL INC                                               | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    575000 | PA      | $540500.00    | 0.03%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cobra AcquisitionCo LLC                                                          | COBRA ACQUISITIONCO LLC                                                          | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3175000 | PA      | $2035968.75   | 0.13%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3540000 | PA      | $2619600.00   | 0.16%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7475000 | PA      | $5568875.00   | 0.35%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp                                                  | CLARIVATE SCIENCE HOLDINGS CORP                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2474562.50   | 0.16%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                  | EUR/USD FWD 20230224 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-18358.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITGO Petroleum Corp                                                             | CITGO PETROLEUM CORP                                                             | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   3925000 | PA      | $3856312.50   | 0.24%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                 | CINEMARK USA INC                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   8235000 | PA      | $6608587.50   | 0.41%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp Inc                                           | CHOBANI LLC / CHOBANI FINANCE CORP INC                                           | CUSIP: 17027NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1884162.50   | 0.12%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGY PARTNERS LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   5915000 | PA      | $5168231.25   | 0.32%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                           | LUMEN TECHNOLOGIES INC                                                           | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $1555875.00   | 0.10%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc / CDK Global Inc                                              | CENTRAL PARENT INC / CDK GLOBAL INC                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11580000.00  | 0.73%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Cedar Fair LP / Canada s Wonderland Co / Magnum Management Corp / Millennium Op  | CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP / MILLENNIUM OP  | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3915500.00   | 0.25%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cedar Fair LP                                                                    | CEDAR FAIR LP                                                                    | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2231250.00   | 0.14%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions Inc                                                    | CATALENT PHARMA SOLUTIONS INC                                                    | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $2017575.00   | 0.13%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                                                                    | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3430000 | PA      | $2932650.00   | 0.18%             | 2030-06-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    300000 | PA      | $207000.00    | 0.01%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                                                                    | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   7610000 | PA      | $6392400.00   | 0.40%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                     | CALPINE CORP                                                                     | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   4370000 | PA      | $3736350.00   | 0.23%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                     | CALPINE CORP                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   5570000 | PA      | $5006037.50   | 0.31%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                     | CALPINE CORP                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1825575.00   | 0.11%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| C&W Senior Financing DAC                                                         | C&W SENIOR FINANCING DAC                                                         | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |   4400000 | PA      | $3927000.00   | 0.25%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CVR Partners LP / CVR Nitrogen Finance Corp                                      | CVR PARTNERS LP / CVR NITROGEN FINANCE CORP                                      | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5395000 | PA      | $4862243.75   | 0.30%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC HOLDINGS LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   5945000 | PA      | $4042600.00   | 0.25%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC HOLDINGS LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   8085000 | PA      | $7276500.00   | 0.46%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC HOLDINGS LLC                                                                 | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   5770000 | PA      | $4486175.00   | 0.28%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   5215000 | PA      | $3950362.50   | 0.25%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   7830000 | PA      | $3954150.00   | 0.25%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $1267875.00   | 0.08%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   3015000 | PA      | $2502450.00   | 0.16%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CUSIP: 12543DBD1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   6040000 | PA      | $5330300.00   | 0.33%             | 2027-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CDI Escrow Issuer Inc                                                            | CDI ESCROW ISSUER INC                                                            | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5835000 | PA      | $5411962.50   | 0.34%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17100000 | PA      | $16245000.00  | 1.02%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7160000 | PA      | $5674300.00   | 0.36%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9755000 | PA      | $8218587.50   | 0.52%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4180000 | PA      | $3782900.00   | 0.24%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties Inc / Brookfield Residential US LLC            | BROOKFIELD RESIDENTIAL PROPERTIES INC / BROOKFIELD RESIDENTIAL US LLC            | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1895000 | PA      | $1684181.25   | 0.11%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co Inc                                                              | BOXER PARENT CO INC                                                              | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1597400.00   | 0.10%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp                                           | BIG RIVER STEEL LLC / BRS FINANCE CORP                                           | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4464000 | PA      | $4279860.00   | 0.27%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BellRing Brands Inc                                                              | BELLRING BRANDS INC                                                              | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3681562.50   | 0.23%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | BECTON DICKINSON AND CO                                                          | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |     67750 | NS      | $3360738.75   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp                                                                        | BALL CORP                                                                        | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   5655000 | PA      | $5725687.50   | 0.36%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Avient Corp                                                                      | AVIENT CORP                                                                      | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |   3805000 | PA      | $3705118.75   | 0.23%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                              | AVANTOR FUNDING INC                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   8930000 | PA      | $8215600.00   | 0.52%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avantor Inc                                                                      | AVANTOR INC                                                                      | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    147847 | NS      | $3294031.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| At Home Group Inc                                                                | AT HOME GROUP INC                                                                | CUSIP: 04650YAB6<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $1225575.00   | 0.08%             | 2029-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC      | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3445000 | PA      | $3337343.75   | 0.21%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6545000 | PA      | $5203275.00   | 0.33%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arconic Corp                                                                     | ARCONIC CORP                                                                     | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |   5155000 | PA      | $4794150.00   | 0.30%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP / Archrock Partners Finance Corp                            | ARCHROCK PARTNERS LP / ARCHROCK PARTNERS FINANCE CORP                            | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2292975.00   | 0.14%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                                 | ARCHES BUYER INC                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |   3545000 | PA      | $2906900.00   | 0.18%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc                                        | APOLLO COMMERCIAL REAL ESTATE FINANCE INC                                        | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |   6470000 | PA      | $5143650.00   | 0.32%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp                                                            | ANTERO RESOURCES CORP                                                            | CUSIP: 03674XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $812887.50    | 0.05%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                 | AMWINS GROUP INC                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1660800.00   | 0.10%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Necessity Retail REIT Inc/The / American Finance Operating Partner LP            | NECESSITY RETAIL REIT INC/THE / AMERICAN FINANCE OPERATING PARTNER LP            | CUSIP: 02608AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6090000 | PA      | $4658850.00   | 0.29%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMERICAN ELECTRIC POWER CO INC                                                   | CUSIP: 02557T307<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EP               | CORP              | US        |     47957 | NS      | $2543879.07   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                            | AMERICAN AIRLINES INC                                                            | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |  12935000 | PA      | $14293175.00  | 0.90%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Altice France Holding SA                                                         | ALTICE FRANCE HOLDING SA                                                         | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   4805000 | PA      | $3795950.00   | 0.24%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Altice France Holding SA                                                         | ALTICE FRANCE HOLDING SA                                                         | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |  15045000 | PA      | $10098956.25  | 0.63%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA/France                                                          | ALTICE FRANCE SA/FRANCE                                                          | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   4580000 | PA      | $3583850.00   | 0.22%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                              | ALTICE FINANCING SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   5240000 | PA      | $4270600.00   | 0.27%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                              | ALTICE FINANCING SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   8200000 | PA      | $6683000.00   | 0.42%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp                      | ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                      | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3104600.00   | 0.19%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER                   | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2170000 | PA      | $1847212.50   | 0.12%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER                   | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7150000 | PA      | $6578000.00   | 0.41%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI Inc                                                                          | ATI INC                                                                          | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1654800.00   | 0.10%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Albion Financing 2SARL                                                           | ALBION FINANCING 2SARL                                                           | CUSIP: 013305AA5<br>LEI: 2594009X2UW7EQPIKY23 | Long             | DBT              | CORP              | LU        |   1845000 | PA      | $1531350.00   | 0.10%             | 2027-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL / Aggreko Holdings Inc                                   | ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC                                   | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   4240000 | PA      | $3625200.00   | 0.23%             | 2026-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| New Albertsons LP                                                                | NEW ALBERTSONS LP                                                                | CUSIP: 013104AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $873650.00    | 0.05%             | 2029-08-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC            | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2397462.50   | 0.15%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP / Aethon United Finance Corp                                 | AETHON UNITED BR LP / AETHON UNITED FINANCE CORP                                 | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1935275.00   | 0.12%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc                                                    | ADVANCED DRAINAGE SYSTEMS INC                                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1238343.75   | 0.08%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing Inc                                                  | ADVANTAGE SALES & MARKETING INC                                                  | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |   5060000 | PA      | $3946800.00   | 0.25%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Adtalem Global Education Inc                                                     | ADTALEM GLOBAL EDUCATION INC                                                     | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |   2888000 | PA      | $2685840.00   | 0.17%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                  | ADAPTHEALTH LLC                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1343287.50   | 0.08%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                              | ACRISURE LLC / ACRISURE FINANCE INC                                              | CUSIP: 00489LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5190000 | PA      | $5086200.00   | 0.32%             | 2026-08-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                              | ACRISURE LLC / ACRISURE FINANCE INC                                              | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3125000 | PA      | $2910156.25   | 0.18%             | 2025-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6121500.00   | 0.38%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3405000 | PA      | $3294337.50   | 0.21%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc                                                   | AMC ENTERTAINMENT HOLDINGS INC                                                   | CUSIP: 00165CAP9<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    715000 | PA      | $260975.00    | 0.02%             | 2026-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** T. ROWE PRICE INSTITUTIONAL INCOME FUNDS, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President