# EDGAR Filing Document

**Accession Number:** 0000356476
**File Stem:** 0001145549-23-010240
**Filing Date:** 2023-2
**Character Count:** 300448
**Document Hash:** 1691f58b611df02fa580734b82a41dec
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-010240.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-010240

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EMPOWER FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000356476
- **IRS NUMBER:** 840876044
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03364
- **FILM NUMBER:** 23670661

**BUSINESS ADDRESS:**
- **STREET 1:** 8515 E ORCHARD ROAD
- **CITY:** GREENWOOD VILLAGE
- **STATE:** CO
- **ZIP:** 80111
- **BUSINESS PHONE:** 303-737-3000

**MAIL ADDRESS:**
- **STREET 1:** 8515 E ORCHARD ROAD
- **CITY:** GREENWOOD VILLAGE
- **STATE:** CO
- **ZIP:** 80111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GREAT-WEST FUNDS INC
- **DATE OF NAME CHANGE:** 20121005

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

## Series and Classes Contracts Data

### Empower High Yield Bond Fund (Series ID: S000023757)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000069834 | Investor Class      | MXHYX           |
| C000155783 | Institutional Class | MXFRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EMPOWER FUNDS, INC.

- **b. Investment Company Act file number:** 811-03364

- **c. CIK number of Registrant:** 0000356476

- **d. LEI of Registrant:** RUYOMHMDMSPQ01U66388

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

  - **Street Address 1:** 8515 E Orchard Road

  - **City:** Greenwood Village

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80111

  - **Telephone number:** 866-831-7129

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

- **a. Name of Series:** Empower High Yield Bond Fund

- **b. EDGAR series identifier (if any):** S000023757

- **c. LEI of Series:** YZC2SLZ0FW0BFPNKA574

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

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

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $505714075.80

**Total Liabilities:** $1838810.58

**Net Assets:** $503875265.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 14.451153374148 | **1-Year:** 557.875908697745 | **5-Year:** 5181.448438632343 | **10-Year:** 5715.398365957036 | **30-Year:** 1623.303914184280

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

- **3-Month:** 48.312364143843 | **1-Year:** 12312.216514123271 | **5-Year:** 86398.763959227530 | **10-Year:** 39143.892684751325 | **30-Year:** 2677.675308547606

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000069834 | 2.85%                | 2.08%                | -0.99%               |
| Class ID C000155783 | 2.85%                | 2.10%                | -0.95%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-15418697.13            | $14223649.36                               |
| Month 2  | $-17686846.78            | $11943711.33                               |
| Month 3  | $-18505644.61            | $-6350629.91                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Dreyfus Institutional Preffered Money Market Funds                                         | Dreyfus Institutional Preffered Money Market Funds PFD GOVT PLUS SL                                                                                   | CUSIP: 26200T885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2243000 | PA      | $2243000.00   | 0.45%             | 2023-01-02      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL REPO                                                                      | BANK OF MONTREAL REPO SLRPD 4.300% 01/03/2023                                                                                                         | CUSIP: 744900243<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | RA               | CORP              | US        |   9198506 | PA      | $9198506.00   | 1.83%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CIB REPO                                                                   | CREDIT AGRICOLE CIB REPO SLRPD 4.300% 01/03/2023                                                                                                      | CUSIP: 744900242<br>LEI: 1VUV7VQFKUOQSJ21A208 | Long             | RA               | CORP              | US        |   8887435 | PA      | $8887435.00   | 1.76%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC REPO.                                                                  | BOFA SECURITIES INC REPO. SLRPD 4.300% 01/03/2023                                                                                                     | CUSIP: 744900250<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |   9198506 | PA      | $9198506.00   | 1.83%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC REPO                                                           | RBC DOMINION SECURITIES INC REPO SLRPD 4.300% 01/03/2023                                                                                              | CUSIP: 744900253<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |   9198506 | PA      | $9198506.00   | 1.83%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK                                                                          | STATE STREET BANK                                                                                                                                     | CUSIP: 222222113<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |         1 | NC      | $975490.62    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF SCOTLAND                                                                     | ROYAL BANK OF SCOTLAND                                                                                                                                | CUSIP: 222222112<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |         1 | NC      | $312852.11    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY                                                                                                                                        | CUSIP: 222222111<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |         1 | NC      | $274568.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ADT Security Corp.                                                                         | ADT 4.125 08/01/29 144A                                                                                                                               | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   1880000 | NS      | $1598857.45   | 0.32%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                                | BHCCN 6.125 02/01/27 144A                                                                                                                             | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1125000 | NS      | $775833.75    | 0.15%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                                          | CNK 5.875 03/15/26 144A                                                                                                                               | CUSIP: 172441BD8<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   1040000 | NS      | $866275.29    | 0.17%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Conmed Corporation                                                                         | CNMD 2.25 06/15/27                                                                                                                                    | CUSIP: 207410AG6<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |    532000 | NS      | $484652.00    | 0.10%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dresdner Funding Trust I                                                                   | CMZB 8.151 06/30/31 144A                                                                                                                              | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |    230000 | NS      | $236900.00    | 0.05%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                               | HESM 4.25 02/15/30 144A                                                                                                                               | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1240000 | NS      | $1060102.01   | 0.21%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                               | HESM 5.125 06/15/28 144A                                                                                                                              | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | NS      | $471595.27    | 0.09%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp Del                                                                     | LMCA 1.375 10/15/23                                                                                                                                   | CUSIP: 531229AB8<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |    370000 | NS      | $455655.00    | 0.09%             | 2023-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Sarepta Therapeutics Inc                                                                   | SRPT 1.5 11/15/24                                                                                                                                     | CUSIP: 803607AB6<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |    231000 | NS      | $431508.00    | 0.09%             | 2024-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                                                | SWN 5.375 02/01/29                                                                                                                                    | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1455000 | NS      | $1348872.30   | 0.27%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Techtarget Inc                                                                             | TTGT 0 12/15/26                                                                                                                                       | CUSIP: 87874RAC4<br>LEI: 529900YQA5JL2H2VMB84 | Long             | DBT              | CORP              | US        |    628000 | NS      | $476652.00    | 0.09%             | 2026-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Townsquare Media, Inc.                                                                     | TSQ 6.875 02/01/26 144A                                                                                                                               | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |   1250000 | NS      | $1109376.88   | 0.22%             | 2026-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                            | TDG 5.5 11/15/27                                                                                                                                      | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1135000 | NS      | $1065821.75   | 0.21%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wolfspeed Inc.                                                                             | WOLF 1.875 12/01/29                                                                                                                                   | CUSIP: 977852AC6<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    720000 | NS      | $648360.00    | 0.13%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                                                       | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3644475<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460007 | NS      | $412691.75    | 0.08%             | 2026-06-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd/ American Airlines Inc                                           | AAL 5.5 04/20/26 144A                                                                                                                                 | CUSIP: 00253XAA9<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | KY        |    405000 | NS      | $389466.83    | 0.08%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc.                                                                  | ALSN 4.75 10/01/27 144A                                                                                                                               | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    720000 | NS      | $667684.05    | 0.13%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                                               | AR 7.625 02/01/29 144A                                                                                                                                | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   1446000 | NS      | $1453961.91   | 0.29%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                               | AM 7.875 05/15/26 144A                                                                                                                                | CUSIP: 03690EAA6<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    345000 | NS      | $349231.85    | 0.07%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance PLC / Ardagh Metal Packaging Finance USA LLC                | AMPBEV 4 09/01/29 144A                                                                                                                                | CUSIP: 03969YAB4<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | IE        |   1765000 | NS      | $1398810.69   | 0.28%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Allison Transmission Inc.                                                                  | ALSN 3.75 01/30/31 144A                                                                                                                               | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   1660000 | NS      | $1365350.00   | 0.27%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                                        | BPL 3.95 12/01/26                                                                                                                                     | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    805000 | NS      | $720233.50    | 0.14%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Builders Firstsource, Inc.                                                                 | BLDR 6.375 06/15/32 144A                                                                                                                              | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    425000 | NS      | $399179.64    | 0.08%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                                           | ACOM 4.25 06/01/28 144A                                                                                                                               | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |   2840000 | NS      | $2221167.96   | 0.44%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                                                             | NET 0 08/15/26                                                                                                                                        | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   1109000 | NS      | $903835.00    | 0.18%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                   | CE 6.165 07/15/27                                                                                                                                     | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    490000 | NS      | $483299.84    | 0.10%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Centennial Resource Production, LLC                                                        | PR 5.375 01/15/26 144A                                                                                                                                | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    502000 | NS      | $456962.92    | 0.09%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                             | CSTM 5.625 06/15/28 144A                                                                                                                              | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    845000 | NS      | $780965.90    | 0.15%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating, LP                                                                | DCP 5.125 05/15/29                                                                                                                                    | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    440000 | NS      | $424042.75    | 0.08%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                                  | CMC 4.375 03/15/32                                                                                                                                    | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   1410000 | NS      | $1226596.39   | 0.24%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                         | F 7.45 07/16/31                                                                                                                                       | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1070000 | NS      | $1093659.84   | 0.22%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: —       |
| Gray Escrow II Inc.                                                                        | GTN 5.375 11/15/31 144A                                                                                                                               | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   2515000 | NS      | $1812434.75   | 0.36%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Innoviva Inc                                                                               | INVA 2.5 08/15/25                                                                                                                                     | CUSIP: 45781MAB7<br>LEI: 549300ACOX4QTBES6535 | Long             | DBT              | CORP              | US        |    688000 | NS      | $700728.00    | 0.14%             | 2025-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                               | HESM 5.5 10/15/30 144A                                                                                                                                | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | NS      | $439130.91    | 0.09%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                        | KNTK 5.875 06/15/30 144A                                                                                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   1315000 | NS      | $1233184.66   | 0.24%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                           | OXY 6.625 09/01/30                                                                                                                                    | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1830000 | NS      | $1891085.40   | 0.38%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                           | BCULC 4.375 01/15/28 144A                                                                                                                             | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    260000 | NS      | $232805.55    | 0.05%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Macys Retail Holdings LLC                                                                  | M 5.875 03/15/30 144A                                                                                                                                 | CUSIP: 55617LAQ5<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |    110000 | NS      | $95450.30     | 0.02%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mav Acquisition Corporation                                                                | MHED 5.75 08/01/28 144A                                                                                                                               | CUSIP: 57767XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2875000 | NS      | $2416063.75   | 0.48%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Repligen Corporation                                                                       | RGEN 0.375 07/15/24                                                                                                                                   | CUSIP: 759916AB5<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |    126000 | NS      | $201990.60    | 0.04%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                                   | ST 3.75 02/15/31 144A                                                                                                                                 | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1285000 | NS      | $1057092.39   | 0.21%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                        | AXON 0.5 12/15/27                                                                                                                                     | CUSIP: 05464CAA9<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    701000 | NS      | $694691.00    | 0.14%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                       | NCLH 2.5 02/15/27                                                                                                                                     | CUSIP: 62886HBJ9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1094000 | NS      | $784945.00    | 0.16%             | 2027-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                           | NRG 3.75 06/15/24 144A                                                                                                                                | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    190000 | NS      | $182995.84    | 0.04%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                          | VENTGL 3.875 11/01/33 144A                                                                                                                            | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1945000 | NS      | $1588870.50   | 0.32%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                   | WCC 7.25 06/15/28 144A                                                                                                                                | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1230000 | NS      | $1245957.99   | 0.25%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                                | BHCCN 4.875 06/01/28 144A                                                                                                                             | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1725000 | NS      | $1097172.16   | 0.22%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Guardant Health Inc                                                                        | GH 0 11/15/27                                                                                                                                         | CUSIP: 40131MAB5<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |    333000 | NS      | $207092.70    | 0.04%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                                    | NBR 9 02/01/25 144A                                                                                                                                   | CUSIP: 62957HAH8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   2309000 | NS      | $2337835.92   | 0.46%             | 2025-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                            | GEN 6.75 09/30/27 144A                                                                                                                                | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    470000 | NS      | $460600.00    | 0.09%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Zscaler Inc                                                                                | ZS 0.125 07/01/25                                                                                                                                     | CUSIP: 98980GAB8<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |    576000 | NS      | $604800.00    | 0.12%             | 2025-07-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                             | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3632926<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | NS      | $607483.55    | 0.12%             | 2029-08-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                           | BCULC 3.875 01/15/28 144A                                                                                                                             | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    555000 | NS      | $496472.74    | 0.10%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                            | PFSI 5.375 10/15/25 144A                                                                                                                              | CUSIP: 70932MAA5<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    380000 | NS      | $342465.25    | 0.07%             | 2025-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                                | MTCHII 5 12/15/27 144A                                                                                                                                | CUSIP: 57665RAG1<br>LEI: 549300BIJKT86CPCKK96 | Long             | DBT              | CORP              | US        |   1187000 | NS      | $1092040.00   | 0.22%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                                | MTCHII 3.625 10/01/31 144A                                                                                                                            | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   1410000 | NS      | $1081278.23   | 0.21%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Sabre GLBL Inc.                                                                            | SABHLD 7.375 09/01/25 144A                                                                                                                            | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    250000 | NS      | $240260.00    | 0.05%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Skymiles Ip Limited & Delta Air Lines Incorporated                                         | DAL 4.75 10/20/28 144A                                                                                                                                | CUSIP: 830867AB3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | KY        |   1440000 | NS      | $1353561.37   | 0.27%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                            | PFSI 5.75 09/15/31 144A                                                                                                                               | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1035000 | NS      | $820770.41    | 0.16%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corporation                                                             | PDCN 7.125 01/15/26 144A                                                                                                                              | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |   2235000 | NS      | $2162362.50   | 0.43%             | 2026-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                              | OMF 5.375 11/15/29                                                                                                                                    | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1760000 | NS      | $1439504.99   | 0.29%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Ziggo Bond Company B.V.                                                                    | ZIGGO 6 01/15/27 144A                                                                                                                                 | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    940000 | NS      | $874594.80    | 0.17%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sirius Xm Radio Inc                                                                        | SIRI 4 07/15/28 144A                                                                                                                                  | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2415000 | NS      | $2101774.50   | 0.42%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                        | RRR 4.5 02/15/28 144A                                                                                                                                 | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   1225000 | NS      | $1064992.66   | 0.21%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                       | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL4041002<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | NS      | $547475.00    | 0.11%             | 2029-04-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Vertical Midco GmbH                                                                        | THYELE 4.375 07/15/27 REGS                                                                                                                            | CUSIP: D8T73WAB5<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |    695000 | NS      | $658181.42    | 0.13%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                           | TEVA 6.75 03/01/28                                                                                                                                    | CUSIP: 88167AAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2225000 | NS      | $2169375.00   | 0.43%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CENGAGE LEARNING INC                                                                       | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL2010892<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    759262 | NS      | $681167.04    | 0.14%             | 2023-06-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                                                   | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3299304<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    486906 | NS      | $468890.48    | 0.09%             | 2027-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                        | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3604099<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1243161 | NS      | $1223478.36   | 0.24%             | 2028-04-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VISION SOLUTION INC                                                                        | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3757491<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    852841 | NS      | $705725.85    | 0.14%             | 2028-05-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Beacon Roofing Supply, Inc.                                                                | BECN 4.125 05/15/29 144A                                                                                                                              | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    740000 | NS      | $614933.58    | 0.12%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Irb Holding Corp                                                                           | ARGIHC 7 06/15/25 144A                                                                                                                                | CUSIP: 44988MAC9<br>LEI: 549300HVW4WNWYBXN830 | Long             | DBT              | CORP              | US        |    865000 | NS      | $862837.50    | 0.17%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                               | MAT 3.375 04/01/26 144A                                                                                                                               | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     80000 | NS      | $73552.39     | 0.01%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                       | NCLH 5.375 08/01/25                                                                                                                                   | CUSIP: 62886HAX9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    431000 | NS      | $434663.50    | 0.09%             | 2025-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Shake Shack Inc                                                                            | SHAK 0 03/01/28                                                                                                                                       | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |   1187000 | NS      | $781194.39    | 0.16%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                         | TMUS 2.875 02/15/31                                                                                                                                   | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2295000 | NS      | $1896423.22   | 0.38%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp.                           | TEP 6 12/31/30 144A                                                                                                                                   | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    315000 | NS      | $272389.95    | 0.05%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                           | TEVA 6 04/15/24                                                                                                                                       | CUSIP: 88167AAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    245000 | NS      | $240120.31    | 0.05%             | 2024-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tibco Software Inc                                                                         | TIBX 6.5 03/31/29 144A                                                                                                                                | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2005000 | NS      | $1688773.85   | 0.34%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Trinseo Materials Operating SCA and Trinseo Materials Finance, Inc                         | TSE 5.125 04/01/29 144A                                                                                                                               | CUSIP: 89668QAF5<br>LEI: 549300WNMXD3KV7LO256 | Long             | DBT              | CORP              | LU        |    865000 | NS      | $560277.80    | 0.11%             | 2029-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc.                                                                    | TYL 0.25 03/15/26                                                                                                                                     | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |    675000 | NS      | $627075.00    | 0.12%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                   | WCC 7.125 06/15/25 144A                                                                                                                               | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    460000 | NS      | $465755.58    | 0.09%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GREENEDEN US HOLDINGS II LLC                                                               | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3462837<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    309488 | NS      | $296489.03    | 0.06%             | 2027-10-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE INC                                                                | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3745934<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330750 | NS      | $231249.66    | 0.05%             | 2025-10-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                                    | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3776806<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    727151 | NS      | $689520.99    | 0.14%             | 2026-05-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                                       | Chart Industries Inc DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 6.75% SERIES B MANDATORY CONVERTIBLE PREFERRED STOCK         | CUSIP: 16115Q407<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EP               | CORP              | US        |     10286 | NS      | $520471.60    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Cyber-Ark Software Limited                                                                 | CYBR 0 11/15/24                                                                                                                                       | CUSIP: 23248VAB1<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |    802000 | NS      | $848653.89    | 0.17%             | 2024-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                                | FMCN 6.875 03/01/26 144A                                                                                                                              | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1540000 | NS      | $1458413.27   | 0.29%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IAC Financeco 2 Inc / IAC Financeco 3 Inc                                                  | MTCH 0.875 06/15/26                                                                                                                                   | CUSIP: 44932FAA5<br>LEI: 549300IPGK4BWL134U96 | Long             | DBT              | CORP              | US        |    924000 | NS      | $818317.53    | 0.16%             | 2026-06-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                                | MTCHII 4.125 08/01/30 144A                                                                                                                            | CUSIP: 57665RAL0<br>LEI: 549300BIJKT86CPCKK96 | Long             | DBT              | CORP              | US        |    160000 | NS      | $130618.84    | 0.03%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Sirius Xm Radio Inc                                                                        | SIRI 4.125 07/01/30 144A                                                                                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    315000 | NS      | $259941.15    | 0.05%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| 2020 Cash Mandatory Exchangeable Trust                                                     | 2020 Cash Mandatory Exchangeable Trust 2020 CASH MANDATORY EXCHANGEABLE TRUST SECURITIES DUE JUNE 1, 2023                                             | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1337 | NS      | $1529554.74   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                                                                         | U 0 11/15/26                                                                                                                                          | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |    891000 | NS      | $666913.50    | 0.13%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                                 | USAC 6.875 09/01/27                                                                                                                                   | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | NS      | $364650.10    | 0.07%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                                         | MTNA 7 10/15/39                                                                                                                                       | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1640000 | NS      | $1664337.60   | 0.33%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                                    | ZIGGO 5 01/15/32 144a                                                                                                                                 | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    905000 | NS      | $735422.38    | 0.15%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS (CLUB CAR)                                                             | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3618081<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2307323 | NS      | $2163115.50   | 0.43%             | 2028-05-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                                                                  | AKAM 0.375 09/01/27                                                                                                                                   | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   1145000 | NS      | $1102635.00   | 0.22%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                            | BBDBCN 7.875 04/15/27 144A                                                                                                                            | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1780000 | NS      | $1726557.03   | 0.34%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| SOLENIS TLB L+375 04.2500 09/2                                                             | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3705284<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975150 | NS      | $933977.21    | 0.19%             | 2028-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                                           | CLVTSC 3.875 07/01/28 144A                                                                                                                            | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1195000 | NS      | $1035343.22   | 0.21%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                                | CLR 5.75 01/15/31 144A                                                                                                                                | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    375000 | NS      | $349072.62    | 0.07%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                     | GFLCN 4 08/01/28 144A                                                                                                                                 | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   1665000 | NS      | $1423575.00   | 0.28%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| iStar Inc                                                                                  | STAR 5.5 02/15/26                                                                                                                                     | CUSIP: 45031UCJ8<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |   2120000 | NS      | $2114551.60   | 0.42%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Covanta Holding Corporation                                                                | CVA 4.875 12/01/29 144A                                                                                                                               | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |   1630000 | NS      | $1335410.10   | 0.27%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                       | DISH 5.125 06/01/29                                                                                                                                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    855000 | NS      | $551569.05    | 0.11%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Prime Securities Services Borrower, LLC and Prime Finance, Inc.                            | PRSESE 6.25 01/15/28 144A                                                                                                                             | CUSIP: 74166MAE6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |    365000 | NS      | $332208.40    | 0.07%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| The Scotts Miracle-Gro Company                                                             | SMG 4.5 10/15/29                                                                                                                                      | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    750000 | NS      | $607500.00    | 0.12%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Kinder Morgan, Inc.                                                                        | KMI 7.8 08/01/31 GMTN                                                                                                                                 | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | NS      | $111513.87    | 0.02%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Inc                                                                   | ELAN 4.9 08/28/28                                                                                                                                     | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |   1245000 | NS      | $1184629.95   | 0.24%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                      | SOCGEN V4.75 PERP 144A                                                                                                                                | CUSIP: 83370RAB4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    330000 | NS      | $279707.18    | 0.06%             | 2500-12-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Staples, Inc.                                                                              | SPLS 7.5 04/15/26 144A                                                                                                                                | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   2060000 | NS      | $1773000.80   | 0.35%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                                 | BWY 8.5 04/15/24 144A                                                                                                                                 | CUSIP: 57763RAA5<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    450000 | NS      | $440981.12    | 0.09%             | 2024-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                         | NWL 4.875 06/01/25                                                                                                                                    | CUSIP: 651229BB1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    220000 | NS      | $213950.00    | 0.04%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Northern Oil And Gas, Inc.                                                                 | NOG 3.625 04/15/29                                                                                                                                    | CUSIP: 665531AH2<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    565000 | NS      | $607375.00    | 0.12%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| 1375209 B C Ltd.                                                                           | BCLTDH 9 01/30/28 144A                                                                                                                                | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    204000 | NS      | $198645.00    | 0.04%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Llc / Shift4 Payments Finance Subordinated Incorporated                    | FOUR 4.625 11/01/26 144A                                                                                                                              | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | NS      | $1086508.50   | 0.22%             | 2026-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                   | VST 4.3 07/15/29 144A                                                                                                                                 | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    190000 | NS      | $171160.51    | 0.03%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ADIENT US LLC                                                                              | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3591890<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    334900 | NS      | $330364.79    | 0.07%             | 2024-05-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                      | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3674597<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1673068 | NS      | $1622615.30   | 0.32%             | 2027-07-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                              | ABG 4.625 11/15/29 144A                                                                                                                               | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    180000 | NS      | $151675.20    | 0.03%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                                | BHCCN 11 09/30/28 144A                                                                                                                                | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    363000 | NS      | $283083.60    | 0.06%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Ceridian HCM Holding Inc                                                                   | CDAY 0.25 03/15/26                                                                                                                                    | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |    537000 | NS      | $470680.50    | 0.09%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                                   | CRK 5.875 01/15/30 144A                                                                                                                               | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    665000 | NS      | $571700.50    | 0.11%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Altice France S.A                                                                          | SFRFP 5.5 01/15/28 144a                                                                                                                               | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    665000 | NS      | $520774.80    | 0.10%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                       | DISH 5.75 12/01/28 144A                                                                                                                               | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | NS      | $646481.26    | 0.13%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Everbridge Inc                                                                             | EVBG 0 03/15/26                                                                                                                                       | CUSIP: 29978AAE4<br>LEI: 549300WCY0UMR64ATW81 | Long             | DBT              | CORP              | US        |    834000 | NS      | $707899.20    | 0.14%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Encino Acquisition Partners Holdings LLC                                                   | ENCIAC 8.5 05/01/28 144A                                                                                                                              | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |   1540000 | NS      | $1407544.60   | 0.28%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Enphase Energy Inc                                                                         | ENPH 0 03/01/28                                                                                                                                       | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |    746000 | NS      | $872372.40    | 0.17%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                                      | BBWI 6.75 07/01/36                                                                                                                                    | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    910000 | NS      | $799799.00    | 0.16%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lantheus Holdings Inc                                                                      | LNTH 2.625 12/15/27                                                                                                                                   | CUSIP: 516544AA1<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |    833000 | NS      | $838747.70    | 0.17%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                           | NRG 5.25 06/15/29 144A                                                                                                                                | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    730000 | NS      | $644400.20    | 0.13%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment Inc                                                                     | PENN Entertainment Inc COM                                                                                                                            | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5800 | NS      | $172260.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                                                                  | SQ 0.25 11/01/27                                                                                                                                      | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1062000 | NS      | $800482.50    | 0.16%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Teladoc Health Inc                                                                         | TDOC 1.25 06/01/27                                                                                                                                    | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |    975000 | NS      | $748989.93    | 0.15%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| The Beauty Health Company                                                                  | SKIN 1.25 10/01/26                                                                                                                                    | CUSIP: 88331LAA6<br>LEI: 5493001Z2JZQT4C63C50 | Long             | DBT              | CORP              | US        |    722000 | NS      | $545832.00    | 0.11%             | 2026-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Wynn Las Vegas, LLC/Wynn Las Vegas Capital Corp.                                           | WYNNLV 5.25 05/15/27 144A                                                                                                                             | CUSIP: 983130AX3<br>LEI: 2549002X45DR4UI7NA62 | Long             | DBT              | CORP              | US        |   1110000 | NS      | $1001742.67   | 0.20%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Hess Midstream Operations LP                                                               | HESM 5.625 02/15/26 144A                                                                                                                              | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | NS      | $983825.88    | 0.20%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                                      | BBWI 9.375 07/01/25 144a                                                                                                                              | CUSIP: 501797AU8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     47000 | NS      | $50063.70     | 0.01%             | 2025-07-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance Llc / Wynn Resorts Capital Corp                                       | WYNFIN 5.125 10/01/29 144A                                                                                                                            | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1365000 | NS      | $1169982.45   | 0.23%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                            | MADIAQ 4.125 06/30/28 144A                                                                                                                            | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   1690000 | NS      | $1413228.70   | 0.28%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                                | MTCHII 4.625 06/01/28 144A                                                                                                                            | CUSIP: 57665RAN6<br>LEI: 549300BIJKT86CPCKK96 | Long             | DBT              | CORP              | US        |    910000 | NS      | $811228.60    | 0.16%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ATI Inc                                                                                    | ATI 5.875 12/01/27                                                                                                                                    | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    140000 | NS      | $133879.94    | 0.03%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                              | Becton, Dickinson and Company DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 6.00% MANDATORY CONVERTIBLE PREFERRED STOCK, SERIES | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |     14940 | NS      | $748494.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ZELIS PAYMENTS BUYER INC                                                                   | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3544659<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    676782 | NS      | $675513.29    | 0.13%             | 2026-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Box Inc.                                                                                   | BOX 0 01/15/26                                                                                                                                        | CUSIP: 10316TAB0<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |    461000 | NS      | $604601.50    | 0.12%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CDI Escrow Issuer Inc.                                                                     | CHDN 5.75 04/01/30 144A                                                                                                                               | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1465000 | NS      | $1313268.69   | 0.26%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L P                                                               | CQP 3.25 01/31/32                                                                                                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    570000 | NS      | $452982.84    | 0.09%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation                            | IEP 6.25 05/15/26                                                                                                                                     | CUSIP: 451102BT3<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    745000 | NS      | $715867.56    | 0.14%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp.                         | LADR 4.25 02/01/27 144A                                                                                                                               | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270000 | NS      | $1066837.13   | 0.21%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                            | LYV 4.75 10/15/27 144A                                                                                                                                | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     70000 | NS      | $62322.75     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| National Vision Holdings Inc                                                               | EYE 2.5 05/15/25                                                                                                                                      | CUSIP: 63845RAB3<br>LEI: 549300JHURCBLI5ROA42 | Long             | DBT              | CORP              | US        |    333000 | NS      | $456904.17    | 0.09%             | 2025-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Prime Securities Services Borrower, LLC and Prime Finance, Inc.                            | PRSESE 3.375 08/31/27 144A                                                                                                                            | CUSIP: 74166MAF3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |    200000 | NS      | $172636.92    | 0.03%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Realogy Group LLC/Realogy Co-Issuer Corp                                                   | HOUS 5.75 01/15/29 144A                                                                                                                               | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |    805000 | NS      | $608893.95    | 0.12%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                                    | ST 4 04/15/29 144A                                                                                                                                    | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   2560000 | NS      | $2208000.00   | 0.44%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                                            | S 7.625 03/01/26                                                                                                                                      | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   1260000 | NS      | $1325905.56   | 0.26%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                               | THC 6.125 06/15/30 144A                                                                                                                               | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1820000 | NS      | $1734096.00   | 0.34%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                          | VENTGL 3.875 08/15/29 144A                                                                                                                            | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    740000 | NS      | $647500.00    | 0.13%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings Llc                                                                   | GRA 4.875 06/15/27 144a                                                                                                                               | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1495000 | NS      | $1324764.35   | 0.26%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TXU TECH RIGHTS                                                                            | RIGHTS                                                                                                                                                | CUSIP: 931ESA903<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18138 | NS      | $22672.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WHITE CAP BUYER LLC                                                                        | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3456557<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    313630 | NS      | $302696.55    | 0.06%             | 2027-10-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc / Ardagh Holdings USA Inc.                                    | ARGID 4.125 08/15/26 144A                                                                                                                             | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | IE        |    600000 | NS      | $519721.85    | 0.10%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bentley Systems Incorporated                                                               | BSY 0.375 07/01/27                                                                                                                                    | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |   1142000 | NS      | $929588.00    | 0.18%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                              | CHTR 5.375 06/01/29 144A                                                                                                                              | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2710000 | NS      | $2450571.70   | 0.49%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                              | CHTR 4.75 03/01/30 144A                                                                                                                               | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1540000 | NS      | $1328119.11   | 0.26%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Seventy Seven Energy Inc. Escrow                                                           | Seventy Seven Energy Inc. Escrow 6.625% SNR PERP PIDI NTS USD (SEC REGD)                                                                              | CUSIP: 165ESCAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | NS      | $22.50        | 0.00%             | 2500-12-31      | Fixed         | 6.62%                 | No            |                  3 | On Loan: No      |
| DraftKings Inc New                                                                         | DKNG 0 03/15/28                                                                                                                                       | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |    964000 | NS      | $596234.00    | 0.12%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                       | CCL 5.75 03/01/27 144A                                                                                                                                | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1210000 | NS      | $863988.40    | 0.17%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Danaher Corporation                                                                        | Danaher Corporation 5.00% MANDATORY CONVERTIBLE PREFERRED STOCK, SERIES B                                                                             | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |      1286 | NS      | $1745521.03   | 0.35%             |  |  |  | No            |                  2 | On Loan: —       |
| Amsted Industries Incorporated                                                             | AMSIND 4.625 05/15/30 144A                                                                                                                            | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    845000 | NS      | $720362.50    | 0.14%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                                               | FREMOR 6.625 01/15/27 144A                                                                                                                            | CUSIP: 35640YAG2<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    730000 | NS      | $568123.28    | 0.11%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                              | NFLX 4.875 04/15/28                                                                                                                                   | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    385000 | NS      | $371750.74    | 0.07%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                              | CHTR 4.5 05/01/32                                                                                                                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1665000 | NS      | $1325340.00   | 0.26%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheesecake Factory Inc                                                                     | CAKE 0.375 06/15/26                                                                                                                                   | CUSIP: 163072AA9<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |    984000 | NS      | $806265.01    | 0.16%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                                        | GPK 3.75 02/01/30 144A                                                                                                                                | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   1175000 | NS      | $998725.42    | 0.20%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Great Lakes Dredge & Dock Corporation                                                      | GLDD 5.25 06/01/29 144A                                                                                                                               | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |   1855000 | NS      | $1442077.00   | 0.29%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                           | NWSA 5.125 02/15/32 144A                                                                                                                              | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    720000 | NS      | $655200.00    | 0.13%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Standard Buildings Solutions Inc.                                                          | BMCAUS 4.375 07/15/30 144A                                                                                                                            | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    820000 | NS      | $668238.14    | 0.13%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                   | DVN 7.95 04/15/32                                                                                                                                     | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    275000 | NS      | $312102.07    | 0.06%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                                    | DTV 5.875 08/15/27 144A                                                                                                                               | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1215000 | NS      | $1087011.90   | 0.22%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                          | HRI 5.5 07/15/27 144A                                                                                                                                 | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   2140000 | NS      | $1996085.00   | 0.40%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                                             | SOLEIN 4.25 10/01/28 144a                                                                                                                             | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1125000 | NS      | $913335.32    | 0.18%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                           | ALIANT 4.25 10/15/27 144A                                                                                                                             | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   1360000 | NS      | $1218053.62   | 0.24%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Altice France S.A                                                                          | SFRFP 5.125 07/15/29 144A                                                                                                                             | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    560000 | NS      | $419856.19    | 0.08%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                               | OGN 4.125 04/30/28 144a                                                                                                                               | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |   1255000 | NS      | $1111177.00   | 0.22%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                      | RCL 5.5 08/31/26 144A                                                                                                                                 | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    805000 | NS      | $677206.25    | 0.13%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Twilio Inc                                                                                 | TWLO 3.625 03/15/29                                                                                                                                   | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |   2005000 | NS      | $1628862.00   | 0.32%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| W. R. Grace Holdings Llc                                                                   | GRA 5.625 08/15/29 144A                                                                                                                               | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | NS      | $403635.00    | 0.08%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                            | TDG 4.625 01/15/29                                                                                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    780000 | NS      | $685830.60    | 0.14%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                                   | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3414036<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   1295190 | NS      | $1191978.98   | 0.24%             | 2026-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Insmed Inc                                                                                 | INSM 0.75 06/01/28                                                                                                                                    | CUSIP: 457669AB5<br>LEI: 529900Q55QAG41CCAC11 | Long             | DBT              | CORP              | US        |    544000 | NS      | $448800.00    | 0.09%             | 2028-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Roller Bearing Company of America Inc.                                                     | RBC 4.375 10/15/29 144A                                                                                                                               | CUSIP: 775631AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1565000 | NS      | $1353255.50   | 0.27%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                              | SM 6.5 07/15/28                                                                                                                                       | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    210000 | NS      | $201341.70    | 0.04%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| OneMain Financial Corporation                                                              | OMF 6.625 01/15/28                                                                                                                                    | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1190000 | NS      | $1095787.70   | 0.22%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                           | TEVA 7.125 01/31/25                                                                                                                                   | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    430000 | NS      | $427587.70    | 0.08%             | 2025-01-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                           | BALL 1.5 03/15/27                                                                                                                                     | CUSIP: U05796AG9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $944668.65    | 0.19%             | 2027-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Altice France S.A                                                                          | SFRFP 5.5 10/15/29 144A                                                                                                                               | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2140000 | NS      | $1631814.20   | 0.32%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                           | ABCSUP 4 01/15/28 144A                                                                                                                                | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    780000 | NS      | $695916.00    | 0.14%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BWAY Holdings                                                                              | BWAY Holdings Term Loan B 325 2024-03-11                                                                                                              | CUSIP: 05604XAP1<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |   1913094 | NS      | $1864584.16   | 0.37%             | 2024-03-11      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Brookdale Senior Living Inc.                                                               | BKD 2 10/15/26                                                                                                                                        | CUSIP: 112463AC8<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | DBT              | CORP              | US        |    707000 | NS      | $528924.39    | 0.10%             | 2026-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Company Inc                                         | POWSOL 6.75 05/15/25 144A                                                                                                                             | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    971000 | NS      | $973244.42    | 0.19%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                       | DISH 7.75 07/01/26                                                                                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | NS      | $419322.80    | 0.08%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent Inc                                                         | Frontier Communications Parent Inc COM                                                                                                                | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14260 | NS      | $363344.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Incorporation                                                                      | IT 3.75 10/01/30 144A                                                                                                                                 | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    650000 | NS      | $560278.78    | 0.11%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Gartner Incorporation                                                                      | IT 3.625 06/15/29 144A                                                                                                                                | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1140000 | NS      | $1001740.80   | 0.20%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GoEasy Limited                                                                             | GSYCN 4.375 05/01/26 144A                                                                                                                             | CUSIP: 380355AF4<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   1060000 | NS      | $938100.00    | 0.19%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Jazz Securities Designated Activity Company                                                | JAZZ 4.375 01/15/29 144A                                                                                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |   2190000 | NS      | $1951618.50   | 0.39%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kontoor Brands Inc                                                                         | KONBRA 4.125 11/15/29 144A                                                                                                                            | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |   1655000 | NS      | $1350661.93   | 0.27%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                                      | BBWI 6.625 10/01/30 144A                                                                                                                              | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    900000 | NS      | $844562.71    | 0.17%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp Del                                                                     | LMCA 2.75 12/01/49                                                                                                                                    | CUSIP: 531229AJ1<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |    657000 | NS      | $598855.50    | 0.12%             | 2049-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Liberty Media Corp Del                                                                     | LMCA 0.5 12/01/50                                                                                                                                     | CUSIP: 531229AK8<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |    676000 | NS      | $674145.16    | 0.13%             | 2050-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp Del                                                                     | FWONK 2.25 08/15/27                                                                                                                                   | CUSIP: 531229AL6<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |    773000 | NS      | $738601.50    | 0.15%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                               | MAT 5.875 12/15/27 144A                                                                                                                               | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    385000 | NS      | $377646.50    | 0.07%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                           | OXY 6.45 09/15/36                                                                                                                                     | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5675000 | NS      | $5788500.00   | 1.15%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OneMain Holdings Incorporation                                                             | OneMain Holdings Incorporation COM                                                                                                                    | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      9069 | NS      | $302088.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                                                                          | OMI 6.625 04/01/30 144A                                                                                                                               | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |   1260000 | NS      | $1082844.00   | 0.21%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                      | RCL 6 08/15/25                                                                                                                                        | CUSIP: 780153BP6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    557000 | NS      | $699592.00    | 0.14%             | 2025-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                                          | SCI 3.375 08/15/30                                                                                                                                    | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    145000 | NS      | $117871.50    | 0.02%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                        | RRR 4.625 12/01/31 144A                                                                                                                               | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    985000 | NS      | $790140.68    | 0.16%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sylvamo Corporation                                                                        | SLVM 7 09/01/29 144A                                                                                                                                  | CUSIP: 87133LAA8<br>LEI: 5493001AOYU1ZOWOC971 | Long             | DBT              | CORP              | US        |   1815000 | NS      | $1727543.36   | 0.34%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bill Com Holdings Inc                                                                      | BILL 0 12/01/25                                                                                                                                       | CUSIP: 090043AB6<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |    486000 | NS      | $497178.00    | 0.10%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TTM Technologies Inc                                                                       | TTMI 4 03/01/29 144A                                                                                                                                  | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |   1435000 | NS      | $1230577.08   | 0.24%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp.                           | TEP 5.5 01/15/28 144A                                                                                                                                 | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |   1958000 | NS      | $1736432.72   | 0.34%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co                                                                           | BCC 4.875 07/01/30 144A                                                                                                                               | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |    750000 | NS      | $652783.33    | 0.13%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                            | BBDBCN 7.5 03/15/25 144A                                                                                                                              | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    450000 | NS      | $445641.33    | 0.09%             | 2025-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Twilio Inc                                                                                 | TWLO 3.875 03/15/31                                                                                                                                   | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    410000 | NS      | $325275.58    | 0.06%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                                 | USAC 6.875 04/01/26                                                                                                                                   | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | NS      | $877750.35    | 0.17%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                   | CE 6.33 07/15/29                                                                                                                                      | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1185000 | NS      | $1151395.13   | 0.23%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                       | DISH 5.875 11/15/24                                                                                                                                   | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | NS      | $288062.51    | 0.06%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Victorias Secret and Co                                                                    | VSCO 4.625 07/15/29 144A                                                                                                                              | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |   1610000 | NS      | $1264011.00   | 0.25%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| WERNER FINCO LP                                                                            | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL2454140<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    438468 | NS      | $393890.57    | 0.08%             | 2024-07-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                     | GFLCN 4.75 06/15/29 144A                                                                                                                              | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    115000 | NS      | $100653.75    | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                   | HCA 3.5 09/01/30                                                                                                                                      | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2405000 | NS      | $2074255.31   | 0.41%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONE CALL CORP                                                                              | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3591601<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    244972 | NS      | $201489.59    | 0.04%             | 2027-04-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc.                                                                              | KKR & Co Inc. 6.00% SERIES C MANDATORY CONVERTIBLE PREFERRED STOCK                                                                                    | CUSIP: 48251W401<br>LEI: 549300JOHU21WRN2Z451 | Long             | EP               | CORP              | US        |     13721 | NS      | $787173.77    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Louisiana Pacific Corporation                                                              | LPX 3.625 03/15/29 144A                                                                                                                               | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |    935000 | NS      | $807696.38    | 0.16%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                       | NCLH 5.875 02/15/27 144A                                                                                                                              | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    400000 | NS      | $346520.00    | 0.07%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                              | NFLX 5.875 11/15/28                                                                                                                                   | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1330000 | NS      | $1347994.90   | 0.27%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pacira Biosciences Inc                                                                     | PCRX 0.75 08/01/25                                                                                                                                    | CUSIP: 695127AF7<br>LEI: 549300P56LERYBDHCF69 | Long             | DBT              | CORP              | US        |    637000 | NS      | $573698.14    | 0.11%             | 2025-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc.                                                                    | MORTON 4.875 05/01/28 144A                                                                                                                            | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1725000 | NS      | $1480178.77   | 0.29%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                      | SOCGEN V5.375 PERP 144a                                                                                                                               | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    295000 | NS      | $238990.35    | 0.05%             | 2500-12-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                               | THC 4.625 07/15/24                                                                                                                                    | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    149000 | NS      | $145313.31    | 0.03%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Univar Usa Inc                                                                             | UNVR 5.125 12/01/27 144A                                                                                                                              | CUSIP: 91337CAA4<br>LEI: 549300VSXHFQVR770L55 | Long             | DBT              | CORP              | US        |    490000 | NS      | $464691.50    | 0.09%             | 2027-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP                                                                              | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3627256<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    951562 | NS      | $946011.38    | 0.19%             | 2028-05-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DTI HOLDCO INC                                                                             | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3916600<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | NS      | $712515.63    | 0.14%             | 2029-03-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Amsted Industries Incorporated                                                             | AMSIND 5.625 07/01/27 144A                                                                                                                            | CUSIP: 032177AH0<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    320000 | NS      | $303571.20    | 0.06%             | 2027-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Atlas Luxco 4 S A R L / Allied Universal Holdco Llc / Allied Universal Finance Corporation | UNSEAM 4.625 06/01/28 144a                                                                                                                            | CUSIP: 049362AA4<br>LEI: 549300ONXPZT3KQZDR65 | Long             | DBT              | CORP              | LU        |    200000 | NS      | $162148.61    | 0.03%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avient Corporation                                                                         | AVNT 7.125 08/01/30 144A                                                                                                                              | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    240000 | NS      | $234607.67    | 0.05%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Beasley Mezzanine Holdings LLC                                                             | BBGI 8.625 02/01/26 144A                                                                                                                              | CUSIP: 07403VAA7<br>LEI: 549300VK8LJV1TK18D38 | Long             | DBT              | CORP              | US        |   1875000 | NS      | $1125000.00   | 0.22%             | 2026-02-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corporation                                                                    | BYD 4.75 06/15/31 144A                                                                                                                                | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |   1540000 | NS      | $1339800.00   | 0.27%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc.                                                                     | BURL 2.25 04/15/25                                                                                                                                    | CUSIP: 122017AB2<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |    458000 | NS      | $526700.00    | 0.10%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Alnylam Pharmaceuticals Inc.                                                               | ALNY 1 09/15/27                                                                                                                                       | CUSIP: 02043QAA5<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |    634000 | NS      | $686305.00    | 0.14%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Community Health Systems Incorporated                                                      | CYH 5.25 05/15/30 144A                                                                                                                                | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1370000 | NS      | $1033030.90   | 0.21%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                        | CNC 3 10/15/30                                                                                                                                        | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    785000 | NS      | $643503.15    | 0.13%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                                          | CNK 8.75 05/01/25 144A                                                                                                                                | CUSIP: 172441BC0<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     75000 | NS      | $75736.41     | 0.02%             | 2025-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Cobra Acquisitionco LLC                                                                    | EXETFI 6.375 11/01/29 144A                                                                                                                            | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1275000 | NS      | $752250.00    | 0.15%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                                                      | ALTICE 5 01/15/28 144A                                                                                                                                | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    250000 | NS      | $201250.00    | 0.04%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp                                                     | BIGBRS 6.625 01/31/29 144A                                                                                                                            | CUSIP: 08949LAB6<br>LEI: 549300FDOTXSG1N4RG27 | Long             | DBT              | CORP              | US        |    504000 | NS      | $480173.77    | 0.10%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                                  | CMC 4.125 01/15/30                                                                                                                                    | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    465000 | NS      | $411458.30    | 0.08%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Compass Minerals International Inc.                                                        | CMP 6.75 12/01/27 144A                                                                                                                                | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |   1015000 | NS      | $974400.00    | 0.19%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Amwins Group Inc                                                                           | AMWINS 4.875 06/30/29 144A                                                                                                                            | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    655000 | NS      | $555536.11    | 0.11%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                           | BERY 5.625 07/15/27 144A                                                                                                                              | CUSIP: 085770AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | NS      | $297539.63    | 0.06%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                       | DISH 5.25 12/01/26 144A                                                                                                                               | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1570000 | NS      | $1322465.96   | 0.26%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                                     | LUMN 7.995 06/01/36                                                                                                                                   | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2260000 | NS      | $1050900.00   | 0.21%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                                        | BPL 5.85 11/15/43                                                                                                                                     | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    445000 | NS      | $331559.91    | 0.07%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                              | CHTR 4.25 02/01/31 144A                                                                                                                               | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | NS      | $473247.85    | 0.09%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Etsy Inc                                                                                   | ETSY 0.25 06/15/28                                                                                                                                    | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   1523000 | NS      | $1300337.40   | 0.26%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                                               | FREMOR 8.125 11/15/24 144A                                                                                                                            | CUSIP: 35640YAA5<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    330000 | NS      | $303600.00    | 0.06%             | 2024-11-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                                        | BPL 4.5 03/01/28 144A                                                                                                                                 | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    750000 | NS      | $659246.83    | 0.13%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                                       | GTLS 9.5 01/01/31 144A                                                                                                                                | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    150000 | NS      | $153841.50    | 0.03%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Chegg Inc                                                                                  | CHGG 0 09/01/26                                                                                                                                       | CUSIP: 163092AF6<br>LEI: 549300AKX7O8JG0O3G77 | Long             | DBT              | CORP              | US        |    842000 | NS      | $660464.80    | 0.13%             | 2026-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Confluent Inc                                                                              | CFLT 0 01/15/27                                                                                                                                       | CUSIP: 20717MAB9<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |    230000 | NS      | $173650.00    | 0.03%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Insulet Corporation                                                                        | PODD 0.375 09/01/26                                                                                                                                   | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    497000 | NS      | $701764.00    | 0.14%             | 2026-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                                | JBLU 0.5 04/01/26                                                                                                                                     | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    587000 | NS      | $427968.24    | 0.08%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Incorporation                                                            | LITE 0.5 12/15/26                                                                                                                                     | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |    803000 | NS      | $688572.50    | 0.14%             | 2026-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Mozart Debt Merger Subordinated Inc.                                                       | MEDIND 3.875 04/01/29 144A                                                                                                                            | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2415000 | NS      | $1946393.40   | 0.39%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                                | CLR 4.5 04/15/23                                                                                                                                      | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    520000 | NS      | $518741.60    | 0.10%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                     | CS V6.375 PERP 144A                                                                                                                                   | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    200000 | NS      | $143333.49    | 0.03%             | 2500-12-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                           | PCG 5.5 08/16/23                                                                                                                                      | CUSIP: 69331C140<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      7628 | NS      | $1101227.86   | 0.22%             | 2023-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHH Mortgage Corp.                                                                         | OCN 7.875 03/15/26 144A                                                                                                                               | CUSIP: 69356NAA2<br>LEI: PAOOWF3GUFM46FBSP561 | Long             | DBT              | CORP              | US        |   1515000 | NS      | $1345826.52   | 0.27%             | 2026-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating, LP                                                                | DCP 5.625 07/15/27                                                                                                                                    | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    925000 | NS      | $917564.42    | 0.18%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Devon Financing Corp ULC                                                                   | DVN 7.875 09/30/31                                                                                                                                    | CUSIP: 25179SAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | NS      | $440089.75    | 0.09%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                                      | SSP 3.875 01/15/29 144A                                                                                                                               | CUSIP: 81105DAA3<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |   1745000 | NS      | $1400362.50   | 0.28%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sirius Xm Radio Inc                                                                        | SIRI 3.875 09/01/31 144A                                                                                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1810000 | NS      | $1412106.29   | 0.28%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                                                | SWN 4.75 02/01/32                                                                                                                                     | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    470000 | NS      | $401657.30    | 0.08%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Spanish Broadcasting System Inc..                                                          | SBSAA 9.75 03/01/26 144A                                                                                                                              | CUSIP: 846425AQ9<br>LEI: 5493005DKYB1X4C9LH64 | Long             | DBT              | CORP              | US        |    965000 | NS      | $554875.00    | 0.11%             | 2026-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Sugarhouse HSP Gaming Prop. Mezz, L.P. / Sugarhouse HSP Gaming Finance Corp                | SGRHSE 5.875 05/15/25 144A                                                                                                                            | CUSIP: 865033AC8<br>LEI: 549300BND6SAKKOQWR95 | Long             | DBT              | CORP              | US        |   1130000 | NS      | $1054830.02   | 0.21%             | 2025-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Univision Commmunications Inc.                                                             | UVN 6.625 06/01/27 144A                                                                                                                               | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    990000 | NS      | $955161.90    | 0.19%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Envestnet Inc                                                                              | ENV 0.75 08/15/25                                                                                                                                     | CUSIP: 29404KAE6<br>LEI: 549300HLWZ5OKIDM8737 | Long             | DBT              | CORP              | US        |    702000 | NS      | $633555.00    | 0.13%             | 2025-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc.                        | FRTITA 4.625 01/15/29 144A                                                                                                                            | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1205000 | NS      | $1019713.18   | 0.20%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Vistra Energy Corporation                                                                  | VST V7 PERP 144A                                                                                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    390000 | NS      | $354873.95    | 0.07%             | 2500-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                   | VST 5 07/31/27 144A                                                                                                                                   | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1875000 | NS      | $1740175.31   | 0.35%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                         | F 0 03/15/26                                                                                                                                          | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1432000 | NS      | $1351092.00   | 0.27%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                              | F 5.113 05/03/29                                                                                                                                      | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $905545.00    | 0.18%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: —       |
| Hilton Domestic Operating Co Inc.                                                          | HLT 4.875 01/15/30                                                                                                                                    | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1915000 | NS      | $1735392.15   | 0.34%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Holly Energy Partners L P / Holly Energy Finance Corporation                               | HEP 5 02/01/28 144A                                                                                                                                   | CUSIP: 435765AH5<br>LEI: 529900NVV7ODCT0QCG29 | Long             | DBT              | CORP              | US        |   1610000 | NS      | $1465915.19   | 0.29%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                      | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL2694919<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    304423 | NS      | $304232.72    | 0.06%             | 2025-05-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                                | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3674951<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    935000 | NS      | $721508.65    | 0.14%             | 2028-02-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Liberty Tripadvisor Holdings Inc                                                           | LTRPA 0.5 06/30/51                                                                                                                                    | CUSIP: 531465AA0<br>LEI: 5299006PCRAU736ZJ155 | Long             | DBT              | CORP              | US        |   1149000 | NS      | $823833.00    | 0.16%             | 2051-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                               | MAT 3.75 04/01/29 144A                                                                                                                                | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1410000 | NS      | $1238438.25   | 0.25%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage LLC                                                                    | NSM 5.5 08/15/28 144A                                                                                                                                 | CUSIP: 63861CAC3<br>LEI: 549300LBCBNR1OT00651 | Long             | DBT              | CORP              | US        |   1415000 | NS      | $1153807.04   | 0.23%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nextera Energy Partners LP                                                                 | NEP 0 11/15/25                                                                                                                                        | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    775000 | NS      | $770350.00    | 0.15%             | 2025-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                        | ALLY 5.75 11/20/25                                                                                                                                    | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    110000 | NS      | $106562.26    | 0.02%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                       | BKNG 0.75 05/01/25                                                                                                                                    | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    941000 | NS      | $1253321.70   | 0.25%             | 2025-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| Boxer Parent Company Inc                                                                   | BMC 7.125 10/02/25 144A                                                                                                                               | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |   1195000 | NS      | $1162151.28   | 0.23%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Community Health Systems Incorporated                                                      | CYH 5.625 03/15/27 144A                                                                                                                               | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    155000 | NS      | $132906.30    | 0.03%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| 180 Medical Incorporated                                                                   | CTECLN 3.875 10/15/29 144A                                                                                                                            | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    325000 | NS      | $279402.50    | 0.06%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                               | OGN 5.125 04/30/31 144A                                                                                                                               | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    200000 | NS      | $173176.05    | 0.03%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc.                                                                  | PTEN 5.15 11/15/29                                                                                                                                    | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |   1145000 | NS      | $1026228.42   | 0.20%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Perficient Inc                                                                             | PRFT 0.125 11/15/26                                                                                                                                   | CUSIP: 71375UAF8<br>LEI: 549300HTBXKL2755T650 | Long             | DBT              | CORP              | US        |    877000 | NS      | $677482.50    | 0.13%             | 2026-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Centennial Resource Production, LLC                                                        | PR 6.875 04/01/27 144A                                                                                                                                | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   2870000 | NS      | $2704223.27   | 0.54%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                                             | CRL 3.75 03/15/29 144A                                                                                                                                | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    395000 | NS      | $349338.00    | 0.07%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                                       | GTLS 7.5 01/01/30 144A                                                                                                                                | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    765000 | NS      | $769046.85    | 0.15%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CommScope Holdings Co Inc                                                                  | COMM 6 03/01/26 144A                                                                                                                                  | CUSIP: 20338QAD5<br>LEI: 254900AW4CEPCQWSRI58 | Long             | DBT              | CORP              | US        |    180000 | NS      | $166120.20    | 0.03%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                              | SM 5.625 06/01/25                                                                                                                                     | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    865000 | NS      | $830391.85    | 0.16%             | 2025-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Splunk Inc                                                                                 | SPLK 1.125 06/15/27                                                                                                                                   | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |   1498000 | NS      | $1264012.40   | 0.25%             | 2027-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| Freeport-McMoRan Inc.                                                                      | FCX 4.375 08/01/28                                                                                                                                    | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    445000 | NS      | $415349.65    | 0.08%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                        | ALLY 8 11/01/31 *                                                                                                                                     | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2280000 | NS      | $2353749.51   | 0.47%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Teva Pharmaceutical Finance Netherlands III B.V.                                           | TEVA 5.125 05/09/29                                                                                                                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2015000 | NS      | $1794452.49   | 0.36%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Tronox Incorporated                                                                        | TROX 4.625 03/15/29 144A                                                                                                                              | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   1125000 | NS      | $935156.25    | 0.19%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                   | HCA 5.375 09/01/26                                                                                                                                    | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    855000 | NS      | $845489.84    | 0.17%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc.                                                                           | HBI 4.625 05/15/24 144A                                                                                                                               | CUSIP: 410345AJ1<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    760000 | NS      | $736080.99    | 0.15%             | 2024-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Upwork Inc                                                                                 | UPWK 0.25 08/15/26                                                                                                                                    | CUSIP: 91688FAB0<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | DBT              | CORP              | US        |    697000 | NS      | $522651.92    | 0.10%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| Vertiv Group Corp.                                                                         | VRT 4.125 11/15/28 144A                                                                                                                               | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   2080000 | NS      | $1768000.00   | 0.35%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                                   | IHRT 5.25 08/15/27 144A                                                                                                                               | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   1720000 | NS      | $1456983.30   | 0.29%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Impinj Inc                                                                                 | PI 1.125 05/15/27                                                                                                                                     | CUSIP: 453204AD1<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |    531000 | NS      | $637200.00    | 0.13%             | 2027-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LP                                                                   | VNOM 5.375 11/01/27 144A                                                                                                                              | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    885000 | NS      | $840316.76    | 0.17%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                             | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL2955146<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1923790 | NS      | $1797025.92   | 0.36%             | 2026-12-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                            | LYV 6.5 05/15/27 144A                                                                                                                                 | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1030000 | NS      | $1007906.71   | 0.20%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                           | NRG 6.625 01/15/27                                                                                                                                    | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    196000 | NS      | $194343.80    | 0.04%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                           | NRG 2.75 06/01/48                                                                                                                                     | CUSIP: 629377CG5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    668000 | NS      | $660318.00    | 0.13%             | 2048-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                           | NWSA 3.875 05/15/29 144A                                                                                                                              | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   1240000 | NS      | $1075563.60   | 0.21%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                           | OXY 6.2 03/15/40                                                                                                                                      | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2610000 | NS      | $2554134.88   | 0.51%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                                                     | ON 0 05/01/27                                                                                                                                         | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    694000 | NS      | $919550.00    | 0.18%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                           | BCULC 4 10/15/30 144A                                                                                                                                 | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |   2150000 | NS      | $1741091.50   | 0.35%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Option Care Health Inc                                                                     | OPCH 4.375 10/31/29 144A                                                                                                                              | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    255000 | NS      | $223051.05    | 0.04%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                                                     | PANW 0.375 06/01/25                                                                                                                                   | CUSIP: 697435AF2<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |   1552000 | NS      | $2291528.00   | 0.45%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| RBC Bearings Inc                                                                           | RBC Bearings Inc 5.00% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK                                                                                 | CUSIP: 75524B203<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5824 | NS      | $598881.31    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                                      | SSP 5.375 01/15/31 144A                                                                                                                               | CUSIP: 81105DAB1<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    480000 | NS      | $384724.31    | 0.08%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Shift4 Payments Inc                                                                        | FOUR 0 12/15/25                                                                                                                                       | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860000 | NS      | $851937.52    | 0.17%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                                                | SWN 5.375 03/15/30                                                                                                                                    | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1690000 | NS      | $1541312.11   | 0.31%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                              | OMF 7.125 03/15/26                                                                                                                                    | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    240000 | NS      | $228211.20    | 0.05%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Standard Buildings Solutions Inc.                                                          | BMCAUS 4.75 01/15/28 144A                                                                                                                             | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | NS      | $1124862.50   | 0.22%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GUARANTEED RATE INC                                                                        | COMMON STOCK WARRANTS                                                                                                                                 | CUSIP: 99LB08909<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       132 | NS      | $6.60         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CP ATLAS BUYER INC                                                                         | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3482470<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    743767 | NS      | $649535.07    | 0.13%             | 2027-11-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                                        | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3493089<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    916304 | NS      | $790948.20    | 0.16%             | 2027-12-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                                          | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3625672<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    529650 | NS      | $482170.59    | 0.10%             | 2028-06-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Community Health Systems Incorporated                                                      | CYH 8 03/15/26 144A                                                                                                                                   | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    210000 | NS      | $191187.15    | 0.04%             | 2026-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Crown Cork & Seal Company, Inc.                                                            | CCK 7.375 12/15/26                                                                                                                                    | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |    666000 | NS      | $685653.66    | 0.14%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                            | EQT 1.75 05/01/26                                                                                                                                     | CUSIP: 26884LAK5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    331000 | NS      | $768582.00    | 0.15%             | 2026-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings Llc                                                       | FYBR 8.75 05/15/30 144A                                                                                                                               | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | NS      | $1179429.45   | 0.23%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                                                               | HLT 4.875 04/01/27                                                                                                                                    | CUSIP: 432891AK5<br>LEI: 549300406TN7EY0NPH20 | Long             | DBT              | CORP              | US        |   2120000 | NS      | $2017875.09   | 0.40%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| iStar Inc                                                                                  | STAR 4.25 08/01/25                                                                                                                                    | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |   1110000 | NS      | $1087716.25   | 0.22%             | 2025-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                                 | ABNB 0 03/15/26                                                                                                                                       | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   1674000 | NS      | $1377702.00   | 0.27%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                                               | FREMOR 8.25 04/15/25 144A                                                                                                                             | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   1149000 | NS      | $1033499.05   | 0.21%             | 2025-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation                            | IEP 5.25 05/15/27                                                                                                                                     | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   2505000 | NS      | $2293578.00   | 0.46%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp.                         | LADR 4.75 06/15/29 144A                                                                                                                               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | NS      | $819470.40    | 0.16%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Middleby Corp.                                                                             | MIDD 1 09/01/25                                                                                                                                       | CUSIP: 596278AB7<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | DBT              | CORP              | US        |    505000 | NS      | $593627.50    | 0.12%             | 2025-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nesco Holdings II Incorporated                                                             | NSCO 5.5 04/15/29 144A                                                                                                                                | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |   1825000 | NS      | $1596875.00   | 0.32%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Raptor Acquisition Corp.                                                                   | GCCN 4.875 11/01/26 144A                                                                                                                              | CUSIP: 75383KAA2<br>LEI: 549300T1YPGZ35J6JU13 | Long             | DBT              | CORP              | US        |    140000 | NS      | $124376.04    | 0.02%             | 2026-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                              | SM 6.75 09/15/26                                                                                                                                      | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1435000 | NS      | $1393169.75   | 0.28%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                                   | SVC 7.5 09/15/25                                                                                                                                      | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    140000 | NS      | $133409.58    | 0.03%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                            | TDG 6.25 03/15/26 144A                                                                                                                                | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1255000 | NS      | $1237668.45   | 0.25%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS                                                             | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3112358<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1285431 | NS      | $1164278.97   | 0.23%             | 2026-08-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AMER                                                               | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3547512<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    811836 | NS      | $717460.26    | 0.14%             | 2026-02-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                   | LLOYDS V7.5 PERP *                                                                                                                                    | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    393000 | NS      | $380895.60    | 0.08%             | 2500-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Masonite International Corporation                                                         | DOOR 5.375 02/01/28 144A                                                                                                                              | CUSIP: 575385AD1<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |    170000 | NS      | $157183.70    | 0.03%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mercer International Inc.                                                                  | MERC 5.125 02/01/29                                                                                                                                   | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    990000 | NS      | $827649.90    | 0.16%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                        | HNDLIN 3.875 08/15/31 144A                                                                                                                            | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1180000 | NS      | $963343.07    | 0.19%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                              | ABG 5 02/15/32 144A                                                                                                                                   | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     90000 | NS      | $74043.00     | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Okta Incorporation                                                                         | OKTA 0.375 06/15/26                                                                                                                                   | CUSIP: 679295AF2<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |   1733000 | NS      | $1455720.00   | 0.29%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                                          | SCI 5.125 06/01/29                                                                                                                                    | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    710000 | NS      | $665642.60    | 0.13%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                                                        | ASND 2.25 04/01/28                                                                                                                                    | CUSIP: 04351PAC5<br>LEI: 549300B66JN3W3J8GH73 | Long             | DBT              | CORP              | DK        |    442000 | NS      | $452179.58    | 0.09%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corporation                                                              | Boston Scientific Corporation 5.50% MANDATORY CONVERTIBLE PREFERRED STOCK, SERIES A                                                                   | CUSIP: 101137206<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EP               | CORP              | US        |     11921 | NS      | $1369156.11   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                            | TDG 6.375 06/15/26                                                                                                                                    | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    175000 | NS      | $170267.08    | 0.03%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Zillow Group Inc                                                                           | Z 2.75 05/15/25                                                                                                                                       | CUSIP: 98954MAH4<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |    553000 | NS      | $525903.00    | 0.10%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC/CRC Finco Inc                                                | CGPHLC 5.75 07/01/25 144A                                                                                                                             | CUSIP: 12770RAA1<br>LEI: 549300V3UCT773B1KR38 | Long             | DBT              | CORP              | US        |   1960000 | NS      | $1918655.88   | 0.38%             | 2025-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                                            | CNR 8.75 08/01/28 144A                                                                                                                                | CUSIP: 13323NAA0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    375000 | NS      | $344111.25    | 0.07%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                      | ACI 4.875 02/15/30 144A                                                                                                                               | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   2705000 | NS      | $2414104.30   | 0.48%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics Inc                                                                  | HALO 1 08/15/28                                                                                                                                       | CUSIP: 40637HAE9<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |    192000 | NS      | $226200.00    | 0.04%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| IMAX Corporation                                                                           | IMAX 0.5 04/01/26                                                                                                                                     | CUSIP: 45245EAJ8<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | DBT              | CORP              | CA        |    890000 | NS      | $750636.61    | 0.15%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                          | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL2937516<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    995273 | NS      | $952227.56    | 0.19%             | 2026-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                                                  | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3190818<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267955 | NS      | $260084.30    | 0.05%             | 2026-10-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                                               | Antero Resources Corporation COM                                                                                                                      | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     32575 | NS      | $1009499.25   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                                                                  | APA 4.375 10/15/28                                                                                                                                    | CUSIP: 037411BE4<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   1045000 | NS      | $940563.62    | 0.19%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp.                         | LADR 5.25 10/01/25 144A                                                                                                                               | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | NS      | $103349.48    | 0.02%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                           | NRG 3.875 02/15/32 144A                                                                                                                               | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1365000 | NS      | $1025183.25   | 0.20%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Builders Firstsource, Inc.                                                                 | BLDR 4.25 02/01/32 144A                                                                                                                               | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    915000 | NS      | $741815.94    | 0.15%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BWAY Holding Co.                                                                           | BWY 5.5 04/15/24 144A                                                                                                                                 | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    215000 | NS      | $209054.64    | 0.04%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                                    | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3388651<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    403878 | NS      | $383684.24    | 0.08%             | 2026-05-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                                            | S 7.875 09/15/23                                                                                                                                      | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    845000 | NS      | $856818.17    | 0.17%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                                  | SQ 0.125 03/01/25                                                                                                                                     | CUSIP: 852234AF0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    547000 | NS      | $520333.75    | 0.10%             | 2025-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                               | THC 4.875 01/01/26 144A                                                                                                                               | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1230000 | NS      | $1163140.57   | 0.23%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Company                                                                   | CPE 7.5 06/15/30 144A                                                                                                                                 | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |   2775000 | NS      | $2539125.00   | 0.50%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Calpine Corporation                                                                        | CPN 4.5 02/15/28 144A                                                                                                                                 | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1890000 | NS      | $1685838.80   | 0.33%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L P                                                               | CQP 4 03/01/31                                                                                                                                        | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    760000 | NS      | $647033.60    | 0.13%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DCP Midstream, LLC                                                                         | DCP 6.75 09/15/37                                                                                                                                     | CUSIP: 23311RAA4<br>LEI: VQOHU6HCVU6YY1KUKU03 | Long             | DBT              | CORP              | US        |   1170000 | NS      | $1179346.25   | 0.23%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                            | EQT 7 02/01/30                                                                                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1710000 | NS      | $1773475.20   | 0.35%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Herens Holdco Sarl                                                                         | LNZING 4.75 05/15/28 144A                                                                                                                             | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |   1010000 | NS      | $754884.10    | 0.15%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.                                                             | IRWD 1.5 06/15/26                                                                                                                                     | CUSIP: 46333XAH1<br>LEI: 549300PC8MR6QHH6P296 | Long             | DBT              | CORP              | US        |    928000 | NS      | $1012100.02   | 0.20%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                                   | LW 4.125 01/31/30 144A                                                                                                                                | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    975000 | NS      | $861120.00    | 0.17%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                            | LYV 5.625 03/15/26 144A                                                                                                                               | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    985000 | NS      | $931503.22    | 0.18%             | 2026-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NCR Corporation                                                                            | NCR 5.125 04/15/29 144A                                                                                                                               | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   1835000 | NS      | $1534653.06   | 0.30%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                         | NWL 4.2 04/01/26                                                                                                                                      | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   2260000 | NS      | $2126197.31   | 0.42%             | 2026-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corporation                                                             | PDCN 6.875 01/15/29 144A                                                                                                                              | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    105000 | NS      | $97755.71     | 0.02%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Solaredge Technologies Inc                                                                 | SEDG 0 09/15/25                                                                                                                                       | CUSIP: 83417MAD6<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | US        |    699000 | NS      | $867808.50    | 0.17%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| TransDigm, Inc.                                                                            | TDG 4.875 05/01/29                                                                                                                                    | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2775000 | NS      | $2420493.75   | 0.48%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance PLC                                                                   | VMED 5 07/15/30 144A                                                                                                                                  | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |   1435000 | NS      | $1150956.10   | 0.23%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance Llc / Wynn Resorts Capital Corp                                       | WYNFIN 7.75 04/15/25 144A                                                                                                                             | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | NS      | $114362.49    | 0.02%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems, LLC                                                                | AXTA 3.375 02/15/29 144A                                                                                                                              | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    990000 | NS      | $816913.52    | 0.16%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| BMC Software                                                                               | BMC Software Term Loan B 375 2025-10-01                                                                                                               | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    939475 | NS      | $897198.21    | 0.18%             | 2025-10-01      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                                 | CDWC 3.25 02/15/29                                                                                                                                    | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1065000 | NS      | $907049.85    | 0.18%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                                        | CPN 4.625 02/01/29 144A                                                                                                                               | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    470000 | NS      | $403285.34    | 0.08%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                       | CCL 10.5 02/01/26 144A                                                                                                                                | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1070000 | NS      | $1075093.20   | 0.21%             | 2026-02-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Carriage Services, Inc.                                                                    | CSV 4.25 05/15/29 144A                                                                                                                                | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | NS      | $794098.15    | 0.16%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc New                                                     | CCO 5.125 08/15/27 144A                                                                                                                               | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1935000 | NS      | $1676677.50   | 0.33%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                                                   | CRWD 3 02/15/29                                                                                                                                       | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |   2010000 | NS      | $1695967.45   | 0.34%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                                                                | DDOG 0.125 06/15/25                                                                                                                                   | CUSIP: 23804LAB9<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |    579000 | NS      | $631833.75    | 0.13%             | 2025-06-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DigitalOcean Holdings Inc                                                                  | DOCN 0 12/01/26                                                                                                                                       | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |    540000 | NS      | $403650.00    | 0.08%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                      | FCX 5.45 03/15/43                                                                                                                                     | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1550000 | NS      | $1398162.00   | 0.28%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                           | GWCN 4.625 02/15/27 144A                                                                                                                              | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1295000 | NS      | $1143459.10   | 0.23%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GoEasy Limited                                                                             | GSYCN 5.375 12/01/24 144A                                                                                                                             | CUSIP: 380355AD9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    130000 | NS      | $124709.00    | 0.02%             | 2024-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                   | HCA 5.625 09/01/28                                                                                                                                    | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    630000 | NS      | $626429.34    | 0.12%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                                       | HWM 3 01/15/29                                                                                                                                        | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1710000 | NS      | $1453500.00   | 0.29%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                                   | IHRT 8.375 05/01/27                                                                                                                                   | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       252 | NS      | $214.31       | 0.00%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Imola Merger Corp.                                                                         | IM 4.75 05/15/29 144A                                                                                                                                 | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |   2500000 | NS      | $2169033.96   | 0.43%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ingevity Corporation                                                                       | NGVT 3.875 11/01/28 144A                                                                                                                              | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    700000 | NS      | $601905.63    | 0.12%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| John Bean Technologies Corp.                                                               | JBT 0.25 05/15/26                                                                                                                                     | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |   1043000 | NS      | $895415.50    | 0.18%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Levi Strauss & Co.                                                                         | LEVI 3.5 03/01/31 144A                                                                                                                                | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |   2190000 | NS      | $1738181.10   | 0.34%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC & MIWD Finance Corp.                                                    | MIWIDO 5.5 02/01/30 144A                                                                                                                              | CUSIP: 55337PAA0<br>LEI: 254900X3SPV5RVFJEY72 | Long             | DBT              | CORP              | US        |    495000 | NS      | $394094.30    | 0.08%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Masonite International Corporation                                                         | DOOR 3.5 02/15/30 144A                                                                                                                                | CUSIP: 575385AE9<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |   1440000 | NS      | $1164853.64   | 0.23%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| YUM Brands Inc                                                                             | YUM 5.375 04/01/32                                                                                                                                    | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    305000 | NS      | $282506.25    | 0.06%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| ASURION LLC                                                                                | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3547827<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    403835 | NS      | $399796.24    | 0.08%             | 2027-07-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                        | HNDLIN 4.75 01/30/30 144A                                                                                                                             | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    740000 | NS      | $656058.11    | 0.13%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment Inc                                                                     | PENN 5.625 01/15/27 144A                                                                                                                              | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1245000 | NS      | $1128891.30   | 0.22%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Company                                                          | PXD 0.25 05/15/25                                                                                                                                     | CUSIP: 723787AP2<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    620000 | NS      | $1445840.00   | 0.29%             | 2025-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Rockcliff Energy II LLC                                                                    | RCKENE 5.5 10/15/29 144A                                                                                                                              | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   2235000 | NS      | $2044913.25   | 0.41%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                                                                               | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3549963<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2340899 | NS      | $2289692.07   | 0.45%             | 2028-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Sabre Corporation                                                                          | Sabre Corporation 6.50% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK                                                                                | CUSIP: 78573M203<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EP               | CORP              | US        |      9052 | NS      | $759191.24    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Sofi Technologies Inc                                                                      | SOFI 0 10/15/26                                                                                                                                       | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |   1020629 | NS      | $698620.55    | 0.14%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Buildings Solutions Inc.                                                          | BMCAUS 3.375 01/15/31 144A                                                                                                                            | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    590000 | NS      | $443976.95    | 0.09%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                               | THC 5.125 11/01/27 144A                                                                                                                               | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1855000 | NS      | $1725595.10   | 0.34%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Urban One Inc                                                                              | UONE 7.375 02/01/28 144A                                                                                                                              | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |   1310000 | NS      | $1107356.10   | 0.22%             | 2028-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| YUM Brands Inc                                                                             | YUM 3.625 03/15/31                                                                                                                                    | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    195000 | NS      | $163507.50    | 0.03%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp / Atlas Luxco 4 SARL           | UNSEAM 4.625 06/01/28 144A                                                                                                                            | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   1205000 | NS      | $995245.65    | 0.20%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Community Health Systems Incorporated                                                      | CYH 6 01/15/29 144A                                                                                                                                   | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2415000 | NS      | $2020099.20   | 0.40%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                              | F 4 11/13/30                                                                                                                                          | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   8410000 | NS      | $6903264.40   | 1.37%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                           | OXY 6.125 01/01/31                                                                                                                                    | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1385000 | NS      | $1397727.63   | 0.28%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Petsmart Inc / Petsmart Financial Corporation                                              | PETM 4.75 02/15/28 144A                                                                                                                               | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | NS      | $452753.50    | 0.09%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                                                          | TEX 5 05/15/29 144A                                                                                                                                   | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    905000 | NS      | $813368.75    | 0.16%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                                        | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3622240<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2426539 | NS      | $2328465.82   | 0.46%             | 2025-11-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| The AES Corporation                                                                        | AES 6.875 02/15/24                                                                                                                                    | CUSIP: 00130H204<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     11878 | NS      | $1213218.92   | 0.24%             | 2024-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bill Com Holdings Inc                                                                      | BILL 0 04/01/27                                                                                                                                       | CUSIP: 090043AD2<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |    627000 | NS      | $495643.50    | 0.10%             | 2027-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                                                   | DISH 0 12/15/25                                                                                                                                       | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    699000 | NS      | $445962.00    | 0.09%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                                      | BBWI 7.5 06/15/29                                                                                                                                     | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    885000 | NS      | $873672.00    | 0.17%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Macys Retail Holdings LLC                                                                  | M 6.125 03/15/32 144A                                                                                                                                 | CUSIP: 55617LAR3<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |    440000 | NS      | $369833.20    | 0.07%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                                  | SQ 3.5 06/01/31                                                                                                                                       | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1545000 | NS      | $1232794.14   | 0.24%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| AG Issuer LLC                                                                              | ADVGRO 6.25 03/01/28 144A                                                                                                                             | CUSIP: 00119LAA9<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    345000 | NS      | $317039.63    | 0.06%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corporation                                                                    | BYD 4.75 12/01/27                                                                                                                                     | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    635000 | NS      | $591426.30    | 0.12%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Tenet Healthcare Corporation                                                               | THC 4.25 06/01/29 144A                                                                                                                                | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3010000 | NS      | $2607563.00   | 0.52%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tripadvisor Inc                                                                            | TRIP 7 07/15/25 144A                                                                                                                                  | CUSIP: 896945AA0<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |   1335000 | NS      | $1319026.55   | 0.26%             | 2025-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                               | B 0 01/17/23                                                                                                                                          | CUSIP: 912796ZK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    959000 | NS      | $957234.20    | 0.19%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Univision Commmunications Inc.                                                             | UVN 7.375 06/30/30 144A                                                                                                                               | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    595000 | NS      | $568641.50    | 0.11%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Wayfair Inc                                                                                | W 0.625 10/01/25                                                                                                                                      | CUSIP: 94419LAM3<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    663000 | NS      | $428629.50    | 0.09%             | 2025-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| YUM Brands Inc                                                                             | YUM 4.75 01/15/30 144A                                                                                                                                | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   2115000 | NS      | $1940512.50   | 0.39%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Compass Minerals International Inc.                                                        | CMP 4.875 07/15/24 144A                                                                                                                               | CUSIP: 20451NAE1<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    235000 | NS      | $225893.75    | 0.04%             | 2024-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DexCom Inc                                                                                 | DXCM 0.25 11/15/25                                                                                                                                    | CUSIP: 252131AK3<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |   1647000 | NS      | $1791112.50   | 0.36%             | 2025-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| Aptiv PLC                                                                                  | Aptiv PLC 5.5% MANDATORY CNV PFD SHS SER A                                                                                                            | CUSIP: G6095L117<br>LEI: N/A                  | Long             | EP               | CORP              | JE        |      5026 | NS      | $539635.19    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation                            | IEP 4.375 02/01/29                                                                                                                                    | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    195000 | NS      | $164901.75    | 0.03%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                                      | NLSN 9.29 04/15/29 144A                                                                                                                               | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   1690000 | NS      | $1592825.00   | 0.32%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: —       |
| Standard Buildings Solutions Inc.                                                          | BMCAUS 5 02/15/27 144A                                                                                                                                | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    870000 | NS      | $802777.76    | 0.16%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 3D Systems Corporation                                                                     | DDD 0 11/15/26                                                                                                                                        | CUSIP: 88554DAD8<br>LEI: 5493003HHDOCCW4OP744 | Long             | DBT              | CORP              | US        |    822000 | NS      | $560604.00    | 0.11%             | 2026-11-15      | Fixed         | 12.03%                | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                      | UBER 0 12/15/25                                                                                                                                       | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1319000 | NS      | $1110936.17   | 0.22%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| GENON ENERGRY INC                                                                          | COMMON STOCK                                                                                                                                          | CUSIP: 939CER907<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       338 | NS      | $56480.54     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Zoominfo Technologies Llc /Zoominfo Financial Corporation                                  | ZMINFO 3.875 02/01/29 144A                                                                                                                            | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3135000 | NS      | $2634598.89   | 0.52%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORP                                                                      | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3754035<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138600 | NS      | $135852.81    | 0.03%             | 2025-03-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                                | Bank of America Corporation 7.25% NON-CUMULATIVE PERPETUAL CONVERTIBLE PREFERRED STOCK SERIES L                                                       | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      1676 | NS      | $1944160.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands, Inc.                                                                      | SPB 5 10/01/29 144A                                                                                                                                   | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    965000 | NS      | $835136.33    | 0.17%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance PLC / Ardagh Metal Packaging Finance USA LLC                | AMPBEV 3.25 09/01/28 144A                                                                                                                             | CUSIP: 03969YAA6<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | IE        |    275000 | NS      | $233597.42    | 0.05%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| IHEARTCOMMUNICATIONS INC                                                                   | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: 1845029G9<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    146371 | NS      | $133838.04    | 0.03%             | 2026-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                     | GFLCN 3.5 09/01/28 144A                                                                                                                               | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    670000 | NS      | $589038.88    | 0.12%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intelligent Packaging Limited Finco Inc / Intelligent Packaging Limited Co-Issuer LLC      | IPLPCN 6 09/15/28 144A                                                                                                                                | CUSIP: 45827MAA5<br>LEI: 549300D73EZIFX49H897 | Long             | DBT              | CORP              | CA        |    630000 | NS      | $507761.38    | 0.10%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Inc                                                                | AEP 6.125 08/15/23                                                                                                                                    | CUSIP: 02557T307<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      9490 | NS      | $492720.80    | 0.10%             | 2023-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Beacon Roofing Supply, Inc.                                                                | BECN 4.5 11/15/26 144A                                                                                                                                | CUSIP: 073685AF6<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    225000 | NS      | $210167.63    | 0.04%             | 2026-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Hubspot Inc                                                                                | HUBS 0.375 06/01/25                                                                                                                                   | CUSIP: 443573AD2<br>LEI: 529900BLNVEW0MVKJB37 | Long             | DBT              | CORP              | US        |    332000 | NS      | $409024.00    | 0.08%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                                   | LW 4.875 05/15/28 144A                                                                                                                                | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    975000 | NS      | $923812.50    | 0.18%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Patrick Inds Inc                                                                           | PATK 1.75 12/01/28                                                                                                                                    | CUSIP: 703343AF0<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    671000 | NS      | $543510.00    | 0.11%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                      | RCL 9.25 01/15/29 144a                                                                                                                                | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    230000 | NS      | $236348.00    | 0.05%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                    | LVLT 4.25 07/01/28 144A                                                                                                                               | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1570000 | NS      | $1236689.00   | 0.25%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MongoDB Inc.                                                                               | MDB 0.25 01/15/26                                                                                                                                     | CUSIP: 60937PAD8<br>LEI: 549300TPTG69WKWE1Z37 | Long             | DBT              | CORP              | US        |    581000 | NS      | $681222.50    | 0.14%             | 2026-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                                         | CHRD 6.375 06/01/26 144A                                                                                                                              | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   1965000 | NS      | $1913772.45   | 0.38%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ringcentral Inc                                                                            | RNG 0 03/01/25                                                                                                                                        | CUSIP: 76680RAF4<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    959000 | NS      | $823541.25    | 0.16%             | 2025-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                                          | SCI 7.5 04/01/27                                                                                                                                      | CUSIP: 817565BT0<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    290000 | NS      | $295454.53    | 0.06%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings Llc                                                                   | GRA 5.625 10/01/24 144a                                                                                                                               | CUSIP: 92943GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | NS      | $1063800.00   | 0.21%             | 2024-10-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NOURYON USA LLC                                                                            | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3286665<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    461162 | NS      | $454014.27    | 0.09%             | 2025-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                                  | APA 5.1 09/01/40                                                                                                                                      | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   1095000 | NS      | $907440.19    | 0.18%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                              | F 5.125 06/16/25                                                                                                                                      | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $961341.60    | 0.19%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Jazz Investments I LTD                                                                     | JAZZ 2 06/15/26                                                                                                                                       | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    634000 | NS      | $753667.50    | 0.15%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                                             | JELD 4.875 12/15/27 144A                                                                                                                              | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    700000 | NS      | $526869.00    | 0.10%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Netflix, Inc.                                                                              | NFLX 5.875 02/15/25                                                                                                                                   | CUSIP: 64110LAL0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     45000 | NS      | $45567.00     | 0.01%             | 2025-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Owens & Minor Inc                                                                          | OMI 4.5 03/31/29 144A                                                                                                                                 | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |   1175000 | NS      | $936827.50    | 0.19%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Pacific Gas and Electric Company                                                           | PCG 2.95 03/01/26                                                                                                                                     | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    185000 | NS      | $169552.62    | 0.03%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                                         | MTN 0 01/01/26                                                                                                                                        | CUSIP: 91879QAN9<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   1213000 | NS      | $1125057.50   | 0.22%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND BC BV                                                                              | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3706894<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    292050 | NS      | $281974.28    | 0.06%             | 2026-03-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                                        | CPN 5 02/01/31 144A                                                                                                                                   | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    155000 | NS      | $130030.10    | 0.03%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                        | CNC 4.625 12/15/29                                                                                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    925000 | NS      | $845298.14    | 0.17%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd/ American Airlines Inc                                           | AAL 5.75 04/20/29 144A                                                                                                                                | CUSIP: 00253XAB7<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | KY        |    405000 | NS      | $370152.12    | 0.07%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brand Energy & Infrastructure                                                              | Brand Energy & Infrastructure Term Loan B 425 2024-05-29                                                                                              | CUSIP: 10524MAN7<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |   2226978 | NS      | $2009290.58   | 0.40%             | 2024-05-29      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                          | CSCHLD 5.375 02/01/28 144A                                                                                                                            | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2660000 | NS      | $2144625.00   | 0.43%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                                             | CRL 4 03/15/31 144A                                                                                                                                   | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   1180000 | NS      | $1020700.00   | 0.20%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                                                   | DISH 3.375 08/15/26                                                                                                                                   | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    696000 | NS      | $436044.00    | 0.09%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corporation                                                                 | EXAS 0.375 03/01/28                                                                                                                                   | CUSIP: 30063PAC9<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   1425000 | NS      | $1116915.00   | 0.22%             | 2028-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage LLC                                                                    | NSM 5.75 11/15/31 144A                                                                                                                                | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1170000 | NS      | $909675.00    | 0.18%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nextera Energy Inc                                                                         | NEE 5.279 03/01/23                                                                                                                                    | CUSIP: 65339F770<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46404 | NS      | $2346186.24   | 0.47%             | 2023-03-01      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                                    | ST 5.875 09/01/30 144A                                                                                                                                | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    280000 | NS      | $265363.10    | 0.05%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                                     | LUV 1.25 05/01/25                                                                                                                                     | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1542000 | NS      | $1851942.00   | 0.37%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN AIRLINES INC                                                                      | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3570811<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | NS      | $1192950.01   | 0.24%             | 2028-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fiverr International Ltd                                                                   | FVRR 0 11/01/25                                                                                                                                       | CUSIP: 33835LAA3<br>LEI: 549300Z8OREY6THCPF67 | Long             | DBT              | CORP              | IL        |    756000 | NS      | $609662.95    | 0.12%             | 2025-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spotify USA Inc                                                                            | SPOT 0 03/15/26                                                                                                                                       | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | NS      | $615825.00    | 0.12%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                           | ABCSUP 3.875 11/15/29 144A                                                                                                                            | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    835000 | NS      | $682570.75    | 0.14%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                                     | LUMN 4.5 01/15/29 144A                                                                                                                                | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   1050000 | NS      | $724722.49    | 0.14%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Comstock Resources, Inc.                                                                   | CRK 6.75 03/01/29 144A                                                                                                                                | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1020000 | NS      | $920550.00    | 0.18%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Enlink Midstream LLC                                                                       | ENLC 5.625 01/15/28 144A                                                                                                                              | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |   2110000 | NS      | $2009771.35   | 0.40%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                    | LVLT 4.625 09/15/27 144A                                                                                                                              | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    770000 | NS      | $641025.00    | 0.13%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                            | SABHLD 9.25 04/15/25 144A                                                                                                                             | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1240000 | NS      | $1235197.43   | 0.25%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Sarepta Therapeutics Inc                                                                   | SRPT 1.25 09/15/27                                                                                                                                    | CUSIP: 803607AC4<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |    368000 | NS      | $424120.00    | 0.08%             | 2027-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                                 | S 6.875 11/15/28                                                                                                                                      | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   2760000 | NS      | $2864714.40   | 0.57%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                     | UAL 4.375 04/15/26 144a                                                                                                                               | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    170000 | NS      | $157577.42    | 0.03%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                                                            | CORPORATE TERM LOAN                                                                                                                                   | CUSIP: BL3761766<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2418213 | NS      | $2009131.48   | 0.40%             | 2028-11-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                      | ACI 7.5 03/15/26 144A                                                                                                                                 | CUSIP: 013092AA9<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    390000 | NS      | $398244.53    | 0.08%             | 2026-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                                | BHCCN 14 10/15/30 144A                                                                                                                                | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     72000 | NS      | $42742.55     | 0.01%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Endeavor Energy Resources LP and EER Finance Inc.                                          | ENDENR 5.75 01/30/28 144A                                                                                                                             | CUSIP: 29260FAE0<br>LEI: 549300WY5QI80P9WHD46 | Long             | DBT              | CORP              | US        |   3345000 | NS      | $3202904.40   | 0.64%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Everi Holdings Inc                                                                         | EVRI 5 07/15/29 144A                                                                                                                                  | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    860000 | NS      | $738711.24    | 0.15%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics Inc                                                                  | HALO 0.25 03/01/27                                                                                                                                    | CUSIP: 40637HAD1<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |    852000 | NS      | $824842.52    | 0.16%             | 2027-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| Centerfield Media Parent Inc                                                               | CFIELD 6.625 08/01/26 144A                                                                                                                            | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | NS      | $208016.62    | 0.04%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| The Scotts Miracle-Gro Company                                                             | SMG 4.375 02/01/32                                                                                                                                    | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   1700000 | NS      | $1281289.76   | 0.25%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Snap Inc                                                                                   | SNAP 0 05/01/27                                                                                                                                       | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1396000 | NS      | $975106.00    | 0.19%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc. / Central Merger Sub Inc.                                              | CDK 7.25 06/15/29 144A                                                                                                                                | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | NS      | $625997.98    | 0.12%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Energy Transfer LP                                                                         | ET V6.625 PERP B                                                                                                                                      | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2120000 | NS      | $1574100.00   | 0.31%             | 2500-12-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Parent Inc                                                         | FYBR 5.875 10/15/27 144A                                                                                                                              | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2290000 | NS      | $2126425.30   | 0.42%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co., Pizza Hut Holdings, LLC Taco Bell of America LLC                          | YUM 4.75 06/01/27 144A                                                                                                                                | CUSIP: 48250NAC9<br>LEI: 549300G2LG4YUB3MM115 | Long             | DBT              | CORP              | US        |    115000 | NS      | $110400.00    | 0.02%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                                          | SCI 4 05/15/31                                                                                                                                        | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   2110000 | NS      | $1777096.42   | 0.35%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                     | UAL 4.625 04/15/29 144A                                                                                                                               | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    375000 | NS      | $326510.89    | 0.06%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CBS Radio (Entercom)                                                                       | CBS Radio (Entercom) Term Loan B-2 250 2024-11-01                                                                                                     | CUSIP: 12506KAE9<br>LEI: 549300S5JUSXRHNCHD80 | Long             | LON              | CORP              | US        |    715000 | NS      | $504075.00    | 0.10%             | 2024-11-01      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-17

**Name of Applicant:** GREAT-WEST FUNDS INC

**Signature:** /s/Kelly New

**Name of Signer:** Kelly New

**Title:** Treasurer, Great-West Funds, Inc.