# EDGAR Filing Document

**Accession Number:** 0001018593
**File Stem:** 0001752724-23-046105
**Filing Date:** 2023-2
**Character Count:** 91415
**Document Hash:** 0a15da2d4397b89085c66d1caf0e376e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046105.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046105

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VIRTUS ASSET TRUST
- **CENTRAL INDEX KEY:** 0001018593
- **IRS NUMBER:** 956981193
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07705
- **FILM NUMBER:** 23681946

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STREET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** (800) 243-4361

**MAIL ADDRESS:**
- **STREET 1:** ONE FINANCIAL PLAZA
- **STREET 2:** 26TH FLOOR
- **CITY:** HARTFORD
- **STATE:** CT
- **ZIP:** 06103

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PHOENIX ASSET TRUST
- **DATE OF NAME CHANGE:** 20060523

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PHOENIX-KAYNE FUNDS
- **DATE OF NAME CHANGE:** 20021223

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** KAYNE ANDERSON RUDNICK MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20010226

## Series and Classes Contracts Data

### Virtus Seix High Income Fund (Series ID: S000057024)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000181163 | Class A      | SAHIX           |
| C000181164 | Class I      | STHTX           |
| C000181165 | Class R6     | STHZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Virtus Asset Trust

- **b. Investment Company Act file number:** 811-07705

- **c. CIK number of Registrant:** 0001018593

- **d. LEI of Registrant:** 5493001887IYOL1CRU72

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

  - **Street Address 1:** 101 Munson Street

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301-9668

  - **Telephone number:** 800-263-4790

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

- **a. Name of Series:** Virtus Seix High Income Fund

- **b. EDGAR series identifier (if any):** S000057024

- **c. LEI of Series:** 5493003O6KUNBVKBLW51

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $140930406.55

**Total Liabilities:** $2861645.10

**Net Assets:** $138068761.45

**Cash Not Reported:** $0.01

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -1751.00000000 | **10-Year:** -1595.00000000 | **30-Year:** -2676.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -16315.00000000 | **10-Year:** -26843.00000000 | **30-Year:** -3866.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000181165 | 2.59%                | 2.18%                | -0.54%               |
| Class ID C000181164 | 2.58%                | 2.18%                | -0.55%               |
| Class ID C000181163 | -1.29%               | -1.68%               | -4.30%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-681930.85              | $3682917.15                                |
| Month 2  | $-568123.42              | $2906544.53                                |
| Month 3  | $-357117.71              | $-1123403.12                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MICHAELS COS INC/THE                                       | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    535000 | PA      | $357470.03    | 0.26%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                    | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $832425.00    | 0.60%             | 2025-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DOMTAR CORP                                                | Domtar Corp                                                                      | CUSIP: 70478JAA2<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | DBT              | CORP              | US        |    463000 | PA      | $405404.68    | 0.29%             | 2028-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                    | United Rentals North America Inc                                                 | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238500.00    | 0.17%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                   | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $358921.20    | 0.26%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                              | TransDigm Inc                                                                    | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2144963.25   | 1.55%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                    | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    190000 | PA      | $153843.18    | 0.11%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FOOT LOCKER INC                                            | Foot Locker Inc                                                                  | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $825770.93    | 0.60%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                        | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    750000 | PA      | $603750.00    | 0.44%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                                   | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp               | CUSIP: 559665AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2145600.00   | 1.55%             | 2026-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                              | FirstCash Inc                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    561000 | PA      | $499326.48    | 0.36%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $331569.51    | 0.24%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                   | Turning Point Brands Inc                                                         | CUSIP: 90041LAF2<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1009136.61   | 0.73%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                   | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $380370.27    | 0.28%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                         | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    520000 | PA      | $468379.60    | 0.34%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                     | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57898.50     | 0.04%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ROCC HOLDINGS LLC                                          | ROCC Holdings LLC                                                                | CUSIP: 70789PAA2<br>LEI: 6XOCUKRR0UU0LF5P1W14 | Long             | DBT              | CORP              | US        |    555000 | PA      | $552558.29    | 0.40%             | 2026-08-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                       | MGIC INVESTMENT CORP                                                             | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    430000 | PA      | $396496.57    | 0.29%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                                       | Warrior Met Coal Inc                                                             | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |    241000 | PA      | $237020.53    | 0.17%             | 2028-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                      | Scripps Escrow II Inc                                                            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $348656.41    | 0.25%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| ALTICE FRANCE SA                                           | Altice France SA/France                                                          | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    850000 | PA      | $774248.00    | 0.56%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    368000 | PA      | $331852.86    | 0.24%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                      | Time Warner Cable LLC                                                            | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    309000 | PA      | $292624.26    | 0.21%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                        | Station Casinos LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2051740.95   | 1.49%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                  | Block Inc                                                                        | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    800000 | PA      | $714720.00    | 0.52%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                               | Centene Corp                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    745000 | PA      | $698708.09    | 0.51%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                        | Travel + Leisure Co                                                              | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    800000 | PA      | $782609.33    | 0.57%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                   | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAF3<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    640000 | PA      | $557300.35    | 0.40%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                               | SM Energy Co                                                                     | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    390000 | PA      | $375655.80    | 0.27%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                       | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    935000 | PA      | $660974.24    | 0.48%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VICTORS MERGER CORP                                        | Victors Merger Corp                                                              | CUSIP: 92641PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $297000.00    | 0.22%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                      | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $682122.00    | 0.49%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                       | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    335000 | PA      | $336772.15    | 0.24%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BLUELINX HOLDING                                           | BlueLinx Holdings Inc                                                            | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |    495000 | PA      | $410850.00    | 0.30%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                      | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    929000 | PA      | $775815.88    | 0.56%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                         | Rithm Capital Corp                                                               | CUSIP: 64828TAA0<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |    795000 | PA      | $713353.22    | 0.52%             | 2025-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGEMENT                         | DREYFUS GOVERNMENT CASH MANAGEMENT                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1835030 | NS      | $1835030.02   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CALLON PETROLEUM                                           | Callon Petroleum Co                                                              | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    355000 | PA      | $338415.74    | 0.25%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                                      | CDI Escrow Issuer Inc                                                            | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1066750.66   | 0.77%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $542388.43    | 0.39%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                   | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   1029000 | PA      | $988157.16    | 0.72%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                        | AssuredPartners Inc                                                              | CUSIP: 04624VAA7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    670000 | PA      | $647945.56    | 0.47%             | 2025-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                                   | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $490200.00    | 0.36%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN PONTUS LTD                                      | Transocean Pontus Ltd                                                            | CUSIP: 89382PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    419440 | PA      | $410951.92    | 0.30%             | 2025-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                   | Patterson-UTI Energy Inc                                                         | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1281665.18   | 0.93%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                                     | Brundage-Bone Concrete Pumping Holdings Inc                                      | CUSIP: 66981QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $542429.35    | 0.39%             | 2026-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings, LLC                                 | Mileage Plus Holdings LLC                                                        | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1215000 | PA      | $1248108.75   | 0.90%             | 2027-06-21      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                   | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1344361.54   | 0.97%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                   | Altice France Holding SA                                                         | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    560000 | PA      | $427000.00    | 0.31%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                   | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $691944.74    | 0.50%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                                    | Liberty Interactive LLC                                                          | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |    550000 | PA      | $250250.00    | 0.18%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SYLVAMO CORP                                               | Sylvamo Corp                                                                     | CUSIP: 87133LAA8<br>LEI: 5493001AOYU1ZOWOC971 | Long             | DBT              | CORP              | US        |    884000 | PA      | $841404.04    | 0.61%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                   | EQM Midstream Partners LP                                                        | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1267000 | PA      | $1210935.25   | 0.88%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                   | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd        | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    684000 | PA      | $680034.07    | 0.49%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                    | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    716000 | PA      | $602335.00    | 0.44%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLOOMIN' BRANDS INC/OSI                                    | Bloomin' Brands Inc / OSI Restaurant Partners LLC                                | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $550920.50    | 0.40%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                              | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1015000 | PA      | $827641.15    | 0.60%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                   | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1501000 | PA      | $1358405.00   | 0.98%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                               | SM Energy Co                                                                     | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    581000 | PA      | $557045.37    | 0.40%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                          | Iliad Holding SASU                                                               | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    515000 | PA      | $465451.88    | 0.34%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                   | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $385454.09    | 0.28%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                      | Nabors Industries Inc                                                            | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    420000 | PA      | $406851.79    | 0.29%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                           | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1066837.50   | 0.77%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                                   | Installed Building Products Inc                                                  | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1362205.66   | 0.99%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                      | Tenet Healthcare Corp                                                            | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    895000 | PA      | $774680.68    | 0.56%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LSF11 A5 HOLDCO LLC                                        | LSF11 A5 HoldCo LLC                                                              | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |    445000 | PA      | $367619.50    | 0.27%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                              | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $357287.50    | 0.26%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                         | Forestar Group Inc                                                               | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    920000 | PA      | $806555.25    | 0.58%             | 2026-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $472154.80    | 0.34%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                                      | Shea Homes LP / Shea Homes Funding Corp                                          | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $698614.00    | 0.51%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                    | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $277707.92    | 0.20%             | 2042-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                      | NABORS INDUSTRIES INC                                                            | CUSIP: 62957HAF2<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    230000 | PA      | $219330.30    | 0.16%             | 2025-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                    | Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC                       | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $556000.00    | 0.40%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                      | American Airlines Inc                                                            | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    610000 | PA      | $654285.54    | 0.47%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                      | Tenet Healthcare Corp                                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    870000 | PA      | $778928.40    | 0.56%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                       | Talos Production Inc                                                             | CUSIP: 87485LAC8<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    673000 | PA      | $707770.55    | 0.51%             | 2026-01-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                          | Iliad Holding SASU                                                               | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    715000 | PA      | $663129.50    | 0.48%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                     | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $414751.92    | 0.30%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                      | CMG Media Corp                                                                   | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $639795.00    | 0.46%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                             | NRG Energy Inc                                                                   | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    327000 | PA      | $314945.46    | 0.23%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                             | ANGI Group LLC                                                                   | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $471223.98    | 0.34%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| LCPR SR SECURED FIN DAC                                    | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    390000 | PA      | $364650.00    | 0.26%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                     | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1364875.00   | 0.99%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                      | Uber Technologies Inc                                                            | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1828000 | PA      | $1829279.60   | 1.32%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                   | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    555000 | PA      | $500124.38    | 0.36%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                              | Synaptics Inc                                                                    | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    470000 | PA      | $395997.92    | 0.29%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                    | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    661000 | PA      | $555590.33    | 0.40%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                   | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1230150.45   | 0.89%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                   | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    665000 | PA      | $518766.50    | 0.38%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN PHOENIX 2 LTD                                   | Transocean Phoenix 2 Ltd                                                         | CUSIP: 893828AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    426000 | PA      | $421740.00    | 0.31%             | 2024-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                       | Chart Industries Inc                                                             | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287170.80    | 0.21%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                    | Standard Industries Inc/NJ                                                       | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1730124.49   | 1.25%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIGNAL PARENT INC                                          | Signal Parent Inc                                                                | CUSIP: 82666QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $240281.25    | 0.17%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                  | Crocs Inc                                                                        | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    815000 | PA      | $690386.50    | 0.50%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL                                           | Midcap Financial Issuer Trust                                                    | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $449461.20    | 0.33%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                                    | Precision Drilling Corp                                                          | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $316542.30    | 0.23%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                      | Civitas Resources Inc                                                            | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $941683.39    | 0.68%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                   | California Resources Corp                                                        | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    875000 | PA      | $840910.00    | 0.61%             | 2026-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                   | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $732364.71    | 0.53%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAREDO PETROLEUM INC                                       | Laredo Petroleum Inc                                                             | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    430000 | PA      | $387036.08    | 0.28%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                                        | Callon Petroleum Co                                                              | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    555000 | PA      | $517285.42    | 0.37%             | 2026-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| US ACUTE CARE SOLUTIONS                                    | US Acute Care Solutions LLC                                                      | CUSIP: 90367UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $630070.73    | 0.46%             | 2026-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                          | DISH Network Corp                                                                | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    585000 | PA      | $366502.50    | 0.27%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                              | Carnival Corp                                                                    | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    445000 | PA      | $420525.00    | 0.30%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| QVC INC                                                    | QVC Inc                                                                          | CUSIP: 747262AW3<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $1102475.00   | 0.80%             | 2034-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                         | Mativ Holdings Inc                                                               | CUSIP: 808541AA4<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1279625.00   | 0.93%             | 2026-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                             | NRG Energy Inc                                                                   | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    445000 | PA      | $392819.30    | 0.28%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                               | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    495000 | PA      | $367537.50    | 0.27%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                     | Comstock Resources Inc                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    917000 | PA      | $788344.90    | 0.57%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC                                      | Manitowoc Co Inc/The                                                             | CUSIP: 563571AL2<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |    565000 | PA      | $529796.60    | 0.38%             | 2026-04-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                   | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    835000 | PA      | $792133.19    | 0.57%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AVIATION FIN                                    | Castlelake Aviation Finance DAC                                                  | CUSIP: 14856HAA6<br>LEI: 2138006F7SMD1COVC345 | Long             | DBT              | CORP              | IE        |    555000 | PA      | $482940.89    | 0.35%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                   | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $397291.95    | 0.29%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                           | MercadoLibre Inc                                                                 | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1275046.00   | 0.92%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                   | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $942217.50    | 0.68%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                     | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $697709.00    | 0.51%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TMS INTERNATIONAL CORP                                     | TMS International Corp/DE                                                        | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $847583.10    | 0.61%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                        | NCL Corp Ltd                                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1065000 | PA      | $922609.50    | 0.67%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                    | Park River Holdings Inc                                                          | CUSIP: 70082LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $277969.63    | 0.20%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                         | Enact Holdings Inc                                                               | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    731000 | PA      | $717374.16    | 0.52%             | 2025-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                 | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1403724.57   | 1.02%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                     | Match Group Holdings II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    735000 | PA      | $655223.10    | 0.47%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                     | Chesapeake Energy Corp                                                           | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    715000 | PA      | $689957.13    | 0.50%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                   | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1442000 | PA      | $1317219.85   | 0.95%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                       | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    765000 | PA      | $742031.88    | 0.54%             | 2027-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                 | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    740000 | PA      | $672179.00    | 0.49%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                        | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    735000 | PA      | $689270.51    | 0.50%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                              | FirstCash Inc                                                                    | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    509000 | PA      | $446882.02    | 0.32%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                       | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    725000 | PA      | $583284.74    | 0.42%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                   | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    927000 | PA      | $892237.50    | 0.65%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                   | Vistra Operations Co LLC                                                         | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1259000 | PA      | $1230949.48   | 0.89%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                   | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1427175.35   | 1.03%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                      | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    751000 | PA      | $671889.66    | 0.49%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN                                   | Triton Water Holdings Inc                                                        | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |    425000 | PA      | $340909.48    | 0.25%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM UK HOLDINGS                                      | TransDigm UK Holdings PLC                                                        | CUSIP: 89365DAB9<br>LEI: 549300JTYP71LZZSE903 | Long             | DBT              | CORP              | GB        |   1440000 | PA      | $1406179.66   | 1.02%             | 2026-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                     | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BK7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    920000 | PA      | $863523.76    | 0.63%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                            | Fair Isaac Corp                                                                  | CUSIP: 303250AE4<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44051.85     | 0.03%             | 2026-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                           | RADIAN GROUP INC                                                                 | CUSIP: 750236AU5<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    335000 | PA      | $323127.60    | 0.23%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                    | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    395000 | PA      | $290325.00    | 0.21%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                   | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $481600.00    | 0.35%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                      | Bath & Body Works Inc                                                            | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    480000 | PA      | $418800.29    | 0.30%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                   | Builders FirstSource Inc                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    870000 | PA      | $705333.19    | 0.51%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund | State Street Institutional US Government Money Market Fund                       | CUSIP: 857492649<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   2155418 | NS      | $2155418.33   | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES INC                                              | LGI Homes Inc                                                                    | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    513000 | PA      | $396356.54    | 0.29%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                        | Meritage Homes Corp                                                              | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    565000 | PA      | $479151.08    | 0.35%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                             | Hertz Corp/The                                                                   | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    790000 | PA      | $661625.00    | 0.48%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                           | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    530000 | PA      | $430545.50    | 0.31%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                           | Radian Group Inc                                                                 | CUSIP: 750236AX9<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    770000 | PA      | $759604.69    | 0.55%             | 2025-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                                      | Foundation Building Materials Inc                                                | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |    737000 | PA      | $551794.66    | 0.40%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                                    | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $365566.35    | 0.26%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                    | New Fortress Energy Inc                                                          | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2105000 | PA      | $1990909.00   | 1.44%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                    | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1285000 | PA      | $1267572.19   | 0.92%             | 2025-01-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                 | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    585000 | PA      | $525768.75    | 0.38%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENSIGN DRILLING INC                                        | Ensign Drilling Inc                                                              | CUSIP: 29359NAA3<br>LEI: 549300MJ7RLJKQNMN618 | Long             | DBT              | CORP              | CA        |    995000 | PA      | $940379.17    | 0.68%             | 2024-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES                                            | Thor Industries Inc                                                              | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |    515000 | PA      | $404369.54    | 0.29%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                         | Seagate HDD Cayman                                                               | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    857000 | PA      | $726633.19    | 0.53%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NECESS RETAIL/AFIN OP LP                                   | Necessity Retail REIT Inc/The / American Finance Operating Partner LP            | CUSIP: 02608AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $426300.00    | 0.31%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VECTOR GROUP LTD                                           | Vector Group Ltd                                                                 | CUSIP: 92240MBL1<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |    942000 | PA      | $816770.52    | 0.59%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                   | Vistra Operations Co LLC                                                         | CUSIP: 92840VAK8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48992.50     | 0.04%             | 2024-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUMMIT MID HLDS LLC / FI                                   | Summit Midstream Holdings LLC / Summit Midstream Finance Corp                    | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $461923.70    | 0.33%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                 | Elastic NV                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    815000 | PA      | $658275.50    | 0.48%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                      | Nabors Industries Inc                                                            | CUSIP: 62957HAH8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $1043875.63   | 0.76%             | 2025-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN PROTEUS LTD                                     | Transocean Proteus Ltd                                                           | CUSIP: 893829AA9<br>LEI: 5493000CTMQ2LH21VM89 | Long             | DBT              | CORP              | KY        |    564000 | PA      | $555581.38    | 0.40%             | 2024-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                      | Freedom Mortgage Corp                                                            | CUSIP: 35640YAF4<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $859149.38    | 0.62%             | 2026-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                        | Global Payments Inc                                                              | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $984552.68    | 0.71%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                              | Cable One Inc                                                                    | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $961276.81    | 0.70%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| EMERGENT BIOSOLUTIONS                                      | Emergent BioSolutions Inc                                                        | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    710000 | PA      | $352919.70    | 0.26%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1920064.20   | 1.39%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                         | Viking Cruises Ltd                                                               | CUSIP: 92676XAC1<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    755000 | PA      | $685162.50    | 0.50%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                   | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    665000 | PA      | $615125.00    | 0.45%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                        | AssuredPartners Inc                                                              | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    425000 | PA      | $349789.64    | 0.25%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SYNEOS HEALTH INC                                          | Syneos Health Inc                                                                | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |    440000 | PA      | $350391.80    | 0.25%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                    | New Fortress Energy Inc                                                          | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    785000 | PA      | $729029.50    | 0.53%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                   | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $377164.30    | 0.27%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                   | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    680000 | PA      | $567356.31    | 0.41%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                     | Patrick Industries Inc                                                           | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    345000 | PA      | $286350.00    | 0.21%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                   | United Wholesale Mortgage LLC                                                    | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1044719.06   | 0.76%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                   | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1425000 | PA      | $1370346.26   | 0.99%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                      | Bath & Body Works Inc                                                            | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    560000 | PA      | $492184.00    | 0.36%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                   | NCR Corp                                                                         | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    485000 | PA      | $405616.75    | 0.29%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                                        | New Home Co Inc/The                                                              | CUSIP: 645370AC1<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1397925.00   | 1.01%             | 2025-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                   | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $835815.30    | 0.61%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                   | Live Nation Entertainment Inc                                                    | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    775000 | PA      | $732908.62    | 0.53%             | 2026-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                        | Sirius XM Radio Inc                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    950000 | PA      | $826785.00    | 0.60%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                      | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    700000 | PA      | $555110.42    | 0.40%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    338000 | PA      | $344760.00    | 0.25%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                        | Gray Television Inc                                                              | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    390000 | PA      | $345848.10    | 0.25%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                     | Patrick Industries Inc                                                           | CUSIP: 703343AC7<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    510000 | PA      | $494714.59    | 0.36%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VECTOR GROUP LTD                                           | Vector Group Ltd                                                                 | CUSIP: 92240MBJ6<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |    415000 | PA      | $411974.65    | 0.30%             | 2026-11-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| RENT-A-CENTER INC                                          | Rent-A-Center Inc/TX                                                             | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    835000 | PA      | $675471.84    | 0.49%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                   | Western Midstream Operating LP                                                   | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    700000 | PA      | $664342.00    | 0.48%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                                               | Cimpress PLC                                                                     | CUSIP: 17186HAC6<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |   1107000 | PA      | $765269.10    | 0.55%             | 2026-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                      | Molina Healthcare Inc                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    785000 | PA      | $716383.15    | 0.52%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                   | Live Nation Entertainment Inc                                                    | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    913000 | PA      | $777946.76    | 0.56%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                             | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1005000 | PA      | $864400.50    | 0.63%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SandRidge Energy Inc                                       | SandRidge Energy Inc                                                             | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |       159 | NS      | $2707.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGHENY LUDLUM LLC                                       | Allegheny Ludlum LLC                                                             | CUSIP: 016900AC6<br>LEI: KCBRRAMO64UL0JAYG446 | Long             | DBT              | CORP              | US        |    323000 | PA      | $319770.00    | 0.23%             | 2025-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ZIPRECRUITER INC                                           | ZipRecruiter Inc                                                                 | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |    875000 | PA      | $721367.50    | 0.52%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                   | Science Applications International Corp                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    590000 | PA      | $545748.81    | 0.40%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** Virtus Asset Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer