# EDGAR Filing Document

**Accession Number:** 0001635073
**File Stem:** 0001752724-23-070756
**Filing Date:** 2023-3
**Character Count:** 170763
**Document Hash:** f43b94ca65b84bcf212794336de3a4ad
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070756.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-070756

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Nushares ETF Trust
- **CENTRAL INDEX KEY:** 0001635073
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23161
- **FILM NUMBER:** 23772301

**BUSINESS ADDRESS:**
- **STREET 1:** 333 W. WACKER DR.
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 312-917-8146

**MAIL ADDRESS:**
- **STREET 1:** 333 W. WACKER DR.
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NuShares ETF Trust
- **DATE OF NAME CHANGE:** 20160614

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Nuveen ETF Trust
- **DATE OF NAME CHANGE:** 20150226

## Series and Classes Contracts Data

### Nuveen ESG High Yield Corporate Bond ETF (Series ID: S000064846)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000209930 | Nuveen ESG High Yield Corporate Bond ETF | NUHY            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NuShares ETF Trust

- **b. Investment Company Act file number:** 811-23161

- **c. CIK number of Registrant:** 0001635073

- **d. LEI of Registrant:** 549300UWO63YZ5POLH71

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

  - **Street Address 1:** 333 W. Wacker Dr

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-917-7700

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

- **a. Name of Series:** Nuveen ESG High Yield Corporate Bond ETF

- **b. EDGAR series identifier (if any):** S000064846

- **c. LEI of Series:** 5493004NNDIHW8KI0J08

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $111734294.00

**Total Liabilities:** $7351689.00

**Net Assets:** $104382605.00

**Cash Not Reported:** $700740.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -173.79000000 | **10-Year:** -34.42000000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** -2856.14000000 | **5-Year:** -27115.53000000 | **10-Year:** -10531.98000000 | **30-Year:** -1859.36000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000209930 | 1.82%                | -0.80%               | 3.84%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-599701.25              | $1864922.82                                |
| Month 2  | $-431174.82              | $-978535.04                                |
| Month 3  | $-1361.75                | $3330632.92                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| YUM! BRANDS INC               | Yum! Brands Inc                                                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    826000 | PA      | $772516.50    | 0.74%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP      | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp               | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $104353.43    | 0.10%             | 2029-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG              | ORGANON & CO/ORG                                                                 | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    210000 | PA      | $189585.90    | 0.18%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SELECT MEDICAL CORP           | Select Medical Corp                                                              | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1406419.20   | 1.35%             | 2026-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT      | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $177846.00    | 0.17%             | 2027-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC             | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    390000 | PA      | $352222.65    | 0.34%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| TOPBUILD CORP                 | TopBuild Corp                                                                    | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59388.70     | 0.06%             | 2032-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                 | TransDigm Inc                                                                    | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9549.76      | 0.01%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP        | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $370000.00    | 0.35%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC         | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAA5<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186000.00    | 0.18%             | 2025-10-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| VAIL RESORTS INC              | Vail Resorts Inc                                                                 | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251195.63    | 0.24%             | 2025-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| 180 MEDICAL INC               | 180 Medical Inc                                                                  | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177252.29    | 0.17%             | 2029-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC      | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144750.00    | 0.14%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC      | Rocket Mortgage LLC / Quicken Loans Co-Issuer Inc                                | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $244341.00    | 0.23%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC      | Rocket Mortgage LLC / Quicken Loans Co-Issuer Inc                                | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $356626.00    | 0.34%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC        | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    650000 | PA      | $652236.00    | 0.62%             | 2025-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                 | UniCredit SpA                                                                    | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    260000 | PA      | $227464.05    | 0.22%             | 2035-06-30      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP           | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    418000 | PA      | $372982.40    | 0.36%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ZIPRECRUITER INC              | ZipRecruiter Inc                                                                 | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |    180000 | PA      | $156600.00    | 0.15%             | 2030-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MERCER INTL INC               | Mercer International Inc                                                         | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102624.00    | 0.10%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BALL CORP                     | Ball Corp                                                                        | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163531.80    | 0.16%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG         | Intelsat Jackson Holdings SA                                                     | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   1550000 | PA      | $1407400.00   | 1.35%             | 2030-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS      | Univision Communications Inc                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20650.08     | 0.02%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC      | iHeartCommunications Inc                                                         | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268875.00    | 0.26%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYS      | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114748.89    | 0.11%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC      | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    260000 | PA      | $222300.00    | 0.21%             | 2051-12-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BLOCK INC                     | Block Inc                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125252.37    | 0.12%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| BAUSCH HEALTH COS INC         | Bausch Health Cos Inc                                                            | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $87390.72     | 0.08%             | 2030-10-15      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| COMMSCOPE INC                 | Commscope Inc                                                                    | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86168.64     | 0.08%             | 2028-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| MATTEL INC                    | Mattel Inc                                                                       | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    162000 | PA      | $145540.80    | 0.14%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                     | Ball Corp                                                                        | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    360000 | PA      | $295126.11    | 0.28%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SLM CORP                      | SLM Corp                                                                         | CUSIP: 78442PGD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93255.03     | 0.09%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PTC INC                       | PTC Inc                                                                          | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95893.33     | 0.09%             | 2025-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC             | Nexstar Media Inc                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    688000 | PA      | $621043.84    | 0.59%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| LUMEN TECHNOLOGIES INC        | Lumen Technologies Inc                                                           | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    800000 | PA      | $554178.91    | 0.53%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| PRESTIGE BRANDS INC           | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    120000 | PA      | $101892.00    | 0.10%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP          | WMG Acquisition Corp                                                             | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      1000 | PA      | $829.33       | 0.00%             | 2031-02-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| METHANEX CORP                 | Methanex Corp                                                                    | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $137926.50    | 0.13%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC           | Sirius XM Radio Inc                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    235000 | PA      | $211505.96    | 0.20%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV       | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $428165.00    | 0.41%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS      | Univision Communications Inc                                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107800.00    | 0.10%             | 2027-06-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP            | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    160000 | PA      | $148222.40    | 0.14%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L      | EQM Midstream Partners LP                                                        | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11985.00     | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| THOR INDUSTRIES               | Thor Industries Inc                                                              | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |    650000 | PA      | $540488.00    | 0.52%             | 2029-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SYNEOS HEALTH INC             | Syneos Health Inc                                                                | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |    850000 | PA      | $687437.50    | 0.66%             | 2029-01-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC           | Sirius XM Radio Inc                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    310000 | PA      | $293337.50    | 0.28%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SCRIPPS ESCROW INC            | Scripps Escrow Inc                                                               | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $89250.00     | 0.09%             | 2027-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC         | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    175000 | PA      | $147086.73    | 0.14%             | 2031-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| COVANTA HOLDING CORP          | Covanta Holding Corp                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262125.00    | 0.25%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NCR CORP                      | NCR Corp                                                                         | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    481000 | PA      | $423693.66    | 0.41%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC          | EnLink Midstream LLC                                                             | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146625.00    | 0.14%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP        | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $155910.00    | 0.15%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| METHANEX CORP                 | Methanex Corp                                                                    | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     64000 | PA      | $60960.00     | 0.06%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI      | HLF Financing Sarl LLC / Herbalife International Inc                             | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $73125.00     | 0.07%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SLM CORP                      | SLM Corp                                                                         | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $883.20       | 0.00%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC        | Lumen Technologies Inc                                                           | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    800000 | PA      | $674602.00    | 0.65%             | 2027-02-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL      | Aston Martin Capital Holdings Ltd                                                | CUSIP: 04625HAG4<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    310000 | PA      | $302774.36    | 0.29%             | 2025-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC        | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $737100.00    | 0.71%             | 2030-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO      | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $334150.00    | 0.32%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC       | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135709.50    | 0.13%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FIRSTCASH INC                 | FirstCash Inc                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9149.32      | 0.01%             | 2030-01-01      | Fixed         | 5.62%                 | Yes           |                  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        |    700000 | PA      | $572398.90    | 0.55%             | 2028-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC        | Option Care Health Inc                                                           | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    310000 | PA      | $267784.74    | 0.26%             | 2029-10-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD       | Lions Gate Capital Holdings LLC                                                  | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    300000 | PA      | $195000.00    | 0.19%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| WEIR GROUP PLC (THE)          | Weir Group PLC/The                                                               | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $179254.27    | 0.17%             | 2026-05-13      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| UNIVAR SOLUTIONS USA INC      | Univar Solutions USA Inc/Washington                                              | CUSIP: 91337CAA4<br>LEI: 5493008FTB9VZW6CVA82 | Long             | DBT              | CORP              | US        |    260000 | PA      | $251401.45    | 0.24%             | 2027-12-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI      | Consolidated Communications Inc                                                  | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81464.36     | 0.08%             | 2028-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                   | Netflix Inc                                                                      | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288750.00    | 0.28%             | 2025-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE INC                 | Commscope Inc                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    355000 | PA      | $295487.80    | 0.28%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI      | Charles River Laboratories International Inc                                     | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97975.32     | 0.09%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| UBER TECHNOLOGIES INC         | Uber Technologies Inc                                                            | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    900000 | PA      | $912845.70    | 0.87%             | 2025-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CGG SA                        | CGG SA                                                                           | CUSIP: 12531TAF6<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    210000 | PA      | $186278.14    | 0.18%             | 2027-04-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN         | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48812.50     | 0.05%             | 2024-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC             | Rakuten Group Inc                                                                | CUSIP: 75102WAB4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    555000 | PA      | $454027.51    | 0.43%             | N/A             | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INC                | Transocean Inc                                                                   | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    110000 | PA      | $114779.50    | 0.11%             | 2027-01-30      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| ELASTIC NV                    | Elastic NV                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $128365.13    | 0.12%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| PROG HOLDINGS INC             | PROG Holdings Inc                                                                | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |    760000 | PA      | $644100.00    | 0.62%             | 2029-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS        | Axalta Coating Systems LLC                                                       | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    160000 | PA      | $137600.00    | 0.13%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY          | Rackspace Technology Global Inc                                                  | CUSIP: 750098AB1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    760000 | PA      | $456950.00    | 0.44%             | 2028-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN       | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90000.00     | 0.09%             | 2031-09-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AMC NETWORKS INC              | AMC Networks Inc                                                                 | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6162.50      | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NCR CORP                      | NCR Corp                                                                         | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2970.00      | 0.00%             | 2029-09-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC        | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    110000 | PA      | $92931.30     | 0.09%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP         | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280524.00    | 0.27%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                    | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $184999.43    | 0.18%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES       | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    200000 | PA      | $173976.40    | 0.17%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR | State Street Navigator Securities Lending Government Money Market Portfolio      | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   7324132 | NS      | $7324131.51   | 7.02%             |  |  |  | No            |                  1 | 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        |    110000 | PA      | $104637.50    | 0.10%             | 2026-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| COINBASE GLOBAL INC           | Coinbase Global Inc                                                              | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $161250.00    | 0.15%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO           | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86010.62     | 0.08%             | 2029-12-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TEREX CORP                    | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    480000 | PA      | $448200.00    | 0.43%             | 2029-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GRAY TELEVISION INC           | Gray Television Inc                                                              | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    350000 | PA      | $318405.50    | 0.31%             | 2027-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BLOCK INC                     | Block Inc                                                                        | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181768.00    | 0.17%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP        | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249857.50    | 0.24%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS      | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129122.79    | 0.12%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| APX GROUP INC                 | APX Group Inc                                                                    | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173013.10    | 0.17%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC      | Crowdstrike Holdings Inc                                                         | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10296.95     | 0.01%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MAXAR TECHNOLOGIES INC        | Maxar Technologies Inc                                                           | CUSIP: 57778KAC9<br>LEI: 549300OEN2G821MIJ922 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125472.00    | 0.12%             | 2027-06-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP            | Howard Hughes Corp/The                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    140000 | PA      | $116330.71    | 0.11%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS      | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265560.00    | 0.25%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                     | IQVIA Inc                                                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194081.96    | 0.19%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC             | Nexstar Media Inc                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476285.00    | 0.46%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP           | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | PA      | $853527.25    | 0.82%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| MATCH GROUP HLD II LLC        | Match Group Holdings II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    160000 | PA      | $147163.20    | 0.14%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP          | OneMain Finance Corp                                                             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $347886.46    | 0.33%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL        | Williams Scotsman International Inc                                              | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463277.50    | 0.44%             | 2028-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP          | MGIC Investment Corp                                                             | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141405.00    | 0.14%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING          | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    190000 | PA      | $142332.80    | 0.14%             | 2029-01-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CAMELOT FINANCE SA            | Camelot Finance SA                                                               | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $95113.00     | 0.09%             | 2026-11-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SABRE GLBL INC                | SABRE GLBL INC                                                                   | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51297.75     | 0.05%             | 2025-04-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT      | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    290000 | PA      | $265570.40    | 0.25%             | 2030-02-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASONITE INTERNATIONAL C      | Masonite International Corp                                                      | CUSIP: 575385AD1<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $140403.00    | 0.13%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC      | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $8393.90      | 0.01%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $231240.00    | 0.22%             | 2026-03-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SPX FLOW INC                  | SPX FLOW Inc                                                                     | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $246878.28    | 0.24%             | 2030-04-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP        | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $496500.00    | 0.48%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA      | Weatherford International Ltd                                                    | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   1110000 | PA      | $1104450.00   | 1.06%             | 2028-09-15      | Fixed         | 6.50%                 | Yes           |                  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        |    310000 | PA      | $277248.50    | 0.27%             | 2029-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS      | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $260992.87    | 0.25%             | 2031-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ITT HOLDINGS LLC              | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    320000 | PA      | $278000.00    | 0.27%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L      | EQM Midstream Partners LP                                                        | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441904.50    | 0.42%             | 2027-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN      | Summit Materials LLC / Summit Materials Finance Corp                             | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93899.00     | 0.09%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HERBALIFE/HLF FINANCING       | Herbalife Nutrition Ltd / HLF Financing Inc                                      | CUSIP: 42704MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    100000 | PA      | $93783.15     | 0.09%             | 2025-09-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| WINDSTREAM ESCROW LLC         | Windstream Escrow LLC / Windstream Escrow Finance Corp                           | CUSIP: 97382WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $412860.30    | 0.40%             | 2028-08-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C      | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $85891.00     | 0.08%             | 2030-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN            | Seagate HDD Cayman                                                               | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    260000 | PA      | $230431.50    | 0.22%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                | Hertz Corp/The                                                                   | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    350000 | PA      | $311500.00    | 0.30%             | 2026-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP           | NuStar Logistics LP                                                              | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146898.00    | 0.14%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC           | Sirius XM Radio Inc                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257289.00    | 0.25%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC             | Post Holdings Inc                                                                | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96250.00     | 0.09%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CURO GROUP HOLDINGS CORP      | Curo Group Holdings Corp                                                         | CUSIP: 23131LAC1<br>LEI: 54930007KH8KCGJ4YE72 | Long             | DBT              | CORP              | US        |     80000 | PA      | $36300.00     | 0.03%             | 2028-08-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO           | Travel + Leisure Co                                                              | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99237.17     | 0.10%             | 2026-07-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP       | Asbury Automotive Group Inc                                                      | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $258735.00    | 0.25%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA      | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    150000 | PA      | $122832.75    | 0.12%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC      | Allison Transmission Inc                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84563.00     | 0.08%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL ATLANTIC               | Global Atlantic Fin Co                                                           | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $172175.16    | 0.16%             | 2051-10-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $295020.00    | 0.28%             | 2029-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| CATALENT PHARMA SOLUTION      | Catalent Pharma Solutions Inc                                                    | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $661792.00    | 0.63%             | 2029-02-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: —       |
| TRANSDIGM INC                 | TransDigm Inc                                                                    | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54138.31     | 0.05%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC            | Vodafone Group PLC                                                               | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $329571.20    | 0.32%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC       | New Fortress Energy Inc                                                          | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $286990.74    | 0.27%             | 2025-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC         | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $64282.00     | 0.06%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| VALVOLINE INC                 | Valvoline Inc                                                                    | CUSIP: 92047WAD3<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206437.35    | 0.20%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN         | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   1170000 | PA      | $1123129.80   | 1.08%             | 2026-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY          | Rackspace Technology Global Inc                                                  | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    210000 | PA      | $77372.40     | 0.07%             | 2028-12-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NORDSTROM INC                 | Nordstrom Inc                                                                    | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     71000 | PA      | $56965.43     | 0.05%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC        | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $92750.00     | 0.09%             | 2027-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC         | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    720000 | PA      | $563328.00    | 0.54%             | 2028-09-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I      | Performance Food Group Inc                                                       | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    591000 | PA      | $568834.65    | 0.54%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GEN DIGITAL INC               | Gen Digital Inc                                                                  | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152295.00    | 0.15%             | 2030-09-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: —       |
| TELEFLEX INC                  | Teleflex Inc                                                                     | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143206.88    | 0.14%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                | Hertz Corp/The                                                                   | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    450000 | PA      | $367875.00    | 0.35%             | 2029-12-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC      | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1659700.00   | 1.59%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI      | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92875.00     | 0.09%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP         | Tenet Healthcare Corp                                                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    551000 | PA      | $530337.50    | 0.51%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION           | Griffon Corp                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28392.60     | 0.03%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| XHR LP                        | XHR LP                                                                           | CUSIP: 98372MAA3<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    370000 | PA      | $364478.06    | 0.35%             | 2025-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC              | DT Midstream Inc                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $87750.00     | 0.08%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| RAKUTEN GROUP INC             | Rakuten Group Inc                                                                | CUSIP: 75102WAA6<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    501000 | PA      | $433991.25    | 0.42%             | N/A             | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| UBER TECHNOLOGIES INC         | Uber Technologies Inc                                                            | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    650000 | PA      | $636003.88    | 0.61%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| ALBERTSONS COS/SAFEWAY        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $244375.00    | 0.23%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP           | NuStar Logistics LP                                                              | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144487.50    | 0.14%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS       | AMC Entertainment Holdings Inc                                                   | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $174285.00    | 0.17%             | 2029-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ZIGGO BV                      | Ziggo BV                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    410000 | PA      | $357126.40    | 0.34%             | 2030-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES       | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    350000 | PA      | $375823.00    | 0.36%             | 2025-06-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| US FOODS INC                  | US Foods Inc                                                                     | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134280.96    | 0.13%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC        | Energizer Holdings Inc                                                           | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80550.00     | 0.08%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI      | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102625.00    | 0.10%             | 2026-05-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC       | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89625.00     | 0.09%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HORIZON THERAPEUTICS USA      | Horizon Therapeutics USA Inc                                                     | CUSIP: 44055PAA4<br>LEI: 254900IS87RLPXY88S03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102125.00    | 0.10%             | 2027-08-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS        | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202750.00    | 0.19%             | 2025-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT      | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $154992.71    | 0.15%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LITHIA MOTORS INC             | Lithia Motors Inc                                                                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42484.00     | 0.04%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS        | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $416416.50    | 0.40%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GATES GLOBAL/GATES CORP       | Gates Global LLC / Gates Corp                                                    | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $137877.25    | 0.13%             | 2026-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PARKLAND CORP                 | Parkland Corp                                                                    | CUSIP: 70137TAP0<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $115116.00    | 0.11%             | 2027-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING INC           | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    380000 | PA      | $358184.20    | 0.34%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD           | NCL Corp Ltd                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $8599.30      | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYS      | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    200000 | PA      | $120227.59    | 0.12%             | 2030-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC          | GrubHub Holdings Inc                                                             | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $511894.78    | 0.49%             | 2027-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                   | Netflix Inc                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    540000 | PA      | $560211.57    | 0.54%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC        | Lumen Technologies Inc                                                           | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    650000 | PA      | $555750.00    | 0.53%             | 2026-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ADAPTHEALTH LLC               | AdaptHealth LLC                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $267009.75    | 0.26%             | 2030-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP       | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    840000 | PA      | $775769.99    | 0.74%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC             | Triumph Group Inc                                                                | CUSIP: 896818AS0<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    144000 | PA      | $146160.00    | 0.14%             | 2024-06-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $183967.23    | 0.18%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| US FOODS INC                  | US Foods Inc                                                                     | CUSIP: 90290MAC5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    360000 | PA      | $360651.60    | 0.35%             | 2025-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ACCO BRANDS CORP              | ACCO Brands Corp                                                                 | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86505.50     | 0.08%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC         | SS&C Technologies Inc                                                            | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9617.44      | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC        | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    160000 | PA      | $128400.00    | 0.12%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CALPINE CORP                  | Calpine Corp                                                                     | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8569.09      | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS INC         | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    380000 | PA      | $371328.40    | 0.36%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING        | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     80000 | PA      | $66148.80     | 0.06%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV       | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    220000 | PA      | $197450.00    | 0.19%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  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        |    200000 | PA      | $196007.90    | 0.19%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SERVICE CORP INTL             | Service Corp International/US                                                    | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    183000 | PA      | $175241.56    | 0.17%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC       | New Fortress Energy Inc                                                          | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $276047.96    | 0.26%             | 2026-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO        | Victoria's Secret & Co                                                           | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    308000 | PA      | $255867.92    | 0.25%             | 2029-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| COMPASS GROUP DIVERSIFIE      | Compass Group Diversified Holdings LLC                                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125969.20    | 0.12%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP         | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    230000 | PA      | $213302.00    | 0.20%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC       | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $30690.46     | 0.03%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| SENSATA TECHNOLOGIES INC      | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84884.73     | 0.08%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO      | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $281159.14    | 0.27%             | 2027-08-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC           | Sirius XM Radio Inc                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     92000 | PA      | $81889.20     | 0.08%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| IAA INC                       | IAA Inc                                                                          | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170637.50    | 0.16%             | 2027-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC           | TreeHouse Foods Inc                                                              | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    290000 | PA      | $241860.00    | 0.23%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC         | Uber Technologies Inc                                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    570000 | PA      | $507478.13    | 0.49%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS      | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    200000 | PA      | $126500.00    | 0.12%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC              | DT Midstream Inc                                                                 | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $123335.80    | 0.12%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| OPEN TEXT CORP                | Open Text Corp                                                                   | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $173792.00    | 0.17%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS       | AMC Entertainment Holdings Inc                                                   | CUSIP: 00165CAP9<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $99731.00     | 0.10%             | 2026-06-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO           | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $193556.00    | 0.19%             | 2027-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SOTHEBY'S                     | Sotheby's                                                                        | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    380000 | PA      | $364979.65    | 0.35%             | 2027-10-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT       | Iron Mountain Information Management Services Inc                                | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $138720.25    | 0.13%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL       | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                      | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $661236.87    | 0.63%             | 2025-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| COINBASE GLOBAL INC           | Coinbase Global Inc                                                              | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $145625.00    | 0.14%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| TRONOX INC                    | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1120050.00   | 1.07%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC        | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188640.00    | 0.18%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SERVICE CORP INTL             | Service Corp International/US                                                    | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131172.00    | 0.13%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP          | OneMain Finance Corp                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    467000 | PA      | $454984.09    | 0.44%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS      | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80692.00     | 0.08%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC           | Spectrum Brands Inc                                                              | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80623.00     | 0.08%             | 2031-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| COGENT COMMUNICATIONS GR      | Cogent Communications Group Inc                                                  | CUSIP: 19240CAC7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92585.50     | 0.09%             | 2026-05-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES       | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    250000 | PA      | $216875.00    | 0.21%             | 2026-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| BUILDERS FIRSTSOURCE INC      | Builders FirstSource Inc                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    501000 | PA      | $430984.05    | 0.41%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| KENNEDY-WILSON INC            | Kennedy-Wilson Inc                                                               | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122355.75    | 0.12%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE        | Edgewell Personal Care Co                                                        | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    210000 | PA      | $198872.10    | 0.19%             | 2028-06-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC         | Bausch Health Cos Inc                                                            | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $273000.00    | 0.26%             | 2027-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| TELEFLEX INC                  | Teleflex Inc                                                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138367.61    | 0.13%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP          | OneMain Finance Corp                                                             | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299058.00    | 0.29%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC      | Rocket Mortgage LLC / Quicken Loans Co-Issuer Inc                                | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $158608.00    | 0.15%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP       | Penske Automotive Group Inc                                                      | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8456.31      | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN      | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $402748.31    | 0.39%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC      | Allison Transmission Inc                                                         | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144415.50    | 0.14%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS      | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    123000 | PA      | $102090.00    | 0.10%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP        | Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC              | CUSIP: 69527AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $17775.85     | 0.02%             | 2028-09-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG              | ORGANON & CO/ORG                                                                 | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    700000 | PA      | $633115.00    | 0.61%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| AVIENT CORP                   | Avient Corp                                                                      | CUSIP: 73179PAM8<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118758.67    | 0.11%             | 2025-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TEMPUR SEALY INTL INC         | Tempur Sealy International Inc                                                   | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87342.00     | 0.08%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN      | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     92000 | PA      | $84086.16     | 0.08%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION         | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    140000 | PA      | $120050.00    | 0.12%             | 2029-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC          | TTM Technologies Inc                                                             | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218437.50    | 0.21%             | 2029-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC             | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86250.00     | 0.08%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ADAPTHEALTH LLC               | AdaptHealth LLC                                                                  | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $226213.00    | 0.22%             | 2029-08-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CINEMARK USA INC              | Cinemark USA Inc                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    350000 | PA      | $286888.00    | 0.27%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| TENET HEALTHCARE CORP         | Tenet Healthcare Corp                                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $356162.00    | 0.34%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION      | Catalent Pharma Solutions Inc                                                    | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472889.46    | 0.45%             | 2027-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC         | Bausch Health Cos Inc                                                            | CUSIP: 071734AC1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $270956.00    | 0.26%             | 2027-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| VEON HOLDINGS BV              | VEON Holdings BV                                                                 | CUSIP: 91823N2A0<br>LEI: 5493000XDKGUH5NQGE22 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $136000.00    | 0.13%             | 2027-11-25      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC          | Howmet Aerospace Inc                                                             | CUSIP: 443201AA6<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7209.51      | 0.01%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER       | Realogy Group LLC / Realogy Co-Issuer Corp                                       | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $629807.40    | 0.60%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ENVIVA PARTNERS LP/FIN C      | Enviva Partners LP / Enviva Partners Finance Corp                                | CUSIP: 29413XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1073421.50   | 1.03%             | 2026-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| SUNOCO LP/FINANCE CORP        | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $180938.00    | 0.17%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC             | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    111000 | PA      | $100448.34    | 0.10%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UPC HOLDING BV                | UPC Holding BV                                                                   | CUSIP: 90320LAG2<br>LEI: 213800G1DU7LKI6ZCD69 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $91250.00     | 0.09%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP         | Tenet Healthcare Corp                                                            | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    480000 | PA      | $426686.40    | 0.41%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP       | Asbury Automotive Group Inc                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $352976.00    | 0.34%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC          | Dycom Industries Inc                                                             | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179050.00    | 0.17%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                   | Netflix Inc                                                                      | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304269.00    | 0.29%             | 2029-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL        | Williams Scotsman International Inc                                              | CUSIP: 71953LAA9<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150738.00    | 0.14%             | 2025-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| RITE AID CORP                 | Rite Aid Corp                                                                    | CUSIP: 767754CL6<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    330000 | PA      | $183975.00    | 0.18%             | 2026-11-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC           | Sirius XM Radio Inc                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    360000 | PA      | $337374.00    | 0.32%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN         | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    820000 | PA      | $788626.80    | 0.76%             | 2027-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| MATTEL INC                    | Mattel Inc                                                                       | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    160000 | PA      | $149200.76    | 0.14%             | 2026-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP       | American Airlines Group Inc                                                      | CUSIP: 02376RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93673.78     | 0.09%             | 2025-03-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| US FOODS INC                  | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    328000 | PA      | $300052.54    | 0.29%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP         | Tenet Healthcare Corp                                                            | CUSIP: 88033GCZ1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    800000 | PA      | $779176.00    | 0.75%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY       | Grand Canyon University                                                          | CUSIP: 38528UAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $133078.40    | 0.13%             | 2024-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION      | Consensus Cloud Solutions Inc                                                    | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $243414.60    | 0.23%             | 2028-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                | Bombardier Inc                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $59948.87     | 0.06%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| 1375209 BC LTD                | 1375209 BC Ltd                                                                   | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    406000 | PA      | $404481.56    | 0.39%             | 2028-01-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP          | OneMain Finance Corp                                                             | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168000.00    | 0.16%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI      | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $478125.00    | 0.46%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC          | Amkor Technology Inc                                                             | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180741.60    | 0.17%             | 2027-09-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE INC                 | Commscope Inc                                                                    | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    262000 | PA      | $250825.70    | 0.24%             | 2026-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LL      | Black Knight InfoServ LLC                                                        | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133125.00    | 0.13%             | 2028-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                        | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    260000 | PA      | $230750.00    | 0.22%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA      | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   1800000 | PA      | $1816938.00   | 1.74%             | 2030-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP      | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                 | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    200000 | PA      | $204000.00    | 0.20%             | 2025-09-20      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| QVC INC                       | QVC Inc                                                                          | CUSIP: 747262AZ6<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19349.33     | 0.02%             | 2028-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                    | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    760000 | PA      | $640300.00    | 0.61%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L      | EQM Midstream Partners LP                                                        | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276750.00    | 0.27%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $87883.81     | 0.08%             | 2028-04-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| IHEARTCOMMUNICATIONS INC      | iHeartCommunications Inc                                                         | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128257.88    | 0.12%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FAIR ISAAC CORP               | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92850.50     | 0.09%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS      | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263325.00    | 0.25%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| AMERICAN AXLE & MFG INC       | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    380000 | PA      | $312953.60    | 0.30%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                   | Gartner Inc                                                                      | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    355000 | PA      | $337246.45    | 0.32%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA      | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $976117.53    | 0.94%             | 2029-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO      | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $85073.00     | 0.08%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| CHEMOURS CO                   | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    270000 | PA      | $225590.37    | 0.22%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC           | Diebold Nixdorf Inc                                                              | CUSIP: 253651AD5<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    318000 | PA      | $209065.92    | 0.20%             | 2025-07-15      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: —       |
| VIDEOTRON LTD / LTEE          | Videotron Ltd                                                                    | CUSIP: 92660FAK0<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $95992.00     | 0.09%             | 2027-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC         | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    350000 | PA      | $301045.50    | 0.29%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC      | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208000 | PA      | $180373.44    | 0.17%             | 2031-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC             | Herc Holdings Inc                                                                | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1445825.00   | 1.39%             | 2027-07-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C      | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $183972.58    | 0.18%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP VI        | Crown Americas LLC / Crown Americas Capital Corp VI                              | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $146541.00    | 0.14%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES        | H&E Equipment Services Inc                                                       | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96806.60     | 0.09%             | 2028-12-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GARTNER INC                   | Gartner Inc                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3592.00      | 0.00%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC         | Level 3 Financing Inc                                                            | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $198122.50    | 0.19%             | 2028-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GLATFELTER                    | Glatfelter Corp                                                                  | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    110000 | PA      | $77000.00     | 0.07%             | 2029-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC        | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $162488.00    | 0.16%             | 2031-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| AVAYA INC                     | Avaya Inc                                                                        | CUSIP: 053499AL3<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $122000.00    | 0.12%             | 2028-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                     | Ball Corp                                                                        | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78802.00     | 0.08%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                     | TEGNA Inc                                                                        | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    190000 | PA      | $178981.90    | 0.17%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC         | Uber Technologies Inc                                                            | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112600.40    | 0.11%             | 2026-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING      | NextEra Energy Operating Partners LP                                             | CUSIP: 65342QAK8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97666.33     | 0.09%             | 2024-07-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP        | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $521220.60    | 0.50%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR      | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    280000 | PA      | $243742.57    | 0.23%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NCR CORP                      | NCR Corp                                                                         | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    303000 | PA      | $294019.20    | 0.28%             | 2027-09-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM       | United Rentals North America Inc                                                 | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     99000 | PA      | $89113.86     | 0.09%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC         | Uber Technologies Inc                                                            | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    760000 | PA      | $771681.20    | 0.74%             | 2027-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD           | NCL Corp Ltd                                                                     | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $46937.50     | 0.04%             | 2024-12-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP        | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $170000.00    | 0.16%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST       | Starwood Property Trust Inc                                                      | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98725.00     | 0.09%             | 2027-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CHEMOURS CO                   | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    560000 | PA      | $510300.00    | 0.49%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN      | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56563.26     | 0.05%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP      | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp               | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95571.00     | 0.09%             | 2027-05-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD       | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    165800 | PA      | $151306.39    | 0.14%             | 2024-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE INC                 | Commscope Inc                                                                    | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    490000 | PA      | $416769.50    | 0.40%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| OWENS & MINOR INC             | Owens & Minor Inc                                                                | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    280000 | PA      | $228085.20    | 0.22%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| MOLINA HEALTHCARE INC         | Molina Healthcare Inc                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58686.60     | 0.06%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CABLE ONE INC                 | Cable One Inc                                                                    | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    260000 | PA      | $214377.12    | 0.21%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| ZAYO GROUP HOLDINGS INC       | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    310000 | PA      | $213125.00    | 0.20%             | 2028-03-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC             | Iron Mountain Inc                                                                | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91951.33     | 0.09%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS        | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $561925.42    | 0.54%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC              | LPL Holdings Inc                                                                 | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    160000 | PA      | $143200.00    | 0.14%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP          | WMG Acquisition Corp                                                             | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    350000 | PA      | $308525.00    | 0.30%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC        | WESCO Distribution Inc                                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    521000 | PA      | $533856.36    | 0.51%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS       | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    134000 | PA      | $136677.79    | 0.13%             | 2027-04-15      | Fixed         | 10.00%                | Yes           |                  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        |    500000 | PA      | $452902.50    | 0.43%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP         | Encompass Health Corp                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140017.50    | 0.13%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP          | OneMain Finance Corp                                                             | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298036.50    | 0.29%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP        | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $674770.50    | 0.65%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GAP INC/THE                   | Gap Inc/The                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    215000 | PA      | $165012.50    | 0.16%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| MICHAELS COS INC/THE          | Michaels Cos Inc                                                                 | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    130000 | PA      | $108408.30    | 0.10%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP        | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $480584.50    | 0.46%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC           | Sirius XM Radio Inc                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    190000 | PA      | $156632.20    | 0.15%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ROBLOX CORP                   | ROBLOX Corp                                                                      | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $253335.00    | 0.24%             | 2030-05-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL USA INC            | Murphy Oil USA Inc                                                               | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83667.38     | 0.08%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP           | NuStar Logistics LP                                                              | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247377.50    | 0.24%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP              | Lamar Media Corp                                                                 | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8900.00      | 0.01%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| RHP HOTEL PPTY/RHP FINAN      | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $346633.05    | 0.33%             | 2029-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP         | ON Semiconductor Corp                                                            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54750.60     | 0.05%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC      | Builders FirstSource Inc                                                         | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55943.68     | 0.05%             | 2030-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC       | PRA Health Sciences Inc                                                          | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228792.50    | 0.22%             | 2026-07-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| PTC INC                       | PTC Inc                                                                          | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93162.50     | 0.09%             | 2028-02-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| INGEVITY CORP                 | Ingevity Corp                                                                    | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105178.60    | 0.10%             | 2028-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP         | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    400000 | PA      | $366664.00    | 0.35%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC         | Scripps Escrow II Inc                                                            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $137190.00    | 0.13%             | 2031-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| GEN DIGITAL INC               | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152107.50    | 0.15%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM       | United Rentals North America Inc                                                 | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    343000 | PA      | $331852.50    | 0.32%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIAMOND BC BV                 | Diamond BC BV                                                                    | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $168238.00    | 0.16%             | 2029-10-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| IHEARTCOMMUNICATIONS INC      | iHeartCommunications Inc                                                         | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143310.00    | 0.14%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C      | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $429821.25    | 0.41%             | 2029-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC         | Molina Healthcare Inc                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184710.00    | 0.18%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT      | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd             | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    750000 | PA      | $716242.50    | 0.69%             | 2026-01-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ISTAR INC                     | iStar Inc                                                                        | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198500.00    | 0.19%             | 2025-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC        | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    160000 | PA      | $137600.00    | 0.13%             | 2030-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GRAY TELEVISION INC           | Gray Television Inc                                                              | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73750.00     | 0.07%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MODIVCARE INC                 | ModivCare Inc                                                                    | CUSIP: 743815AE2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193324.00    | 0.19%             | 2025-11-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp         | Tenet Healthcare Corp                                                            | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293250.00    | 0.28%             | 2027-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM          | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10059.50     | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC      | Rocket Mortgage LLC / Quicken Loans Co-Issuer Inc                                | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $253107.00    | 0.24%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING INC           | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87905.98     | 0.08%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LAMB WESTON HLD               | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145075.13    | 0.14%             | 2028-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS      | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBE9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61219.00     | 0.06%             | 2028-04-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| HOLOGIC INC                   | Hologic Inc                                                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    170000 | PA      | $149567.70    | 0.14%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                 | Carnival Corp                                                                    | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     20000 | PA      | $20550.00     | 0.02%             | 2027-08-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I      | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    385000 | PA      | $343516.25    | 0.33%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TWILIO INC                    | Twilio Inc                                                                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    130000 | PA      | $107312.74    | 0.10%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC           | Cheniere Energy Inc                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    290000 | PA      | $276123.50    | 0.26%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES       | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    200000 | PA      | $178992.30    | 0.17%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN      | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $418000.00    | 0.40%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                   | Netflix Inc                                                                      | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    300000 | PA      | $321456.30    | 0.31%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC             | Triumph Group Inc                                                                | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    210000 | PA      | $202697.33    | 0.19%             | 2024-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC             | Iron Mountain Inc                                                                | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114108.00    | 0.11%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC       | Darling Ingredients Inc                                                          | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126782.50    | 0.12%             | 2027-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AMN HEALTHCARE INC            | AMN Healthcare Inc                                                               | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92758.00     | 0.09%             | 2027-10-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON      | Diamond Sports Group LLC / Diamond Sports Finance Co                             | CUSIP: 25277LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $4400.00      | 0.00%             | 2027-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP           | Xerox Holdings Corp                                                              | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    310000 | PA      | $262918.75    | 0.25%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| VODAFONE GROUP PLC            | Vodafone Group PLC                                                               | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    145000 | PA      | $117392.00    | 0.11%             | 2081-06-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                 | Videotron Ltd                                                                    | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $130508.27    | 0.13%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CARVANA CO                    | Carvana Co                                                                       | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    146000 | PA      | $78285.33     | 0.07%             | 2030-05-01      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| ARAMARK SERVICES INC          | Aramark Services Inc                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94250.00     | 0.09%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  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        |    200000 | PA      | $172500.00    | 0.17%             | 2029-02-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| NEWELL BRANDS INC             | Newell Brands Inc                                                                | CUSIP: 651229BB1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97775.00     | 0.09%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                   | Netflix Inc                                                                      | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296280.00    | 0.28%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC        | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $87371.00     | 0.08%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC        | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $241500.00    | 0.23%             | 2031-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL       | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $419850.00    | 0.40%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP        | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $162500.00    | 0.16%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC      | iHeartCommunications Inc                                                         | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    154000 | PA      | $137927.02    | 0.13%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN      | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9899.81      | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV      | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV           | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    190000 | PA      | $179550.00    | 0.17%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| MCGRAW-HILL EDUCATION         | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87863.46     | 0.08%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $474025.00    | 0.45%             | 2027-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION      | Catalent Pharma Solutions Inc                                                    | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $413125.00    | 0.40%             | 2030-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: —       |
| DAVITA INC                    | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    480000 | PA      | $373200.00    | 0.36%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT        | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $150875.00    | 0.14%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN            | Seagate HDD Cayman                                                               | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      7800 | PA      | $8832.25      | 0.01%             | 2032-12-01      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| DRAX FINCO PLC                | Drax Finco PLC                                                                   | CUSIP: 26151AAA7<br>LEI: 5493000MW6H7G7JFNQ88 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $156000.00    | 0.15%             | 2025-11-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE        | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43562.50     | 0.04%             | 2029-04-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ASGN INCORPORATED             | ASGN Inc                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109476.59    | 0.10%             | 2028-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN      | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $215600.00    | 0.21%             | 2027-04-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL USA INC            | Murphy Oil USA Inc                                                               | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45812.50     | 0.04%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR       | Superior Plus LP / Superior General Partner Inc                                  | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    130000 | PA      | $114887.50    | 0.11%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T      | Diversified Healthcare Trust                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $6096.78      | 0.01%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

**Name of Applicant:** Nushares ETF Trust

**Signature:** E. Scott Wickerham

**Name of Signer:** E. Scott Wickerham

**Title:** Vice President and Funds Controller