# EDGAR Filing Document

**Accession Number:** 0000885709
**File Stem:** 0001752724-23-073311
**Filing Date:** 2023-3
**Character Count:** 160716
**Document Hash:** 480656e7dac6f2e65cf65928f7ab1f8d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-073311.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001752724-23-073311

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PAYDEN & RYGEL INVESTMENT GROUP
- **CENTRAL INDEX KEY:** 0000885709
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06625
- **FILM NUMBER:** 23778188

**BUSINESS ADDRESS:**
- **STREET 1:** 333 S GRAND AVE
- **STREET 2:** 40TH FL
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071
- **BUSINESS PHONE:** 2136251900

**MAIL ADDRESS:**
- **STREET 1:** 333 S GRAND AVE
- **STREET 2:** 40TH FL
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PAYDENFUNDS
- **DATE OF NAME CHANGE:** 20010423

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PAYDEN & RYGEL INVESTMENT GROUP
- **DATE OF NAME CHANGE:** 19940104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** P&R INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19920929

## Series and Classes Contracts Data

### Payden High Income Fund (Series ID: S000011767)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000032192 | Payden High Income Fund (Investor Class) | PYHRX           |
| C000236136 | Payden High Income Fund (SI Class)       | PYCHX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PAYDEN & RYGEL INVESTMENT GROUP

- **b. Investment Company Act file number:** 811-06625

- **c. CIK number of Registrant:** 0000885709

- **d. LEI of Registrant:** 549300QJNYRKYZS3P282

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

  - **Street Address 1:** 333 South Grand Avenue

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 213-625-1900

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

- **a. Name of Series:** Payden High Income Fund

- **b. EDGAR series identifier (if any):** S000011767

- **c. LEI of Series:** HRM9UYZYRYZTR8VF0236

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

- **a. Date of fiscal year-end:** 2023-10-31

- **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:** $680037898.77

**Total Liabilities:** $33806258.69

**Net Assets:** $646231640.08

**Delayed Delivery Securities:** $4750482.00

**Cash Not Reported:** $3021000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 474.38459040 | **10-Year:** 6757.02301000 | **30-Year:** 15244.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 101.04517400 | **5-Year:** 51352.00000000 | **10-Year:** 177333.00000000 | **30-Year:** 30774.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000236136 | 2.42%                | -0.78%               | 3.99%                |
| Class ID C000032192 | 2.40%                | -0.79%               | 3.97%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-711716.56              | $13197844.41                               |
| Month 2  | $286359.34               | $-7942955.12                               |
| Month 3  | $-883611.18              | $21949363.19                               |

**Designated Index Information**

- **Index Name:** ICE BofA U.S. High Yield Cash Pay BB-B Rated Constrained Index JUC4

- **Index Identifier:** JUC4

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $96810.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                           | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $876925.00    | 0.14%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP HOLDG                         | Cloud Software Group Holdings Inc                                              | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2285202.66   | 0.35%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-C | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-C                               | CUSIP: 80281HAD6<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        80 | NS      | $1082125.41   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                                | PROG Holdings Inc                                                              | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1697630.00   | 0.26%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                           | Telecom Italia Capital SA                                                      | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   2200000 | PA      | $1873003.00   | 0.29%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                           | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $822590.00    | 0.13%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $18471.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                          | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1069062.50   | 0.17%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RP ESCROW ISSUER LLC                             | RP Escrow Issuer LLC                                                           | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $817500.00    | 0.13%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                                          | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1784375.00   | 0.28%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                         | Adtalem Global Education Inc                                                   | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |   2016000 | PA      | $1878760.80   | 0.29%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                         | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $3169115.86   | 0.49%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                      | Ovintiv Inc                                                                    | CUSIP: 012873AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2259236.85   | 0.35%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GR                         | Cogent Communications Group Inc                                                | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2913775.20   | 0.45%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                    | Aircastle Ltd                                                                  | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   2600000 | PA      | $2145000.00   | 0.33%             | N/A             | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MIC Glen LLC                                     | MIC Glen LLC                                                                   | CUSIP: 55304PAE1<br>LEI: 549300XD843A2SP50882 | Long             | LON              | CORP              | US        |   4200000 | PA      | $3822000.00   | 0.59%             | 2029-07-20      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| Payden Cash Reserves Money Market Fund           | Payden Cash Reserves Money Market Fund                                         | CUSIP: 704329598<br>LEI: 549300SI0EB26HO5RT16 | Long             | STIV             | RF                | US        |  47589022 | NS      | $47589022.13  | 7.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                              | Medline Borrower LP                                                            | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3853080.00   | 0.60%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                               | Seagate HDD Cayman                                                             | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   1319625 | PA      | $1496019.27   | 0.23%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                   | ARD Finance SA                                                                 | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |   2500000 | PA      | $1964800.00   | 0.30%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                         | Compass Group Diversified Holdings LLC                                         | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2793534.00   | 0.43%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications Inc                                                   | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1963926.30   | 0.30%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                          | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                               | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1459428.60   | 0.23%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                      | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2132370.00   | 0.33%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                              | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2261175.00   | 0.35%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                   | USD/CAD FORWARD                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $58264.49     | 0.01%             |  |  |  | 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        |   1500000 | PA      | $1251375.00   | 0.19%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                  | Sealed Air Corp                                                                | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2524750.00   | 0.39%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                   | JPMorgan Chase Bank NA - CACLN                                                 | CUSIP: 46591HBW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1895916 | PA      | $2151216.33   | 0.33%             | 2028-09-25      | Fixed         | 28.35%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2019-HRP1                                  | CUSIP: 20754PAD2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | CORP              | US        |   4100000 | PA      | $3939791.68   | 0.61%             | 2039-11-25      | Floating      | 13.76%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | STACR Trust 2018-HRP2                                                          | CUSIP: 35564ACC3<br>LEI: 549300YG8OJES76WL398 | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1665203.13   | 0.26%             | 2047-02-25      | Floating      | 15.01%                | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                           | Spirit AeroSystems Inc                                                         | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1142421.00   | 0.18%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                 | Vmed O2 UK Financing I PLC                                                     | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1254540.00   | 0.19%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                         | Fortress Transportation and Infrastructure Investors LLC                       | CUSIP: 34960PAC5<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029372.33   | 0.16%             | 2027-08-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                             | Covanta Holding Corp                                                           | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2581677.75   | 0.40%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-17559.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                               | Eldorado Gold Corp                                                             | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2294282.05   | 0.36%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES                             | Winnebago Industries Inc                                                       | CUSIP: 974637AC4<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1444335.57   | 0.22%             | 2028-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                              | Travel + Leisure Co                                                            | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1473547.50   | 0.23%             | 2027-04-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                              | Churchill Downs Inc                                                            | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1405455.00   | 0.22%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                            | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3909116.64   | 0.60%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Comstock Resources Inc                           | Comstock Resources Inc                                                         | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     68200 | NS      | $828630.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ENACT HOLDINGS INC                               | Enact Holdings Inc                                                             | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2465387.50   | 0.38%             | 2025-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                         | MajorDrive Holdings IV LLC                                                     | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1582650.00   | 0.24%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                  | Gen Digital Inc                                                                | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1525222.50   | 0.24%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                  | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1107077.95   | 0.17%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                    | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    900000 | PA      | $775188.00    | 0.12%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                          | Consolidated Energy Finance SA                                                 | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |   2000000 | PA      | $1742690.00   | 0.27%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                         | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2547570.00   | 0.39%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SYNEOS HEALTH INC                                | Syneos Health Inc                                                              | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2835752.50   | 0.44%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                          | Crescent Energy Finance LLC                                                    | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2974315.75   | 0.46%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                         | American Airlines Inc/AAdvantage Loyalty IP Ltd                                | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   3000000 | PA      | $2905761.51   | 0.45%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                        | News Corp                                                                      | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1885590.00   | 0.29%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                       | MasTec Inc                                                                     | CUSIP: 576323AQ2<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1732221.03   | 0.27%             | 2029-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                          | United Airlines 2020-1 Class B Pass Through Trust                              | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2170500 | PA      | $2117248.74   | 0.33%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                 | EUR/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6458.41     | -0.00%            |  |  |  | No            |                  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        |   1000000 | PA      | $781025.00    | 0.12%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                       | CUSIP: 30711XCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1982269 | PA      | $2231923.46   | 0.35%             | 2028-09-25      | Floating      | 16.76%                | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1837500.00   | 0.28%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                         | Hilcorp Energy I LP / Hilcorp Finance Co                                       | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1039654.69   | 0.16%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp                            | Antero Resources Corp                                                          | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     17000 | NS      | $490280.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                         | Prime Healthcare Services Inc                                                  | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2205505.08   | 0.34%             | 2025-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                  | Madison IAQ LLC                                                                | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1987275.00   | 0.31%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $4579.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                             | Neptune Bidco US Inc                                                           | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1460272.50   | 0.23%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                  | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $719780.00    | 0.11%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                         | Sinclair Television Group Inc                                                  | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $796185.00    | 0.12%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $65061.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Organon & Co                                     | Organon & Co                                                                   | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    930833 | PA      | $931121.90    | 0.14%             | 2028-06-02      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $88238.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARKO CORP                                        | Arko Corp                                                                      | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2780277.50   | 0.43%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $16281.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                          | American Axle & Manufacturing Inc                                              | CUSIP: 02406PAY6<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    586000 | PA      | $551897.82    | 0.09%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                           | Group 1 Automotive Inc                                                         | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1761550.00   | 0.27%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                              | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1555047.00   | 0.24%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                         | United Natural Foods Inc                                                       | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2029230.00   | 0.31%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TAMARACK VALLEY ENERGY L                         | Tamarack Valley Energy Ltd                                                     | CUSIP: 87505YAB8<br>LEI: 549300TLKPX8BE14MH06 | Long             | DBT              | CORP              | CA        |   1750000 | PA      | $1258532.19   | 0.19%             | 2027-05-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Payden Floating Rate Fund                        | Payden Floating Rate Fund                                                      | CUSIP: 704329218<br>LEI: 5493007MAZSH4J3PH219 | Long             | EC               | RF                | US        |    368034 | NS      | $3540483.71   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                           | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341414.50    | 0.05%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                         | EQM Midstream Partners LP                                                      | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800966.17    | 0.12%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| W & T OFFSHORE INC                               | W&T Offshore Inc                                                               | CUSIP: 92922PAM8<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2058285.63   | 0.32%             | 2026-02-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                         | Science Applications International Corp                                        | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3285450.00   | 0.51%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                         | Jaguar Land Rover Automotive PLC                                               | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $1996725.00   | 0.31%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                               | Enstar Finance LLC                                                             | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3550000 | PA      | $2932671.86   | 0.45%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                               | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $1641315.00   | 0.25%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                         | Albion Financing 1 SARL / Aggreko Holdings Inc                                 | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2500000 | PA      | $2246803.35   | 0.35%             | 2026-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                              | Go Daddy Operating Co LLC / GD Finance Co Inc                                  | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2078760.00   | 0.32%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                         | NCR Corp                                                                       | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3030530.93   | 0.47%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENDURANCE INTERNATIONAL                          | Endurance International Group Holdings Inc                                     | CUSIP: 29279XAA8<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2491775.69   | 0.39%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                 | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2276618.40   | 0.35%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                            | Caesars Entertainment Inc                                                      | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1994296.00   | 0.31%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                           | Mauser Packaging Solutions Holding Co                                          | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1136250.00   | 0.18%             | 2026-08-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                           | Castle US Holding Corp                                                         | CUSIP: 14852LAA1<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $1541529.04   | 0.24%             | 2028-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                  | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1220212.50   | 0.19%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                         | Builders FirstSource Inc                                                       | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2585467.80   | 0.40%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                      | Apache Corp                                                                    | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $874525.00    | 0.14%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                   | Santander Bank Auto Credit-Linked Notes Series 2022-C                          | CUSIP: 80290CBK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1660000 | PA      | $1669152.91   | 0.26%             | 2032-12-15      | Fixed         | 14.59%                | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $22924.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp                                         | EQT Corp                                                                       | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     20000 | NS      | $653400.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                         | Primo Water Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2878360.08   | 0.45%             | 2028-10-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                              | VM Consolidated Inc                                                            | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2766750.00   | 0.43%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PETROLEUM                          | International Petroleum Corp                                                   | CUSIP: 000000000<br>LEI: 54930025D80LU0SMR645 | Long             | DBT              | CORP              | CA        |   3500000 | PA      | $3321500.00   | 0.51%             | 2027-02-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                          | Asbury Automotive Group Inc                                                    | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2159312.50   | 0.33%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $2080.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $91853.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tacala Investment Corp                           | Tacala Investment Corp                                                         | CUSIP: 000000000<br>LEI: 549300XTM341KBSTDI88 | Long             | LON              | CORP              | US        |   2505000 | PA      | $2292601.05   | 0.35%             | 2028-02-04      | Floating      | 12.07%                | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                           | SCIH Salt Holdings Inc                                                         | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $638211.70    | 0.10%             | 2029-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                               | Kennedy-Wilson Inc                                                             | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2482144.75   | 0.38%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                         | BroadStreet Partners Inc                                                       | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2211887.50   | 0.34%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                   | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $828770.00    | 0.13%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                         | Weatherford International Ltd                                                  | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    685000 | PA      | $692308.95    | 0.11%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                           | FMG Resources August 2006 Pty Ltd                                              | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1321995.00   | 0.20%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                   | Santander Bank Auto Credit-Linked Notes Series 2022-A                          | CUSIP: 80290CAU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1218329.25   | 0.19%             | 2032-05-15      | Fixed         | 9.96%                 | No            |                  2 | On Loan: No      |
| KLX ENERGY SERVICES HOLD                         | KLX Energy Services Holdings Inc                                               | CUSIP: 48253LAA4<br>LEI: 5493004D4S7MAO1H3U27 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3785260.00   | 0.59%             | 2025-11-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                  | Yum! Brands Inc                                                                | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $911365.00    | 0.14%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                               | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $881432.70    | 0.14%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp                             | Range Resources Corp                                                           | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     37300 | NS      | $933246.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                             | Howmet Aerospace Inc                                                           | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2293698.75   | 0.35%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                             | Targa Resources Corp                                                           | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3098238.98   | 0.48%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                               | PBF Holding Co LLC / PBF Finance Corp                                          | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2832645.00   | 0.44%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-8481.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd                   | LoanCore 2018-CRE1 Issuer Ltd                                                  | CUSIP: 53946MAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1653924.90   | 0.26%             | 2028-05-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                      | Apache Corp                                                                    | CUSIP: 037411AY1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    700000 | PA      | $588763.00    | 0.09%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                           | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc             | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4750000 | PA      | $3948295.00   | 0.61%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                           | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2495512.50   | 0.39%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                          | Standard Industries Inc/NJ                                                     | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $938365.00    | 0.15%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                    | PRA Group Inc                                                                  | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1719796.36   | 0.27%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                          | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1864829.88   | 0.29%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                         | Virgin Media Secured Finance PLC                                               | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1393492.50   | 0.22%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                 | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1347660.00   | 0.21%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                              | Select Medical Corp                                                            | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2444837.50   | 0.38%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                          | Dealer Tire LLC / DT Issuer LLC                                                | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2305526.90   | 0.36%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHAOT 0 06/25/30                                 | CHAOT 0 06/25/30                                                               | CUSIP: 16144JAH4<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        60 | NS      | $1152382.60   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                          | Howard Midstream Energy Partners LLC                                           | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2440450.00   | 0.38%             | 2027-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                 | USD/EUR FORWARD                                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2368765.75  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                         | Service Properties Trust                                                       | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1774440.00   | 0.27%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-11575.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                  | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2000000 | PA      | $1582510.00   | 0.24%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                     | Assurant Inc                                                                   | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1739981.48   | 0.27%             | 2048-03-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                               | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433170.00    | 0.07%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                | Newell Brands Inc                                                              | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1204098.75   | 0.19%             | 2036-04-01      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                | Nexstar Media Inc                                                              | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2259887.50   | 0.35%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  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        |   1500000 | PA      | $1283437.50   | 0.20%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                       | Sotera Health Holdings LLC                                                     | CUSIP: 83600VAE1<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |   1270000 | PA      | $1226350.10   | 0.19%             | 2026-12-11      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                      | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1133795.00   | 0.18%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GRAY ESCROW II INC                               | Gray Escrow II Inc                                                             | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2310900.00   | 0.36%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES & MARKET                         | Advantage Sales & Marketing Inc                                                | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2284125.00   | 0.35%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-11250.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC          | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1382504.00   | 0.21%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                         | TerraForm Power Operating LLC                                                  | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1175721.88   | 0.18%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                             | Vermilion Energy Inc                                                           | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |   3400000 | PA      | $3141651.00   | 0.49%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                | Kosmos Energy Ltd                                                              | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $2985670.75   | 0.46%             | 2027-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                           | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $798720.00    | 0.12%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                         | Northriver Midstream Finance LP                                                | CUSIP: 66679NAA8<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1346324.00   | 0.21%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                              | Travel + Leisure Co                                                            | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1550540.09   | 0.24%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                         | Moog Inc                                                                       | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2182527.25   | 0.34%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $89440.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                              | Sirius XM Radio Inc                                                            | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2147037.50   | 0.33%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                     | US Foods Inc                                                                   | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2290210.85   | 0.35%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                              | Gray Television Inc                                                            | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $738955.00    | 0.11%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                         | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp             | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2912472.50   | 0.45%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-12643.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                           | Spirit AeroSystems Inc                                                         | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004620.00   | 0.16%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                           | Radiology Partners Inc                                                         | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1152378.50   | 0.18%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                                     | Cimpress PLC                                                                   | CUSIP: 17186HAC6<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1391898.30   | 0.22%             | 2026-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                         | Allison Transmission Inc                                                       | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2118000.00   | 0.33%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                         | Sinclair Television Group Inc                                                  | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1597800.00   | 0.25%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CARRIAGE SERVICES INC                            | Carriage Services Inc                                                          | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2142712.00   | 0.33%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp                                                                   | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1305571.65   | 0.20%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                            | Dun & Bradstreet Corp/The                                                      | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2216964.53   | 0.34%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                  | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $637500.00    | 0.10%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                           | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1288170.00   | 0.20%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial Inc                                                             | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2105343.75   | 0.33%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                       | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210176.00    | 0.03%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ROCC HOLDINGS LLC                                | ROCC Holdings LLC                                                              | CUSIP: 70789PAA2<br>LEI: 6XOCUKRR0UU0LF5P1W14 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279125.00    | 0.04%             | 2026-08-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                  | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2259075.60   | 0.35%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                  | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1986625.00   | 0.31%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                            | Genesis Energy LP / Genesis Energy Finance Corp                                | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2121466.65   | 0.33%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                          | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $515312.00    | 0.08%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                    | FirstCash Inc                                                                  | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1603493.68   | 0.25%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                              | Prestige Brands Inc                                                            | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2041128.00   | 0.32%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                                | Tutor Perini Corp                                                              | CUSIP: 901109AF5<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1338352.50   | 0.21%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| LUMEN TECHNOLOGIES INC                           | Lumen Technologies Inc                                                         | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $1819179.00   | 0.28%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                          | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   2050000 | PA      | $1401513.25   | 0.22%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $15043.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                         | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC           | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $795081.88    | 0.12%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                           | Southwestern Energy Co                                                         | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    236000 | NS      | $1302720.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                            | Nabors Industries Ltd                                                          | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |      5425 | NS      | $963154.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES INC                             | Tri Pointe Homes Inc                                                           | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $939190.00    | 0.15%             | 2028-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                 | Cinemark USA Inc                                                               | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2052250.00   | 0.32%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                      | Vistra Operations Co LLC                                                       | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2356225.00   | 0.36%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                              | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1428165.00   | 0.22%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                            | Bath & Body Works Inc                                                          | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1003906.78   | 0.16%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                          | Standard Industries Inc/NJ                                                     | CUSIP: 000000000<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $947532.76    | 0.15%             | 2026-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HOLLY NRG PRTNR/FIN CORP                         | Holly Energy Partners LP / Holly Energy Finance Corp                           | CUSIP: 435765AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1305164.00   | 0.20%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                  | CUSIP: 172967GD7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1515750.00   | 0.23%             | N/A             | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                  | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3450000 | PA      | $3143933.25   | 0.49%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| KBR INC                                          | KBR Inc                                                                        | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2268867.40   | 0.35%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                          | Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC                     | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1228459.07   | 0.19%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOBP Holdings Inc                                | GOBP Holdings Inc                                                              | CUSIP: 3621LEAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1075431 | PA      | $1079012.62   | 0.17%             | 2025-10-22      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                            | Nabors Industries Inc                                                          | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1503945.00   | 0.23%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                            | CDI Escrow Issuer Inc                                                          | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2372112.50   | 0.37%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                         | Venture Global Calcasieu Pass LLC                                              | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2131212.00   | 0.33%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                   | Hertz Corp/The                                                                 | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1051675.00   | 0.16%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                               | CUSIP: 12543DBD1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2360483.65   | 0.37%             | 2027-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                     | Navient Corp                                                                   | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1359061.53   | 0.21%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUMMIT MID HLDS LLC / FI                         | Summit Midstream Holdings LLC / Summit Midstream Finance Corp                  | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2437500.00   | 0.38%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                             | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3153723.78   | 0.49%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  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        |   1900000 | PA      | $1750291.69   | 0.27%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                             | Sonic Automotive Inc                                                           | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2080000.00   | 0.32%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                     | ADT Security Corp/The                                                          | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1916789.50   | 0.30%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                   | Var Energi ASA                                                                 | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1350000 | PA      | $1454879.14   | 0.23%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| APOLLO CMMRL REAL EST FI                         | Apollo Commercial Real Estate Finance Inc                                      | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $2952396.00   | 0.46%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                          | Stagwell Global LLC                                                            | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2193912.50   | 0.34%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                              | Ashtead Capital Inc                                                            | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1290719.39   | 0.20%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                          | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2159587.50   | 0.33%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FRST STU BID/FRST TRANS                          | First Student Bidco Inc / First Transit Parent Inc                             | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2084758.98   | 0.32%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                        | PG&E Corp                                                                      | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $938300.00    | 0.15%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                            | AG TTMT Escrow Issuer LLC                                                      | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2066120.00   | 0.32%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                                     | Enerflex Ltd                                                                   | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |   2250000 | PA      | $2294685.00   | 0.36%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                         | Midcap Financial Issuer Trust                                                  | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2203050.00   | 0.34%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                               | Kennedy-Wilson Inc                                                             | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1314992.00   | 0.20%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XIII Ltd                                                  | CUSIP: 55818MBG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2417855.00   | 0.37%             | 2030-04-19      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                            | Bath & Body Works Inc                                                          | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978500.00    | 0.15%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                    | PRA Group Inc                                                                  | CUSIP: 69354NAC0<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1985899.42   | 0.31%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                         | Diversified Healthcare Trust                                                   | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $720690.90    | 0.11%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                            | Nabors Industries Ltd                                                          | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1599000 | PA      | $1526613.27   | 0.24%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                              | BellRing Brands Inc                                                            | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1987844.48   | 0.31%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                       | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $3592474.13   | 0.56%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                              | Delta Air Lines Inc                                                            | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1772200.00   | 0.27%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| MOSS CREEK RESOURCES HLD                         | Moss Creek Resources Holdings Inc                                              | CUSIP: 61965RAA3<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2016870.60   | 0.31%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                         | Brandywine Operating Partnership LP                                            | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2110409.70   | 0.33%             | 2028-03-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                             | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2360810.99   | 0.37%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                         | Brookfield Residential Properties Inc / Brookfield Residential US LLC          | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $1988575.00   | 0.31%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                 | Lamar Media Corp                                                               | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2355589.45   | 0.36%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy Inc                                                                 | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2069892.10   | 0.32%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                   | EUR/USD FORWARD                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $18877.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES                           | H&E Equipment Services Inc                                                     | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2203537.50   | 0.34%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $12715.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW INC                               | Scripps Escrow Inc                                                             | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1519213.50   | 0.24%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PetsMart LLC                                     | PetSmart LLC                                                                   | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    985000 | PA      | $979666.23    | 0.15%             | 2028-02-11      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   3000000 | PA      | $2727860.47   | 0.42%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                               | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1481860.00   | 0.23%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                    | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1300000 | PA      | $1381250.00   | 0.21%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                         | Pattern Energy Operations LP / Pattern Energy Operations Inc                   | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2296987.50   | 0.36%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                             | TTM Technologies Inc                                                           | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2187450.00   | 0.34%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                            | Bath & Body Works Inc                                                          | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    650000 | PA      | $660250.50    | 0.10%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $2732.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac Structured Agency Credit Risk Debt Notes                           | CUSIP: 3137G0PS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   1726105 | PA      | $1774213.39   | 0.27%             | 2029-10-25      | Floating      | 15.76%                | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                          | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1481700.00   | 0.23%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                           | Lumen Technologies Inc                                                         | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $675945.00    | 0.10%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                          | Avis Budget Car Rental LLC / Avis Budget Finance Inc                           | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1411277.01   | 0.22%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $29488.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                              | Intesa Sanpaolo SpA                                                            | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1750000 | PA      | $1394069.88   | 0.22%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                       | Terex Corp                                                                     | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2805165.00   | 0.43%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $101193.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LL                   | Cologix Canadian Issuer LP                                                     | CUSIP: 19521DAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   1600000 | PA      | $1119681.33   | 0.17%             | 2052-01-25      | Fixed         | 7.74%                 | 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        |   1000000 | PA      | $813950.00    | 0.13%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC              | Ascent Resources Utica Holdings LLC                                            | CUSIP: 000000000<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | LON              | CORP              | US        |   3503000 | PA      | $3721937.50   | 0.58%             | 2025-11-01      | Floating      | 13.81%                | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                             | IHO Verwaltungs GmbH                                                           | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $981032.20    | 0.15%             | 2026-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                     | Navient Corp                                                                   | CUSIP: 63938CAB4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990055.00    | 0.15%             | 2024-10-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRIMAS CORP                                      | TriMas Corp                                                                    | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1337032.50   | 0.21%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                   | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1474549.31   | 0.23%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNIVAR SOLUTIONS USA INC                         | Univar Solutions USA Inc/Washington                                            | CUSIP: 91337CAA4<br>LEI: 5493008FTB9VZW6CVA82 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1452267.98   | 0.22%             | 2027-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                              | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    900000 | PA      | $793008.00    | 0.12%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                  | MV24 Capital BV                                                                | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    685200 | PA      | $654516.74    | 0.10%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                          | Standard Industries Inc/NJ                                                     | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1283956.32   | 0.20%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENQUEST PLC                                      | EnQuest PLC                                                                    | CUSIP: 29357JAC0<br>LEI: 2138008LJU6WFQWOXJ73 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $787236.00    | 0.12%             | 2027-11-01      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                            | McGraw-Hill Education Inc                                                      | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2147512.50   | 0.33%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                           | Match Group Holdings II LLC                                                    | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1381335.00   | 0.21%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                   | TransAlta Corp                                                                 | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2059096.62   | 0.32%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                  | Yum! Brands Inc                                                                | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1900090.00   | 0.29%             | 2032-04-01      | Fixed         | 5.38%                 | 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        |   1300000 | PA      | $1210545.71   | 0.19%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COEUR MINING INC                                 | Coeur Mining Inc                                                               | CUSIP: 192108BC1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2217692.79   | 0.34%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| GRAFTECH FINANCE INC                             | GrafTech Finance Inc                                                           | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1279946.85   | 0.20%             | 2028-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                          | American Axle & Manufacturing Inc                                              | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $923710.00    | 0.14%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ALTICE FRANCE SA                                 | Altice France SA/France                                                        | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2471757.83   | 0.38%             | 2027-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                       | goeasy Ltd                                                                     | CUSIP: 380355AD9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2396700.00   | 0.37%             | 2024-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                       | Elastic NV                                                                     | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2571292.50   | 0.40%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                  | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1000000 | PA      | $1135897.81   | 0.18%             | 2026-02-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDING INC                             | Presidio Holdings Inc                                                          | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1925840.00   | 0.30%             | 2028-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                         | Service Properties Trust                                                       | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984545.00    | 0.15%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                    | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1000000 | PA      | $896251.50    | 0.14%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                    | FirstCash Inc                                                                  | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1799500.00   | 0.28%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                             | Kaiser Aluminum Corp                                                           | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2540715.00   | 0.39%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp                                                                   | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $906660.57    | 0.14%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GOODYEAR EUROPE BV                               | Goodyear Europe BV                                                             | CUSIP: 000000000<br>LEI: 529900AJU331P2QORU39 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2643894.44   | 0.41%             | 2028-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS SHEET INGOT GMBH                         | Novelis Sheet Ingot GmbH                                                       | CUSIP: 000000000<br>LEI: 9845005E95899E77AY49 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $1901281.85   | 0.29%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                               | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1778018.00   | 0.28%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARATHON OIL CORP                                | Marathon Oil Corp                                                              | CUSIP: 565849AB2<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2173491.23   | 0.34%             | 2032-03-15      | Fixed         | 6.80%                 | No            |                  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        |   2000000 | PA      | $1702810.00   | 0.26%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                    | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    510000 | PA      | $444277.32    | 0.07%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                         | Consensus Cloud Solutions Inc                                                  | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2437864.00   | 0.38%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                            | Directv Financing LLC / Directv Financing Co-Obligor Inc                       | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1360920.00   | 0.21%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                            | Genesis Energy LP / Genesis Energy Finance Corp                                | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2916532.25   | 0.45%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                         | Scientific Games Holdings LP/Scientific Games US FinCo Inc                     | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1962400.00   | 0.30%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                      | Crocs Inc                                                                      | CUSIP: 22704NAD4<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |   1256250 | PA      | $1250163.47   | 0.19%             | 2029-02-20      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS USD                                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $36097.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                           | Nationstar Mortgage Holdings Inc                                               | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2028437.50   | 0.31%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                       | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1807460.00   | 0.28%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                   | USD/EUR FORWARD                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-160421.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $13562.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp                                                                   | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462110.10    | 0.07%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                               | Kontoor Brands Inc                                                             | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1732370.00   | 0.27%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                              | NOVA Chemicals Corp                                                            | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   3650000 | PA      | $3134620.00   | 0.49%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| EQM MIDSTREAM PARTNERS L                         | EQM Midstream Partners LP                                                      | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1100038.50   | 0.17%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                         | TerraForm Power Operating LLC                                                  | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1351691.25   | 0.21%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                 | Organon & Co / Organon Foreign Debt Co-Issuer BV                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3334210.23   | 0.52%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-10815.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                          | Asbury Automotive Group Inc                                                    | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1767440.00   | 0.27%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                 | Altice France SA/France                                                        | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $2358630.00   | 0.36%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                               | Ford Motor Co                                                                  | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1954370.25   | 0.30%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                        | IRS EUR                                                                        | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $10007.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                         | Jefferson Capital Holdings LLC                                                 | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3052108.39   | 0.47%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AI Convoy (Luxembourg) Sarl                      | AI Convoy Luxembourg Sarl                                                      | CUSIP: 00135BAC7<br>LEI: 222100GQMVQ4KP4KJS35 | Long             | LON              | CORP              | LU        |    303126 | PA      | $303342.74    | 0.05%             | 2027-01-18      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                      | Geopark Ltd                                                                    | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |   1502000 | PA      | $1335043.21   | 0.21%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                            | American Airlines Inc                                                          | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1114155.00   | 0.17%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                          | Jane Street Group / JSG Finance Inc                                            | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $804688.60    | 0.12%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                         | Central Parent Inc / CDK Global Inc                                            | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1997406.20   | 0.31%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                     | ams-OSRAM AG                                                                   | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   2500000 | PA      | $2629978.92   | 0.41%             | 2025-07-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| MATCH GROUP HLD II LLC                           | Match Group Holdings II LLC                                                    | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1044933.50   | 0.16%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                          | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2893832.50   | 0.45%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin                   | Santander Bank Auto Credit-Linked Notes Series 2022-B                          | CUSIP: 80290CBB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1928295.60   | 0.30%             | 2032-08-16      | Fixed         | 11.91%                | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                           | FMG Resources August 2006 Pty Ltd                                              | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $1911700.00   | 0.30%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                | Kosmos Energy Ltd                                                              | CUSIP: 500688AC0<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    900000 | PA      | $815166.00    | 0.13%             | 2026-04-04      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                            | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2039550.00   | 0.32%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                         | Ascent Resources Utica Holdings LLC / ARU Finance Corp                         | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2081000 | PA      | $2575247.91   | 0.40%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM UK HOLDINGS                            | TransDigm UK Holdings PLC                                                      | CUSIP: 89365DAB9<br>LEI: 549300JTYP71LZZSE903 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1487895.00   | 0.23%             | 2026-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                  | ABG Intermediate Holdings 2 LLC                                                | CUSIP: 00076VAY6<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   2200000 | PA      | $2036386.00   | 0.32%             | 2029-12-20      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | STACR Trust 2018-HRP1                                                          | CUSIP: 3137G0VB2<br>LEI: 549300D2VO9JVX6KU482 | Long             | ABS-MBS          | CORP              | US        |   1814495 | PA      | $1949221.34   | 0.30%             | 2043-05-25      | Floating      | 16.26%                | No            |                  2 | On Loan: No      |
| KEHE DISTRIBUTORS LLC/FI                         | KeHE Distributors LLC / KeHE Finance Corp                                      | CUSIP: 487526AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2514462.50   | 0.39%             | 2026-10-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                   | Transocean Inc                                                                 | CUSIP: 893830BK4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |   2350000 | PA      | $2241935.25   | 0.35%             | 2025-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                      | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3439574.95   | 0.53%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                  | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1000000 | PA      | $831410.00    | 0.13%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                          | Office Properties Income Trust                                                 | CUSIP: 67623CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1538512.12   | 0.24%             | 2027-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                          | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2808600.00   | 0.43%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                           | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1771296.13   | 0.27%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                   | Transocean Inc                                                                 | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    780000 | PA      | $716745.90    | 0.11%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                              | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $928488.45    | 0.14%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                            | HUB International Ltd                                                          | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1971347.18   | 0.31%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                         | 1011778 BC ULC / New Red Finance Inc                                           | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2850000 | PA      | $2429781.75   | 0.38%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier Inc                                                                 | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   3450000 | PA      | $3446377.50   | 0.53%             | 2026-06-15      | Fixed         | 7.12%                 | 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        |   2550000 | PA      | $2361593.25   | 0.37%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                              | Meritage Homes Corp                                                            | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1439287.50   | 0.22%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENERGIZER GAMMA ACQ BV                           | Energizer Gamma Acquisition BV                                                 | CUSIP: 000000000<br>LEI: 5493002SUYZDHEQ3JN34 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2676143.86   | 0.41%             | 2029-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                   | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1300000 | PA      | $1126112.00   | 0.17%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                     | Navient Corp                                                                   | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1772250.00   | 0.27%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XHR LP                                           | XHR LP                                                                         | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2221725.00   | 0.34%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                       | DaVita Inc                                                                     | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1947012.50   | 0.30%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                         | Fortress Transportation and Infrastructure Investors LLC                       | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1498377.88   | 0.23%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                            | Nabors Industries Ltd                                                          | CUSIP: 629571AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1461195.00   | 0.23%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vital Energy Inc                                 | Vital Energy Inc                                                               | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |     10900 | NS      | $613452.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC                                         | Coty Inc                                                                       | CUSIP: 000000000<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2622749.38   | 0.41%             | 2026-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| DELEK LOG PART/FINANCE                           | Delek Logistics Partners LP / Delek Logistics Finance Corp                     | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1469800.90   | 0.23%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  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        |   2100000 | PA      | $1993845.00   | 0.31%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                         | United Airlines Holdings Inc                                                   | CUSIP: 910047AH2<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1020387.50   | 0.16%             | 2024-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                 | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1762650.00   | 0.27%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                           | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $956210.00    | 0.15%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EARTHSTONE ENERGY HOL                            | Earthstone Energy Holdings LLC                                                 | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |    645000 | PA      | $629765.10    | 0.10%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                          | MPT Operating Partnership LP / MPT Finance Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2393714.05   | 0.37%             | 2025-03-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                              | Altice Financing SA                                                            | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   2300000 | PA      | $1958484.50   | 0.30%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                       | CUSIP: 30711XDB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1976909 | PA      | $2088818.78   | 0.32%             | 2029-01-25      | Floating      | 14.76%                | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                            | PennyMac Financial Services Inc                                                | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2058550.00   | 0.32%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                  | Naked Juice LLC                                                                | CUSIP: 62984CAB9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |   2000000 | PA      | $1678130.00   | 0.26%             | 2030-01-24      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                | Owens & Minor Inc                                                              | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2346992.38   | 0.36%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                                          | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1984412.50   | 0.31%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                          | LCPR Senior Secured Financing DAC                                              | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   3000000 | PA      | $2643705.00   | 0.41%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                           | Clearway Energy Operating LLC                                                  | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2361300.00   | 0.37%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EVERGREEN ACQCO/TVI INC                          | Evergreen Acqco 1 LP / TVI Inc                                                 | CUSIP: 30015DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3646128.00   | 0.56%             | 2028-04-26      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                          | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    750000 | PA      | $696525.00    | 0.11%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                       | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3105595.12   | 0.48%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-29

**Name of Applicant:** PAYDEN & RYGEL INVESTMENT GROUP

**Signature:** Sandi Brents

**Name of Signer:** Sandi Brents

**Title:** Compliance Officer