# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001145549-23-009584
**Filing Date:** 2023-2
**Character Count:** 175100
**Document Hash:** 18e72c4b87a38b488b7356207b535b07
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009584.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009584

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000756913
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04146
- **FILM NUMBER:** 23664278

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-3000

**MAIL ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JOHN HANCOCK TRUST
- **DATE OF NAME CHANGE:** 20050124

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MANUFACTURERS INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19971022

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NASL SERIES FUND INC
- **DATE OF NAME CHANGE:** 19881030

## Series and Classes Contracts Data

### High Yield Trust (Series ID: S000008240)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000022446 | NAV          |  |
| C000022447 | Series I     |  |
| C000022448 | Series II    |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Variable Insurance Trust

- **b. Investment Company Act file number:** 811-04146

- **c. CIK number of Registrant:** 0000756913

- **d. LEI of Registrant:** Z5DUWKEPW78QKD87GA06

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

  - **Street Address 1:** 200 Berkeley Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-312-0176

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

- **a. Name of Series:** High Yield Trust

- **b. EDGAR series identifier (if any):** S000008240

- **c. LEI of Series:** 5493001XVD08CPQXGQ14

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $166545357.79

**Total Liabilities:** $52357.51

**Net Assets:** $166493000.28

**Cash Not Reported:** $935560.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -39.575887000000 | **1-Year:** -723.303177000000 | **5-Year:** -2360.381156000000 | **10-Year:** -2317.901623000000 | **30-Year:** -677.870254000000

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

- **3-Month:** -274.721356000000 | **1-Year:** -10028.371517000000 | **5-Year:** -34465.198372000000 | **10-Year:** -14390.461592000000 | **30-Year:** -2015.208567000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022446 | 1.96%                | 2.41%                | -0.71%               |
| Class ID C000022447 | 1.86%                | 2.60%                | -0.92%               |
| Class ID C000022448 | 2.04%                | 2.29%                | -0.67%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1996862.56             | $4477117.90                                |
| Month 2  | $-251237.36              | $3073891.83                                |
| Month 3  | $-496472.16              | $-1631008.84                               |

**Designated Index Information**

- **Index Name:** Fund's Designated Reference Portfolio is the Fund's Securities Portfolio

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Great Outdoors Group LLC                                                        | GREAT OUTDOORS GROUP LLC 2021 TERM LOAN B1                   | CUSIP: 07014QAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    323431 | PA      | $310089.42    | 0.19%             | 2028-03-06      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XX LTD BATLN 2021 20A D 144A                                      | BATTALION CLO XX LTD BATLN 2021 20A D 144A                   | CUSIP: 07134UAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $216969.75    | 0.13%             | 2034-07-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                    | BAUSCH HEALTH COS INC COMPANY GUAR 144A 01/30 5.25           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $287796.00    | 0.17%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                    | BAUSCH HEALTH COS INC COMPANY GUAR 144A 02/29 6.25           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $587353.76    | 0.35%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE GROUP AG JR SUBORDINA 144A VAR                 | CUSIP: 225401AL2<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |    430000 | PA      | $308167.00    | 0.19%             | 2026-08-21      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Dcert Buyer Inc.                                                                | DCERT BUYER INC 2021 2ND LIEN TERM LOAN                      | CUSIP: 24022KAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    820000 | PA      | $745380.00    | 0.45%             | 2029-02-19      | Floating      | 11.70%                | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                                        | DISH NETWORK CORP SR UNSECURED 08/26 3.375                   | CUSIP: 25470MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $332045.00    | 0.20%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC 12/99 1                                         | CUSIP: 06738EBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    380000 | PA      | $369210.18    | 0.22%             | 2024-06-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2018-III BABSN 2018 3A D 144A                                   | BARINGS CLO LTD 2018-III BABSN 2018 3A D 144A                | CUSIP: 06760PAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $232050.50    | 0.14%             | 2029-07-20      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2020-IV BABSN 2020 4A E 144A                                    | BARINGS CLO LTD 2020-IV BABSN 2020 4A E 144A                 | CUSIP: 06762DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    330000 | PA      | $289835.04    | 0.17%             | 2032-01-20      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 03/31 4             | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    470000 | PA      | $400139.20    | 0.24%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corporation                                                   | CHESAPEAKE ENERGY CORP COMPANY GUAR 144A 02/26 5.5           | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77198.00     | 0.05%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC JR SUBORDINA 12/49 VAR                         | CUSIP: 172967HQ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    410000 | PA      | $386732.50    | 0.23%             | 2024-05-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC JR SUBORDINA 12/49 VAR                         | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    180000 | PA      | $162126.00    | 0.10%             | 2025-05-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corporation                                          | CLARIVATE SCIENCE HOLDINGS COR SR UNSECURED 144A 07/29 4.875 | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $221091.00    | 0.13%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                             | CLEAR CHANNEL OUTDOOR HOLDINGS COMPANY GUAR 144A 06/29 7.5   | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $558045.20    | 0.34%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                            | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 04/29 6.625   | CUSIP: 18972EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $199657.59    | 0.12%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc.                                                            | COINBASE GLOBAL INC COMPANY GUAR 144A 10/31 3.625            | CUSIP: 19260QAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $260070.43    | 0.16%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CommScope Inc.                                                                  | COMMSCOPE INC SR SECURED 144A 09/29 4.75                     | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1209300.00   | 0.73%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CommScope Inc.                                                                  | COMMSCOPE INC COMPANY GUAR 144A 03/27 8.25                   | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    640000 | PA      | $496000.00    | 0.30%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                             | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $29534.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD CAD/BOUGHT USD                                                             | SOLD CAD/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-14.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT MXN/SOLD USD                                                             | BOUGHT MXN/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |         1 | NC      | $447.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STR INSTL INVT TR TREASURY PLUS FD INSTL CL                               | STATE STR INSTL INVT TR TREASURY PLUS FD INSTL CL            | CUSIP: 8579929T0<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    118971 | NS      | $118971.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneMor Inc.                                                                   | STONEMOR INC SR SECURED 144A 05/29 8.5                       | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $632000.00    | 0.38%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNERS LP/S SR UNSECURED 144A 06/31 5                        | SUBURBAN PROPANE PARTNERS LP/S SR UNSECURED 144A 06/31 5     | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $288994.05    | 0.17%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUGARHOUSE HSP GAMING PROP MEZ SR SECURED 144A 05/25 5.875                      | SUGARHOUSE HSP GAMING PROP MEZ SR SECURED 144A 05/25 5.875   | CUSIP: 865033AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $252039.03    | 0.15%             | 2025-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC / SUMMIT COMPANY GUAR 144A 01/29 5.25                      | SUMMIT MATERIALS LLC / SUMMIT COMPANY GUAR 144A 01/29 5.25   | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $670338.00    | 0.40%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC SECURED 144A 10/26 8.5                            | SUMMIT MIDSTREAM HOLDINGS LLC SECURED 144A 10/26 8.5         | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $304774.40    | 0.18%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Sunnova Energy Corporation                                                      | SUNNOVA ENERGY CORP COMPANY GUAR 144A 09/26 5.875            | CUSIP: 86745GAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1072068.00   | 0.64%             | 2026-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| SUPERIOR PLUS LP / SUPERIOR GE COMPANY GUAR 144A 03/29 4.5                      | SUPERIOR PLUS LP / SUPERIOR GE SR UNSECURED 144A 03/29 4.5   | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    290000 | PA      | $247950.00    | 0.15%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / COMPANY GUAR 144A 12/30 6                        | TALLGRASS ENERGY PARTNERS LP / COMPANY GUAR 144A 12/30 6     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $631252.90    | 0.38%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                    | TENET HEALTHCARE CORP SR SECURED 144A 06/28 4.625            | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    440000 | PA      | $393686.04    | 0.24%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Pactiv LLC                                                                      | PACTIV LLC SR UNSECURED 04/27 8.375                          | CUSIP: 880394AE1<br>LEI: 549300O4WTC6DL4JIE57 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19399.92     | 0.01%             | 2027-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 05/29 5.125      | CUSIP: 88167AAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1640000 | PA      | $1460497.31   | 0.88%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Time Warner Cable LLC                                                           | TIME WARNER CABLE LLC SR SECURED 07/38 7.3                   | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218233.87    | 0.13%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Titan International Inc.                                                        | TITAN INTERNATIONAL INC SR SECURED 04/28 7                   | CUSIP: 88830MAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $632561.34    | 0.38%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                                  | TOPBUILD CORP SR UNSECURED 144A 03/29 3.625                  | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    320000 | PA      | $262369.56    | 0.16%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TransAlta Corporation                                                           | TRANSALTA CORP SR UNSECURED 11/29 7.75                       | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $316597.22    | 0.19%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC SR SECURED 144A 12/25 8                        | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202958.00    | 0.12%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARCTIC CANADIAN DIAMOND CO LTD 2ND LIEN PIK TERM LOAN                           | ARCTIC CANADIAN DIAMOND CO LTD 2ND LIEN PIK TERM LOAN        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    532692 | PA      | $437659.85    | 0.26%             | 2027-12-31      | Floating      | 12.50%                | No            |                  3 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC / SR UNSECURED 144A 08/27 5.25                     | ARDAGH PACKAGING FINANCE PLC / SR UNSECURED 144A 08/27 5.25  | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    690000 | PA      | $515942.10    | 0.31%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE SR UNSECURED 144A 09/29 4                        | ARDAGH METAL PACKAGING FINANCE SR UNSECURED 144A 09/29 4     | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $634021.84    | 0.38%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 06/27 6                          | ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 06/27 6       | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $313262.46    | 0.19%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/30 VAR         | CUSIP: 040114HS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    598627 | PA      | $161443.50    | 0.10%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/35 VAR         | CUSIP: 040114HT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    526571 | PA      | $133562.43    | 0.08%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/29 1           | CUSIP: 040114HX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     59073 | PA      | $15681.37     | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC/AL SR SECURED 144A 06/28 4.625                      | ATLAS LUXCO 4/ALL UNI 06/28 4.625                            | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    720000 | PA      | $583735.00    | 0.35%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2020-1 Ltd                                              | BALBOA BAY LOAN FUNDING 2020-1 BOBA 2020 1A ER 144A          | CUSIP: 05766CAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $445186.00    | 0.27%             | 2032-01-20      | Floating      | 10.64%                | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Limited                                                   | MELCO RESORTS FINANCE LTD SR UNSECURED 144A 12/29 5.375      | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    340000 | PA      | $271860.60    | 0.16%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                                   | MIDCAP FINANCIAL ISSUER TRUST SR UNSECURED 144A 05/28 6.5    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $369800.00    | 0.22%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                                   | MIDCAP FINANCIAL ISSUER TRUST SR UNSECURED 144A 01/30 5.625  | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $307739.20    | 0.18%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| A.C.N. 113 874 712 Pty Ltd                                                      | MIDWEST VANADIUM PTY LTD SR SECURED 144A 02/18 11.5          | CUSIP: 59841RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    912943 | PA      | $3076.62      | 0.00%             | 2018-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS LLC / MI SR SECURED 144A 06/27 6.5                        | MILEAGE PLUS HOLDINGS LLC / MI SR SECURED 144A 06/27 6.5     | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450029 | PA      | $447419.67    | 0.27%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc.                                                         | MINERVA MERGER SUB INC SR UNSECURED 144A 02/30 6.5           | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $545329.81    | 0.33%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                                 | MOHEGAN TRIBAL GAMING AUTHORIT COMPANY GUAR 144A 12/27 13.25 | CUSIP: 608328BJ8<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |    570000 | PA      | $594225.00    | 0.36%             | 2027-12-15      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                            | NCL CORP LTD SR UNSECURED 144A 02/29 7.75                    | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |    610000 | PA      | $459049.40    | 0.28%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NMG HOLDING CO INC / NEIMAN MA SR SECURED 144A 04/26 7.125                      | NMG HOLDING CO INC / NEIMAN MA SR SECURED 144A 04/26 7.125   | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $281180.25    | 0.17%             | 2026-04-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Nabors Industries Ltd.                                                          | NABORS INDUSTRIES LTD COMPANY GUAR 144A 01/26 7.25           | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | US        |    620000 | PA      | $584287.35    | 0.35%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Neptune Energy Bondco PLC                                                       | NEPTUNE ENERGY BONDCO PLC SR UNSECURED 144A 05/25 6.625      | CUSIP: 64073KAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    250000 | PA      | $242751.96    | 0.15%             | 2025-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO XVIII LTD NEUB 2014 18A DR2 144A                           | NEUBERGER BERMAN CLO XVIII LTD NEUB 2014 18A DR2 144A        | CUSIP: 64128YAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $223030.00    | 0.13%             | 2030-10-21      | Floating      | 10.20%                | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS NEUB 2017 25A DR 144A                            | NEUBERGER BERMAN LOAN ADVISERS NEUB 2017 25A DR 144A         | CUSIP: 64131JAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $229085.25    | 0.14%             | 2029-10-18      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS NEUB 2019 34A ER 144A                            | NEUBERGER BERMAN LOAN ADVISERS NEUB 2019 34A ER 144A         | CUSIP: 64132PAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $425842.00    | 0.26%             | 2035-01-20      | Floating      | 10.46%                | No            |                  2 | On Loan: No      |
| NextEra Energy Partners LP                                                      | NEXTERA ENERGY PARTNERS LP NEXTERA ENERGY PARTNERS           | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    190000 | PA      | $177270.00    | 0.11%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Northern Oil and Gas Inc.                                                       | NORTHERN OIL AND GAS INC SR UNSECURED 144A 03/28 8.125       | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    850000 | PA      | $816164.90    | 0.49%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NORTHWEST ACQUISITIONS ULC / D SECURED 144A 11/22 7.125                         | NORTHWEST ACQUISITIONS ULC / D SECURED 144A 11/22 7.125      | CUSIP: 66727WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $9.50         | 0.00%             | 2022-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc.                                                                | NORTONLIFELOCK INC COMPANY GUAR 144A 09/30 7.125             | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    340000 | PA      | $334050.00    | 0.20%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings Inc.                                    | BRUNDAGE-BONE CONCRETE PUMPING SECURED 144A 02/26 6          | CUSIP: 66981QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $592569.87    | 0.36%             | 2026-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 7 LTD OAKC 2020 7A DR 144A                                   | OHA CREDIT FUNDING 7 LTD OAKC 2020 7A DR 144A                | CUSIP: 67098WAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $231924.00    | 0.14%             | 2037-02-24      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corporation                                                        | OASIS PETROLEUM INC COMMON STOCK                             | CUSIP: 674215207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2636 | NS      | $360631.16    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corporation                                                        | OASIS PETROLEUM INC COMPANY GUAR 144A 06/26 6.375            | CUSIP: 674215AL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $964190.70    | 0.58%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 04/46 4.4             | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    180000 | PA      | $140583.60    | 0.08%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 02/47 4.1             | CUSIP: 674599CL7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    120000 | PA      | $91659.60     | 0.06%             | 2047-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 03/46 6.6             | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    390000 | PA      | $401306.10    | 0.24%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 07/30 8.875           | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    490000 | PA      | $553212.21    | 0.33%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 01/31 6.125           | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333032.58    | 0.20%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Olin Corporation                                                                | OLIN CORP SR UNSECURED 02/30 5                               | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    420000 | PA      | $383250.00    | 0.23%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                           | OPEN TEXT CORP SR SECURED 144A 12/27 6.9                     | CUSIP: 683715AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    360000 | PA      | $360000.00    | 0.22%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PGT Innovations Inc.                                                            | PGT INNOVATIONS INC COMPANY GUAR 144A 10/29 4.375            | CUSIP: 69336VAB7<br>LEI: 549300LRW9WM59C1S579 | Long             | DBT              | CORP              | US        |    360000 | PA      | $301407.30    | 0.18%             | 2029-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PM General Purchaser LLC                                                        | PM GENERAL PURCHASER LLC SR SECURED 144A 10/28 9.5           | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $518330.64    | 0.31%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT 2022 3A C                                  | PALMER SQUARE LOAN FUNDING LTD PSTAT 2022 3A C               | CUSIP: 69690CAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    390000 | PA      | $377566.41    | 0.23%             | 2031-04-15      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| Par Pharmaceutical Inc.                                                         | PAR PHARMACEUTICAL INC SR SECURED 144A 04/27 7.5             | CUSIP: 69888XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1170000 | PA      | $889170.35    | 0.53%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC SR SECURED 144A 10/28 5.875                      | PARK INTERMEDIATE HOLDINGS LLC SR SECURED 144A 10/28 5.875   | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $353521.68    | 0.21%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Park-Ohio Industries Inc.                                                       | PARK-OHIO INDUSTRIES INC COMPANY GUAR 04/27 6.625            | CUSIP: 700677AR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $183421.80    | 0.11%             | 2027-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PAYSAFE FINANCE PLC / PAYSAFE SR SECURED 144A 06/29 4                           | PAYSAFE FINANCE PLC / PAYSAFE SR SECURED 144A 06/29 4        | CUSIP: 70452AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    810000 | PA      | $625725.00    | 0.38%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rocc Holdings LLC                                                               | PENN VIRGINIA ESCROW LLC COMPANY GUAR 144A 08/26 9.25        | CUSIP: 70789PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995600.53    | 0.60%             | 2026-08-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 11/33 3.875    | CUSIP: 92328MAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $669858.00    | 0.40%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Venture XVII CLO Limited                                                        | VENTURE XVII CLO LTD VENTR 2014 17A DRR 144A                 | CUSIP: 92329YAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $313706.40    | 0.19%             | 2027-04-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Venture XVII CLO Limited                                                        | VENTURE XVII CLO LTD VENTR 2014 17A ERR 144A                 | CUSIP: 92330CAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $262001.25    | 0.16%             | 2027-04-15      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Vericast Corp.                                                                  | VERICAST CORP SR SECURED 144A 09/26 11                       | CUSIP: 92348BAA1<br>LEI: 549300J73P7FL8TVF308 | Long             | DBT              | CORP              | US        |    650000 | PA      | $693062.50    | 0.42%             | 2026-09-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Vertiv Group Corporation                                                        | VERTIV GROUP CORP SR SECURED 144A 11/28 4.125                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    760000 | PA      | $646000.00    | 0.39%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions Inc.                                                            | VIAVI SOLUTIONS INC COMPANY GUAR 144A 10/29 3.75             | CUSIP: 925550AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $226922.73    | 0.14%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vertis Holdings Inc.                                                            | VERTIS HLDGS INC COM                                         | CUSIP: 92599V931<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69391 | NS      | $0.07         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Viking Cruises Ltd                                                              | VIKING CRUISES LTD COMPANY GUAR 144A 09/27 5.875             | CUSIP: 92676XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $138577.96    | 0.08%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                              | VIKING CRUISES LTD SR SECURED 144A 05/25 13                  | CUSIP: 92676XAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $960101.80    | 0.58%             | 2025-05-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                              | VIKING CRUISES LTD SR UNSECURED 144A 02/29 7                 | CUSIP: 92676XAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $405475.00    | 0.24%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| New Cotai LLC                                                                   | NEW COTAI CLASS B SHARES COMMON STOCK                        | CUSIP: ACI05RXR5<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $0.03         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    393902 | NS      | $3937367.87   | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORP COMPANY GUAR 144A 06/30 10.5                   | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    470000 | PA      | $382321.82    | 0.23%             | 2030-06-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CARNIVAL HOLDINGS BERMUDA LTD COMPANY GUAR 144A 05/28 10.375                    | CARNIVAL HOLDINGS BERMUDA LTD COMPANY GUAR 144A 05/28 10.375 | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    510000 | PA      | $523571.10    | 0.31%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Carriage Services Inc.                                                          | CARRIAGE SERVICES INC COMPANY GUAR 144A 05/29 4.25           | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $508222.82    | 0.31%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Carriage Purchaser Inc.                                                         | CARRIAGE PURCHASER INC SR UNSECURED 144A 10/29 7.875         | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $511200.00    | 0.31%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Carrols Restaurant Group Inc.                                                   | CARROLS RESTAURANT GROUP INC COMPANY GUAR 144A 07/29 5.875   | CUSIP: 14574XAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $245301.71    | 0.15%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/CASCADES USA INC COMPANY GUAR 144A 01/28 5.375                     | CASCADES INC/CASCADES USA INC COMPANY GUAR 144A 01/28 5.375  | CUSIP: 14739LAB8<br>LEI: FPD41G4F3GH7OJ38TS94 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $463992.87    | 0.28%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CATSKILL PARK CLO LTD CATSK 2017 1A D 144A                                      | CATSKILL PARK CLO LTD CATSK 2017 1A D 144A                   | CUSIP: 149421AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $411106.50    | 0.25%             | 2029-04-20      | Floating      | 10.24%                | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC / CDK GLOBA SR SECURED 144A 06/29 7.25                       | CENTRAL PARENT INC / CENTRAL M SR SECURED 144A 06/29 7.25    | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $635779.20    | 0.38%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc.                                                           | CHART INDUSTRIES INC SR SECURED 144A 01/30 7.5               | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    690000 | PA      | $693650.10    | 0.42%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 10/45 6.484        | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $207408.04    | 0.12%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSECURED 02/50 5.25       | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    350000 | PA      | $288330.00    | 0.17%             | 2050-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSECURED 02/25 3.1        | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    530000 | PA      | $501496.60    | 0.30%             | 2025-02-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WW International Inc.                                                           | WW INTERNATIONAL INC SR SECURED 144A 04/29 4.5               | CUSIP: 98262PAA9<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | DBT              | CORP              | US        |    800000 | PA      | $399672.00    | 0.24%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC / WYN SR UNSECURED 144A 04/25 7.75                     | WYNN RESORTS FINANCE LLC / WYN SR UNSECURED 144A 04/25 7.75  | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $358004.30    | 0.22%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Limited                                                              | WYNN MACAU LTD SR UNSECURED 144A 10/24 4.875                 | CUSIP: 98313RAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |    310000 | PA      | $292682.72    | 0.18%             | 2024-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Wynn Macau Limited                                                              | WYNN MACAU LTD SR UNSECURED 144A 12/29 5.125                 | CUSIP: 98313RAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |    260000 | PA      | $210363.40    | 0.13%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Limited                                                              | WYNN MACAU LTD SR UNSECURED 144A 08/28 5.625                 | CUSIP: 98313RAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |    920000 | PA      | $785762.80    | 0.47%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| XPO Escrow Sub LLC                                                              | XPO ESCROW SUB LLC SR UNSECURED 144A 11/27 7.5               | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $161907.20    | 0.10%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZipRecruiter Inc.                                                               | ZIPRECRUITER INC SR UNSECURED 144A 01/30 5                   | CUSIP: 98980BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $272058.60    | 0.16%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES LLC/ZOOM COMPANY GUAR 144A 02/29 3.875                    | ZOOMINFO TECHNOLOGIES LLC/ZOOM COMPANY GUAR 144A 02/29 3.875 | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $588267.69    | 0.35%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KCAD Holdings I Limited                                                         | KCAD Holdings I Limited COMMON STOCK                         | CUSIP: ACI00JKY7<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 165553563 | NS      | $165.55       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PROVINCIA DE BUENOS AIRES/GOVE SR UNSECURED 144A 09/37 VAR                      | PROVINCIA DE BUENOS AIRES/GOVE SR UNSECURED 144A 09/37 VAR   | CUSIP: BR3458824<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    756976 | PA      | $261156.72    | 0.16%             | 2037-09-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                      | AIR CANADA SR SECURED 144A 08/26 3.875                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    460000 | PA      | $407437.04    | 0.24%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Akumin Inc.                                                                     | AKUMIN INC SR SECURED 144A 11/25 7                           | CUSIP: 01021FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $515633.37    | 0.31%             | 2025-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLEN MEDIA LLC / ALLEN MEDIA COMPANY GUAR 144A 02/28 10.5                      | ALLEN MEDIA LLC / ALLEN MEDIA COMPANY GUAR 144A 02/28 10.5   | CUSIP: 01771YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1470000 | PA      | $558600.00    | 0.34%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc.                                                   | ALLIANCE DATA SYSTEMS CORP COMPANY GUAR 144A 12/24 4.75      | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    510000 | PA      | $452236.40    | 0.27%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp                     | ALLIED UNIVERSAL HOLDCO LLC / SR SECURED 144A 07/26 6.625    | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $640500.00    | 0.38%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Alta Equipment Group Inc.                                                       | ALTA EQUIPMENT GROUP INC SECURED 144A 04/26 5.625            | CUSIP: 02128LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $585061.63    | 0.35%             | 2026-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                                           | ALTICE FINANCING SA SR SECURED 144A 08/29 5.75               | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    780000 | PA      | $613519.04    | 0.37%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Altice France                                                                   | ALTICE SA SR SECURED 144A 07/29 5.125                        | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    590000 | PA      | $442348.48    | 0.27%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Altice France Holding S.A.                                                      | ALTICE FRANCE HOLDING SA SR SECURED 144A 05/27 10.5          | CUSIP: 02156TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    640000 | PA      | $488000.00    | 0.29%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| American Axle and Manufacturing Inc.                                            | AMERICAN AXLE and MANUFACTURING COMPANY GUAR 10/29 5         | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $870774.19    | 0.52%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| American News Company LLC                                                       | AMERICAN NEWS CO LLC SECURED 144A 09/26 8.5                  | CUSIP: 02862PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580247 | PA      | $646975.41    | 0.39%             | 2026-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ANAGRAM INTL INC 08/26 10                                                       | ANA INTL/ANA HOLD                                            | CUSIP: 03254TAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87392 | PA      | $57678.72     | 0.03%             | 2026-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                                    | ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375          | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    430000 | PA      | $398657.30    | 0.24%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Apache Corporation                                                              | APACHE CORP SR UNSECURED 12/29 7.75                          | CUSIP: 03746AAA8<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    310000 | PA      | $324121.18    | 0.19%             | 2029-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Apollo Commercial Real Estate Finance Inc.                                      | APOLLO COMMERCIAL REAL ESTATE SR SECURED 144A 06/29 4.625    | CUSIP: 03762UAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $568276.90    | 0.34%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC 2022 TERM LOAN B10                               | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    399000 | PA      | $355209.75    | 0.21%             | 2028-08-19      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA JR SUBORDINA 144A 12/49 VAR                   | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    390000 | PA      | $385623.22    | 0.23%             | 2025-08-19      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| B. Riley Financial Inc.                                                         | B. RILEY FINANCIAL INC PREFERRED STOCK                       | CUSIP: 05580M793<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     13375 | NS      | $280808.13    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Bausch Health Companies Inc.                                                    | BAUSCH HEALTH COS INC SR SECURED 144A 02/27 6.125            | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |    360000 | PA      | $248266.80    | 0.15%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| U.S. Renal Care Inc.                                                            | BCPE CYCLE MERGER SUB II INC SR UNSECURED 144A 07/27 10.625  | CUSIP: 07335BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $208800.00    | 0.13%             | 2027-07-15      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| Bed Bath and Beyond Inc.                                                        | BED BATH and BEYOND INC SR UNSECURED 08/44 5.165             | CUSIP: 075896AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $68000.00     | 0.04%             | 2044-08-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XI BSP 2017 12A C 144A                              | BENEFIT STREET PARTNERS CLO XI BSP 2017 12A C 144A           | CUSIP: 08179HAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $226095.75    | 0.14%             | 2030-10-15      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Berry Corporation                                                               | BERRY PETROLEUM CORP COMMON STOCK USD.001                    | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62206 | NS      | $497648.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Petroleum Company LLC                                                     | BERRY PETROLEUM CO LLC COMPANY GUAR 144A 02/26 7             | CUSIP: 08580BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1184781.90   | 0.71%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc.                                                  | BLACKSTONE MORTGAGE TRUST INC SR UNSECURED 03/27 5.5         | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    190000 | PA      | $162331.25    | 0.10%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2016-2 LTD BLUEM 2016 2A DR 144A                               | BLUEMOUNTAIN CLO 2016-2 LTD 08/32 1                          | CUSIP: 095765AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $248149.80    | 0.15%             | 2032-08-20      | Floating      | 12.47%                | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/26 6.625                    | BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/26 6.625 | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $648539.90    | 0.39%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 12/25 7.625                    | BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 12/25 7.625 | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $347393.88    | 0.21%             | 2025-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                 | BOMBARDIER INC SR UNSECURED 144A 04/27 7.875                 | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    590000 | PA      | $572285.76    | 0.34%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Boyne USA Inc.                                                                  | BOYNE USA INC SR UNSECURED 144A 05/29 4.75                   | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $442522.15    | 0.27%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL PARK CLO LTD BRIST 2016 1A ER 144A                                      | BRISTOL PARK CLO LTD BRIST 2016 1A ER 144A                   | CUSIP: 11015DAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $507154.20    | 0.30%             | 2029-04-15      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                              | BURFORD CAPITAL GLOBAL FINANCE COMPANY GUAR 144A 04/28 6.25  | CUSIP: 12116LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $559823.88    | 0.34%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                              | BURFORD CAPITAL GLOBAL FINANCE COMPANY GUAR 144A 04/30 6.875 | CUSIP: 12116LAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $444923.40    | 0.27%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 08/30 4.5   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $512216.10    | 0.31%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/31 4.25  | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $104274.95    | 0.06%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| XPO CNW Inc.                                                                    | XPO CNW INC SR UNSECURED 05/34 6.7                           | CUSIP: 12612WAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $327561.00    | 0.20%             | 2034-05-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC COMPANY GUAR 144A 02/29 6.5                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    800000 | PA      | $654000.00    | 0.39%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC SR UNSECURED 144A 01/30 5.75                | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $338394.00    | 0.20%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 05/32 4.5        | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1217880.00   | 0.73%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HLDGS LLC 01/34 4.25                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $66424.05     | 0.04%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/32 4.75  | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $437778.00    | 0.26%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                               | CHS/COMMUNITY HEALTH SYSTEMS I SECURED 144A 04/30 6.125      | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    170000 | PA      | $84180.28     | 0.05%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                               | CHS/COMMUNITY HEALTH SYSTEMS I SR SECURED 144A 05/30 5.25    | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $809081.86    | 0.49%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC COMPANY GUAR 144A 12/30 4.125               | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    240000 | PA      | $169399.20    | 0.10%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC SR UNSECURED 144A 11/31 5                   | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    330000 | PA      | $184371.00    | 0.11%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                                                       | CNX MIDSTREAM PARTNERS LP COMPANY GUAR 144A 04/30 4.75       | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $607292.12    | 0.36%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MKS CLO 2017-2 LTD MKS 2017 2A D 144A                                           | CVP CLO 2017-2 LTD CVP 2017 2A D 144A                        | CUSIP: 12662CAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $435821.50    | 0.26%             | 2031-01-20      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| CA Magnum Holdings                                                              | CA MAGNUM HOLDINGS 10/26 5.375                               | CUSIP: 12674CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |    410000 | PA      | $373603.50    | 0.22%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NCR Corporation                                                                 | NCR CORP COMPANY GUAR 144A 04/29 5.125                       | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    190000 | PA      | $158901.41    | 0.10%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                            | NCL CORP LTD SR SECURED 144A 02/27 5.875                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $1957838.00   | 1.18%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc.                                                               | NMI HOLDINGS INC SR SECURED 144A 06/25 7.375                 | CUSIP: 629209AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $656500.00    | 0.39%             | 2025-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                          | FIRST BRANDS 2021 TERM LOAN                                  | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    344750 | PA      | $325444.00    | 0.20%             | 2027-03-30      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| FirstCash Inc.                                                                  | FIRSTCASH INC COMPANY GUAR 144A 01/30 5.625                  | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    440000 | PA      | $391628.61    | 0.24%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                     | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 04/25 7.5       | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $204401.45    | 0.12%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                     | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 03/24 6.5       | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $410871.30    | 0.25%             | 2024-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                     | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 03/26 6.875     | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    790000 | PA      | $748147.06    | 0.45%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                     | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 10/27 6.875     | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    660000 | PA      | $619227.35    | 0.37%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FirstCash Inc.                                                                  | FIRSTCASH INC COMPANY GUAR 144A 09/28 4.625                  | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    530000 | PA      | $465319.19    | 0.28%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO LP / F COMPANY GUAR 144A 11/25 7.875                    | FIVE POINT OPERATING CO LP / F COMPANY GUAR 144A 11/25 7.875 | CUSIP: 33834YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $672496.82    | 0.40%             | 2025-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Las Vegas Holdings LLC                                            | FONTAINEBLEAU LAS VEGAS HOLDIN SR SECURED 144A 06/15 VAR     | CUSIP: 34460XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3600425 | PA      | $360.04       | 0.00%             | 2015-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Foot Locker Inc.                                                                | FOOT LOCKER INC SR UNSECURED 144A 10/29 4                    | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |    640000 | PA      | $498578.68    | 0.30%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                              | FORD MOTOR CO SR UNSECURED 02/32 3.25                        | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $299976.68    | 0.18%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                              | FORD MOTOR CO SR UNSECURED 08/32 6.1                         | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1080328.28   | 0.65%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 5.125            | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    460000 | PA      | $442217.14    | 0.27%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4                | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    810000 | PA      | $664880.40    | 0.40%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 4.95             | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    330000 | PA      | $307857.00    | 0.18%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113            | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $996099.50    | 0.60%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Forestar Group Inc.                                                             | FORESTAR GROUP INC SR UNSECURED 144A 03/28 5                 | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214491.15    | 0.13%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Forestar Group Inc.                                                             | FORESTAR GROUP INC COMPANY GUAR 144A 05/26 3.85              | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    550000 | PA      | $482179.77    | 0.29%             | 2026-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JAY PARK CLO LTD JPARK 2016 1A DR 144A                                          | JAY PARK CLO LTD JPARK 2016 1A DR 144A                       | CUSIP: 47206WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $319194.75    | 0.19%             | 2027-10-20      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO LTD 04/35 1                                                       | MAGNETITE CLO LTD 04/35 1                                    | CUSIP: 55954XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $206969.50    | 0.12%             | 2035-04-15      | Floating      | 10.26%                | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                                | VIRGIN MEDIA SECURED FINANCE P SR SECURED 144A 05/29 5.5     | CUSIP: 92769XAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    330000 | PA      | $295607.40    | 0.18%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes IV Designated Activity Company              | DOLYA HOLDCO 18 DAC SR UNSECURED 144A 07/28 5                | CUSIP: 92770QAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    470000 | PA      | $410830.42    | 0.25%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / X SR UNSECURED 144A 02/30 6.375                    | VISTAJET MALTA FINANCE PLC / X SR UNSECURED 144A 02/30 6.375 | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |    690000 | PA      | $553259.25    | 0.33%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I plc                                                      | VMED 02 UK FINAN 01/31 4.75                                  | CUSIP: 92858RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    910000 | PA      | $739238.50    | 0.44%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2020-3 LTD VOYA 2020 3A DR 144A                                        | VOYA CLO 2020-3 LTD VOYA 2020 3A DR 144A                     | CUSIP: 92918NAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $449783.00    | 0.27%             | 2034-10-20      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| MWO Holdings LLC                                                                | MWO HOLDINGS LLC MWO HOLDINGS LLC                            | CUSIP: 931DWH905<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       445 | NS      | $2767.90      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PERMIAN PRODUCTION PERMIAN PRODUCTION                                           | PERMIAN PRODUCTION PERMIAN PRODUCTION                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     19583 | NS      | $11749.80     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| ARCTIC CANADIAN DIAMONDS ARCTIC CANADIAN DIAMONDS                               | ARCTIC CANADIAN DIAMONDS ARCTIC CANADIAN DIAMONDS            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       494 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSECURED 04/44 5.45       | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    620000 | PA      | $515046.40    | 0.31%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US 5YR NOTE CBT 0323                                                            | US 5YR NOTE CBT 0323                                         | CUSIP: ADI27GKS3<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        81 | NC      | $-17898.18    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AFC Gamma Inc.                                                                  | AFC GAMMA INC SR UNSECURED 144A 05/27 5.75                   | CUSIP: 00109KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $411476.76    | 0.25%             | 2027-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| The ADT Security Corporation                                                    | ADT SECURITY CORP/THE SR SECURED 144A 08/29 4.125            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    500000 | PA      | $425228.05    | 0.26%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AIMCO 01/32 1                                                                   | AIMCO 01/32 1                                                | CUSIP: 00140LAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $319685.80    | 0.19%             | 2032-01-17      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| AIG CLO 2018-1 LLC AIGIM 2018 1A DR 144A                                        | AIG CLO 2018-1 LLC AIGIM 2018 1A DR 144A                     | CUSIP: 00141UAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $239135.78    | 0.14%             | 2032-04-20      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| ARD Finance S.A.                                                                | ARD FINANCE SA 06/27 6                                       | CUSIP: 00191AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    660000 | PA      | $459051.42    | 0.28%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc.                                                 | AMC ENTERTAINMENT HOLDINGS INC SECURED 144A 06/26 12         | CUSIP: 00165CAP9<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    330000 | PA      | $133650.00    | 0.08%             | 2026-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc.                                                 | AMC ENTERTAINMENT HOLDINGS INC SR SECURED 144A 02/29 7.5     | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    730000 | PA      | $392309.30    | 0.24%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ATS Corporation                                                                 | ATS AUTOMATION TOOLING SYSTEMS SR UNSECURED 144A 12/28 4.125 | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $258828.00    | 0.16%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/29 5.75                       | AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/29 5.75    | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1014490.98   | 0.61%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Academy Ltd.                                                                    | ACADEMY LTD SR SECURED 144A 11/27 6                          | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239342.71    | 0.14%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Accelerate360 Holdings LLC                                                      | ACCELERATE360 HOLDINGS LLC SECURED 144A 03/28 8              | CUSIP: 00456LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    719050 | PA      | $765788.28    | 0.46%             | 2028-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                    | ACRISURE LLC 2020 TERM LOAN B                                | CUSIP: 00488PAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    447350 | PA      | $418831.44    | 0.25%             | 2027-02-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| ACURIS FINANCE US INC / ACURIS SR SECURED 144A 05/28 5                          | ACURIS FINANCE US INC / ACURIS SR SECURED 144A 05/28 5       | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $159500.00    | 0.10%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                 | ADAPTHEALTH LLC SR UNSECURED 144A 08/29 4.625                | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $385135.00    | 0.23%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                 | ADAPTHEALTH LLC COMPANY GUAR 144A 03/30 5.125                | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $646980.40    | 0.39%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Adtalem Global Education Inc.                                                   | ADTALEM GLOBAL EDUCATION INC 2021 TERM LOAN B                | CUSIP: 00737RAE0<br>LEI: 549300Z467EZLMODV621 | Long             | LON              | CORP              | US        |    287116 | PA      | $284448.94    | 0.17%             | 2028-08-12      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Adtalem Global Education Inc.                                                   | ADTALEM GLOBAL EDUCATION INC SR SECURED 144A 03/28 5.5       | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |    511000 | PA      | $463732.50    | 0.28%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/32 3.3        | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    160000 | PA      | $125081.72    | 0.08%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc.                                                  | ADVANCED DRAINAGE SYSTEMS INC COMPANY GUAR 144A 06/30 6.375  | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340081.00    | 0.20%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| B. Riley Financial Inc.                                                         | B RILEY FINANCIAL INC PREFERRED STOCK 08/28 5.25             | CUSIP: 05580M819<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      9825 | NS      | $179208.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| B. Riley Financial Inc.                                                         | B RILEY FINANCIAL INC PREFERRED STOCK                        | CUSIP: 05580M835<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     13075 | NS      | $254178.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BALLYROCK LTD 04/35 1                                                           | BALLYROCK LTD 04/35 1                                        | CUSIP: 05876AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    710000 | PA      | $627646.39    | 0.38%             | 2035-04-20      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| Radiology Partners Inc.                                                         | RADIOLOGY PARTNERS INC COMPANY GUAR 144A 02/28 9.25          | CUSIP: 75041VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $28067.70     | 0.02%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Range Resources Corporation                                                     | RANGE RESOURCES CORP COMPANY GUAR 01/29 8.25                 | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    490000 | PA      | $504918.05    | 0.30%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Range Resources Corporation                                                     | RANGE RESOURCES CORP COMPANY GUAR 144A 02/30 4.75            | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105732.88    | 0.06%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                                            | REDSTONE BUYER LLC 2021 TERM LOAN                            | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    464125 | PA      | $319415.47    | 0.19%             | 2028-04-27      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                                            | REDSTONE BUYER LLC 2021 2ND LIEN TERM LOAN                   | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    470000 | PA      | $231771.10    | 0.14%             | 2029-04-27      | Floating      | 12.11%                | No            |                  2 | On Loan: No      |
| Rent-A-Center Inc.                                                              | RENT-A-CENTER INC/TX COMPANY GUAR 144A 02/29 6.375           | CUSIP: 76009NAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $639069.16    | 0.38%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Rent-A-Center Inc.                                                              | RENT A CENTER INC 2021 FIRST LIEN TERM LOAN B                | CUSIP: 76009WAW0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    589500 | PA      | $566656.88    | 0.34%             | 2028-02-17      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc.                                                            | RESIDEO FUNDING INC COMPANY GUAR 144A 09/29 4                | CUSIP: 76119LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $509386.50    | 0.31%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC / ROCKET M COMPANY GUAR 144A 10/33 4                        | ROCKET MORTGAGE LLC / ROCKET M COMPANY GUAR 144A 10/33 4     | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $485459.00    | 0.29%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Roller Bearing Company of America Inc.                                          | ROLLER BEARING CO OF AMERICA I SR SECURED 144A 10/29 4.375   | CUSIP: 775631AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $631231.00    | 0.38%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 08/26 5.5      | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    640000 | PA      | $538400.00    | 0.32%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 08/27 11.625   | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    570000 | PA      | $572411.10    | 0.34%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                                        | RYAN SPECIALTY GROUP LLC SR SECURED 144A 02/30 4.375         | CUSIP: 78351MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $450265.87    | 0.27%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                 | SABRE GLBL INC SR SECURED 144A 12/27 11.25                   | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    470000 | PA      | $483970.75    | 0.29%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                | SANDS CHINA LTD SR UNSECURED 08/28 5.4                       | CUSIP: 80007RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |    200000 | PA      | $187260.60    | 0.11%             | 2028-08-08      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Saranac CLO III Limited                                                         | SARANAC CLO III LTD SRANC 2014 3A DR 144A                    | CUSIP: 803169AW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    570000 | PA      | $459114.48    | 0.28%             | 2030-06-22      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| SCULPTOR CLO XXVI LTD SCUL 26A E 144A                                           | SCULPTOR CLO LTD 07/34 1                                     | CUSIP: 81125HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    280000 | PA      | $244181.84    | 0.15%             | 2034-07-20      | Floating      | 11.49%                | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                        | SERVICE PROPERTIES TRUST COMPANY GUAR 12/27 5.5              | CUSIP: 81761LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $344464.80    | 0.21%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Spencer Spirit IH LLC                                                           | SPENCER SPIRIT IH LLC TERM LOAN B                            | CUSIP: 84823UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    582949 | PA      | $571289.95    | 0.34%             | 2026-06-19      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                      | SPRINT CAPITAL CORP COMPANY GUAR 03/32 8.75                  | CUSIP: 852060AT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $136861.50    | 0.08%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT CORP COMPANY GUAR 09/23 7.875                         | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    670000 | PA      | $679370.62    | 0.41%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GREENWOOD PARK CLO LTD GRNPK 2018 1A E 144A                                     | GREENWOOD PARK CLO LTD GRNPK 2018 1A E 144A                  | CUSIP: 39729TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $201214.00    | 0.12%             | 2031-04-15      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| GRIPPEN PARK CLO LTD GRIPP 2017 1A E 144A                                       | GRIPPEN PARK CLO LTD GRIPP 2017 1A E 144A                    | CUSIP: 39862DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    420000 | PA      | $357742.56    | 0.21%             | 2030-01-20      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECT SR SECURED 144A 08/27 5.875                      | DIRECTV HOLDINGS LLC / DIRECTV SR SECURED 144A 08/27 5.875   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $635208.60    | 0.38%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                            | DISH DBS CORP COMPANY GUAR 11/24 5.875                       | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $464616.95    | 0.28%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                            | DISH DBS CORP COMPANY GUAR 07/26 7.75                        | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870000 | PA      | $701559.30    | 0.42%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                            | DISH DBS CORP COMPANY GUAR 06/29 5.125                       | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $645110.00    | 0.39%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                            | DISH DBS CORP SR SECURED 144A 12/28 5.75                     | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $718312.50    | 0.43%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                    | DIVERSIFIED HEALTHCARE TRUST COMPANY GUAR 06/25 9.75         | CUSIP: 25525PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $162854.01    | 0.10%             | 2025-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                    | DIVERSIFIED HEALTHCARE TRUST COMPANY GUAR 03/31 4.375        | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $158564.70    | 0.10%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub Inc.                                                    | DORNOCH DEBT MERGER SUB INC SR UNSECURED 144A 10/29 6.625    | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $287638.01    | 0.17%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Draftkings Holdings Inc.                                                        | DRAFTKINGS INC SR UNSECURED 03/28 0.00000                    | CUSIP: 26142RAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $371100.00    | 0.22%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dryden 40 Senior Loan Fund                                                      | DRYDEN 40 SENIOR LOAN FUND DRSLF 2015 40A DR 144A            | CUSIP: 26244GAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $224374.50    | 0.13%             | 2031-08-15      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| DRYDEN 75 CLO LTD DRSLF 2019 75A ER2 144A                                       | DRYDEN 75 CLO LTD DRSLF 2019 75A ER2 144A                    | CUSIP: 26252KAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    470000 | PA      | $413515.40    | 0.25%             | 2034-04-15      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM OPERATING LP COMPANY GUAR 144A 11/36 6.45      | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    280000 | PA      | $274378.46    | 0.16%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PARTNERS LP SR UNSECURED 08/24 4               | CUSIP: 26885BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $115316.40    | 0.07%             | 2024-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PARTNERS LP SR UNSECURED 07/28 5.5             | CUSIP: 26885BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $500728.48    | 0.30%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PARTNERS LP SR UNSECURED 07/48 6.5             | CUSIP: 26885BAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1094379.57   | 0.66%             | 2048-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 07/27 6.5        | CUSIP: 26885BAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $210265.00    | 0.13%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 06/30 7.5        | CUSIP: 26885BAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $346867.20    | 0.21%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Earthstone Energy Holdings LLC                                                  | EARTHSTONE ENERGY HOLDINGS LLC SR UNSECURED 144A 04/27 8     | CUSIP: 27034RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $248729.00    | 0.15%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO 2020-2 LTD                                                      | EATON VANCE CLO 2020-2 LTD EATON 2020 2A ER 144A             | CUSIP: 27830RAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    440000 | PA      | $395752.28    | 0.24%             | 2035-01-15      | Floating      | 10.58%                | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Company                                                  | EDGEWELL PERSONAL CARE CO SR UNSECURED 144A 04/29 4.125      | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    340000 | PA      | $289842.74    | 0.17%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Elastic N.V.                                                                    | ELASTIC NV SR UNSECURED 144A 07/29 4.125                     | CUSIP: 28415LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $460389.00    | 0.28%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                      | COLT MERGER SUB INC SR SECURED 144A 07/25 6.25               | CUSIP: 28470RAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $349803.18    | 0.21%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP SR UNSECURED 144A 12/25 7                               | EMPIRE COMMUNITIES CORP SR UNSECURED 144A 12/25 7            | CUSIP: 29163VAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    650000 | PA      | $587705.30    | 0.35%             | 2025-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCES LP / SR UNSECURED 144A 01/28 5.75                     | ENDEAVOR ENERGY RESOURCES LP / SR UNSECURED 144A 01/28 5.75  | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $392583.20    | 0.24%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                    | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    180000 | PA      | $154800.00    | 0.09%             | 2026-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Equinox Holdings Inc.                                                           | EQUINOX HOLDINGS INC 2020 TERM LOAN B2                       | CUSIP: 29446CAR5<br>LEI: 549300W05QKLNGQIIA73 | Long             | LON              | CORP              | US        |    371450 | PA      | $295302.75    | 0.18%             | 2024-03-08      | Floating      | 13.73%                | No            |                  2 | On Loan: No      |
| Eyecare Partners LLC                                                            | EYECARE PARTNERS LLC TERM LOAN                               | CUSIP: 30233PAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    487020 | PA      | $387994.44    | 0.23%             | 2027-02-18      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Eyecare Partners LLC                                                            | EYECARE PARTNERS LLC 2022 INCREMENTAL TERM LOAN              | CUSIP: 30233PAL4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    380000 | PA      | $329175.00    | 0.20%             | 2028-11-15      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / F SR SECURED 144A 01/29 4.625                      | FERTITTA ENTERTAINMENT LLC / F SR SECURED 144A 01/29 4.625   | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $541590.40    | 0.33%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MOZART DEBT MERGER SUB INC SR UNSECURED 144A 10/29 5.25      | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $413020.40    | 0.25%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                                   | PERATON HOLDING CORP TERM LOAN B                             | CUSIP: 71360HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    414783 | PA      | $404326.67    | 0.24%             | 2028-02-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                     | PETROBRAS GLOBAL FINANCE BV COMPANY GUAR 12/99 6.85          | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    410000 | PA      | $347224.56    | 0.21%             | 2115-06-05      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                     | PETROBRAS GLOBAL FINANCE BV COMPANY GUAR 02/29 5.75          | CUSIP: 71647NAZ2<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $97125.00     | 0.06%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PETSMART INC / PETSMART FINANC COMPANY GUAR 144A 02/29 7.75                     | PETSMART INC / PETSMART FINANC COMPANY GUAR 144A 02/29 7.75  | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $234798.13    | 0.14%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                          | PLAYTIKA HOLDING CORP COMPANY GUAR 144A 03/29 4.25           | CUSIP: 72815LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    490000 | PA      | $384625.50    | 0.23%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrrower LLC / Prime Finance Inc.                      | PRIME SECURITY SERVICES BORROW SR SECURED 144A 04/26 5.75    | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $452375.00    | 0.27%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrrower LLC / Prime Finance Inc.                      | PRIME SECURITY SERVICES BORROW SECURED 144A 01/28 6.25       | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $837347.20    | 0.50%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC / ROCKET M COMPANY GUAR 144A 03/31 3.875                    | QUICKEN LOANS LLC / QUICKEN LO COMPANY GUAR 144A 03/31 3.875 | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $480863.52    | 0.29%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Rackspace Technology Global Inc.                                                | RACKSPACE TECHNOLOGY GLOBAL IN SR SECURED 144A 02/28 3.5     | CUSIP: 750098AB1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    630000 | PA      | $366105.60    | 0.22%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines Inc.                                                            | SPIRIT AIRLINES INC SR UNSECURED 05/26 1                     | CUSIP: 848577AB8<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |    360000 | PA      | $289800.00    | 0.17%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                      | CAESARS ENTERTAINMENT INC SR UNSECURED 144A 10/29 4.625      | CUSIP: 12769GAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $488286.00    | 0.29%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                             | CALPINE CORP SR SECURED 144A 03/31 3.75                      | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241546.77    | 0.15%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cano Health LLC                                                                 | CANO HEALTH LLC SR UNSECURED 144A 10/28 6.25                 | CUSIP: 13782CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $254100.00    | 0.15%             | 2028-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANPACK SA / CANPACK US LLC COMPANY GUAR 144A 11/29 3.875                       | CANPACK SA / CANPACK US LLC COMPANY GUAR 144A 11/29 3.875    | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |    910000 | PA      | $717134.35    | 0.43%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Doman Building Materials Group Ltd.                                             | CANWEL BUILDING MATERIALS GROU COMPANY GUAR 144A 05/26 5.25  | CUSIP: 13874XAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    280000 | PA      | $183919.05    | 0.11%             | 2026-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2017-2 LTD CGMS 2017 2A C 144A                                   | CARLYLE US CLO 2017-2 LTD CGMS 2017 2A C 144A                | CUSIP: 14315JAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $440757.00    | 0.26%             | 2031-07-20      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORP SR UNSECURED 144A 03/26 7.625                  | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    490000 | PA      | $388371.41    | 0.23%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| COOK PARK CLO LTD COOK 2018 1A E 144A                                           | COOK PARK CLO LTD COOK 2018 1A E 144A                        | CUSIP: 21623RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $196076.50    | 0.12%             | 2030-04-17      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| Corecivic Inc.                                                                  | CORECIVIC INC COMPANY GUAR 04/26 8.25                        | CUSIP: 21871NAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1097285.00   | 0.66%             | 2026-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                            | CREDIT AGRICOLE SA JR SUBORDINA 144A 12/49 VAR               | CUSIP: 225313AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    340000 | PA      | $344080.00    | 0.21%             | 2025-12-23      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC COMPANY GUAR 11/27 5.5                         | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234762.50    | 0.14%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                  | TRANSDIGM INC COMPANY GUAR 01/29 4.625                       | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    450000 | PA      | $395671.50    | 0.24%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc.                                                      | TRITON WATER HOLDINGS INC SR UNSECURED 144A 04/29 6.25       | CUSIP: 89680EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $489305.38    | 0.29%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RealTruck Group Inc.                                                            | TRUCK HERO INC 2021 TERM LOAN B                              | CUSIP: 89778PAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    343875 | PA      | $293583.28    | 0.18%             | 2028-01-31      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| U.S. Renal Care Inc.                                                            | US RENAL CARE INC 2019 TERM LOAN B                           | CUSIP: 90290PAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    637839 | PA      | $353382.06    | 0.21%             | 2026-06-26      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| UPC Holding B.V.                                                                | UPC HOLDING BV SR SECURED 144A 01/28 5.5                     | CUSIP: 90320LAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    430000 | PA      | $381625.00    | 0.23%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP FUNDING SWITZERLAND COMPANY GUAR 144A 12/99 VAR    | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    550000 | PA      | $541102.85    | 0.33%             | 2024-01-31      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                            | UNITED AIRLINES INC SR SECURED 144A 04/29 4.625              | CUSIP: 90932LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $200260.01    | 0.12%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Urban One Inc.                                                                  | URBAN ONE INC SR SECURED 144A 02/28 7.375                    | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |    340000 | PA      | $287405.40    | 0.17%             | 2028-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                 | COLGATE ENERGY PARTNERS III LL SR UNSECURED 144A 07/29 5.875 | CUSIP: 19416MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1133695.94   | 0.68%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                                          | COMPASS GROUP DIVERSIFIED HOLD COMPANY GUAR 144A 04/29 5.25  | CUSIP: 20451RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $359432.23    | 0.22%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Comstock Resources Inc.                                                         | COMSTOCK RESOURCES INC COMPANY GUAR 144A 01/30 5.875         | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    380000 | PA      | $326686.00    | 0.20%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Covanta Holding Corporation                                                     | COVERT MERGECO INC COMPANY GUAR 144A 12/29 4.875             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    510000 | PA      | $417827.70    | 0.25%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE GROUP AG 12/99 1                               | CUSIP: 225401AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |    200000 | PA      | $143771.69    | 0.09%             | 2025-09-12      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/99 VAR           | CUSIP: 225401AX6<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |    880000 | PA      | $766539.29    | 0.46%             | 2027-06-23      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE GROUP AG SR UNSECURED 144A 08/33 VAR           | CUSIP: 225401AZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |    480000 | PA      | $421148.79    | 0.25%             | 2033-08-12      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM OPERATING LP COMPANY GUAR 144A 09/37 6.75      | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201597.65    | 0.12%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc.                                                        | DARLING INGREDIENTS INC COMPANY GUAR 144A 06/30 6            | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    290000 | PA      | $283475.00    | 0.17%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                                                    | DEERFIELD DAKOTA HOLDING LLC 2021 USD 2ND LIEN TERM LOAN     | CUSIP: 24440EAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    190000 | PA      | $180025.00    | 0.11%             | 2028-04-07      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| Foundation Building Materials Inc.                                              | FOUNDATION BUILDING MATERIALS COMPANY GUAR 144A 03/29 6      | CUSIP: 350392AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $224611.12    | 0.13%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 03/43 5.45                 | CUSIP: 35671DBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1686814.80   | 1.01%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Full House Resorts Inc.                                                         | FULL HOUSE RESORTS INC SR SECURED 144A 02/28 8.25            | CUSIP: 359678AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1026959.60   | 0.62%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| The GEO Group Inc.                                                              | GEO GROUP INC/THE SECURED 06/28 10.5                         | CUSIP: 36162JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    607000 | PA      | $612948.60    | 0.37%             | 2028-06-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| The GEO Group Inc.                                                              | GEO GROUP INC/THE SECURED 144A 12/28 9.5                     | CUSIP: 36162JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    945000 | PA      | $899582.71    | 0.54%             | 2028-12-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Gannett Holdings LLC                                                            | GANNETT HOLDINGS LLC SR SECURED 144A 11/26 6                 | CUSIP: 36474GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $505300.00    | 0.30%             | 2026-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Global Tel*Link Corporation                                                     | GLOBAL TEL LINK 1ST LIEN TERM LOAN                           | CUSIP: 37959JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    648051 | PA      | $556922.31    | 0.33%             | 2025-11-29      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                                                | GLOBAL AIRCRAFT LEASING CO LTD SR UNSECURED 144A 09/24 6.5   | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2025678 | PA      | $1721826.30   | 1.03%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES CLO 2014-1 LTD GRTLK 2014 1A CR 144A                                | GREAT LAKES CLO 2014-1 LTD GRTLK 2014 1A CR 144A             | CUSIP: 390556AQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $377512.00    | 0.23%             | 2029-10-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| GREENWOOD PARK CLO LTD GRNPK 2018 1A D 144A                                     | GREENWOOD PARK CLO LTD GRNPK 2018 1A D 144A                  | CUSIP: 39729RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    290000 | PA      | $256146.27    | 0.15%             | 2031-04-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| GREYWOLF CLO IV LTD GWOLF 2019 1RA CR 144A                                      | GREYWOLF CLO IV LTD GWOLF 2019 1RA CR 144A                   | CUSIP: 39809TAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $226310.25    | 0.14%             | 2034-04-17      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc.                                                            | HUDBAY MINERALS INC COMPANY GUAR 144A 04/29 6.125            | CUSIP: 443628AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    710000 | PA      | $642940.34    | 0.39%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| StoneX Group Inc.                                                               | INTL. FCSTONE INC SR SECURED 144A 06/25 8.625                | CUSIP: 46116VAE5<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272700.00    | 0.16%             | 2025-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                    | DIVERSIFIED HEALTHCARE TRUST SR UNSECURED 02/28 4.75         | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $528937.50    | 0.32%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC/SIMMONS PREP SECURED 144A 03/29 4.625                         | SIMMONS FOODS INC/SIMMONS PREP SECURED 144A 03/29 4.625      | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $480291.05    | 0.29%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIZZLING PLATTER LLC / SIZZLIN SR SECURED 144A 11/25 8.5                        | SIZZLING PLATTER LLC / SIZZLIN SR SECURED 144A 11/25 8.5     | CUSIP: 830146AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $395641.55    | 0.24%             | 2025-11-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75                       | DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75    | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $441787.39    | 0.27%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                                     | SOUTHWESTERN ENERGY CO COMPANY GUAR 02/32 4.75               | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    790000 | PA      | $675126.10    | 0.41%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOTORSPORTS LLC / SPE SR UNSECURED 144A 11/27 4.875                    | SPEEDWAY MOTORSPORTS LLC / SPE SR UNSECURED 144A 11/27 4.875 | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $283955.60    | 0.17%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY CAYMAN LTD / SP SR SECURED 144A 09/25 8                          | SPIRIT LOYALTY CAYMAN LTD / SP SR SECURED 144A 09/25 8       | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    546000 | PA      | $547758.12    | 0.33%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY CAYMAN LTD / SP SR SECURED 144A 09/25 8                          | SPIRIT LOYALTY CAYMAN LTD / SP SR SECURED 144A 09/25 8       | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    160000 | PA      | $160820.80    | 0.10%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT CORP COMPANY GUAR 02/25 7.625                         | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    510000 | PA      | $526490.34    | 0.32%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                   | SRM ESCROW ISSUER LLC SR SECURED 144A 11/28 6                | CUSIP: 85236FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $688919.00    | 0.41%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                | UNICREDIT SPA 06/35 1                                        | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    720000 | PA      | $584962.62    | 0.35%             | 2035-06-30      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875                         | UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875      | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    228600 | PA      | $215154.96    | 0.13%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 02/31 3.875      | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    510000 | PA      | $427527.90    | 0.26%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 01/28 4.875      | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    640000 | PA      | $606496.00    | 0.36%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 01/30 5.25       | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $375832.00    | 0.23%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                             | UNITED RENTALS NORTH AMERICA I SR SECURED 144A 12/29 6       | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    480000 | PA      | $477000.00    | 0.29%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd                                                                  | VOC ESCROW LTD SR SECURED 144A 02/28 5                       | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1156834.50   | 0.69%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HandE Equipment Services Inc.                                                   | HandE EQUIPMENT SERVICES INC COMPANY GUAR 144A 12/28 3.875   | CUSIP: 404030AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $783646.80    | 0.47%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECTUAL PR SR SECURED 144A 01/26 5.75                       | HAWAIIAN BRAND INTELLECTUAL PR SR SECURED 144A 01/26 5.75    | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $461550.00    | 0.28%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC / SR SECURED 144A 05/28 4.625                      | HELIOS SOFTWARE HOLDINGS INC SR SECURED 144A 05/28 4.625     | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $402786.74    | 0.24%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HIGHLANDS HOLDINGS BOND ISSUER SR SECURED 144A 10/25 7.625                      | HIGHLAND HOLDINGS BOND 10/25 7.625                           | CUSIP: 43103QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    945962 | PA      | $879828.06    | 0.53%             | 2025-10-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P.                                                           | HILCORP ENERGY I LP / HILCORP SR UNSECURED 144A 04/32 6.25   | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    530000 | PA      | $457345.37    | 0.27%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                            | HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 144A 01/27 6.75  | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $584713.11    | 0.35%             | 2027-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IIP Operating Partnership LP                                                    | IIP OPERATING PARTNERSHIP LP COMPANY GUAR 05/26 5.5          | CUSIP: 44988FAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $841196.78    | 0.51%             | 2026-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc.                                                       | IHEARTCOMMUNICATIONS INC SR SECURED 144A 08/27 5.25          | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    410000 | PA      | $347304.16    | 0.21%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc.                                                       | IHEARTCOMMUNICATIONS INC SR SECURED 144A 01/28 4.75          | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    190000 | PA      | $154724.60    | 0.09%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Installed Building Products Inc.                                                | INSTALLED BUILDING PRODUCTS IN COMPANY GUAR 144A 02/28 5.75  | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    410000 | PA      | $368649.72    | 0.22%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A                                                           | INTESA SANPAOLO SPA SUBORDINATED 144A 06/32 4.198            | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    460000 | PA      | $337965.65    | 0.20%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Iron Mountain information Management Services Inc.                              | IRON MOUNTAIN INFORMATION MANA COMPANY GUAR 144A 07/32 5     | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $373815.21    | 0.22%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP / JSG FINANC SR SECURED 144A 11/29 4.5                        | JANE STREET GROUP / JSG FINANC SR SECURED 144A 11/29 4.5     | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $275200.00    | 0.17%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bath and Body Works Inc.                                                        | L BRANDS INC COMPANY GUAR 02/28 5.25                         | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    920000 | PA      | $854358.00    | 0.51%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bath and Body Works Inc.                                                        | L BRANDS INC COMPANY GUAR 06/29 7.5                          | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157952.00    | 0.09%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bath and Body Works Inc.                                                        | L BRANDS INC COMPANY GUAR 144A 07/25 9.375                   | CUSIP: 501797AU8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    340000 | PA      | $362162.91    | 0.22%             | 2025-07-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| LSF11 A5 HoldCo LLC                                                             | LSF11 A5 HOLDCO LLC SR UNSECURED 144A 10/29 6.625            | CUSIP: 50221DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $437838.95    | 0.26%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                                       | MILEAGE PLUS HOLDINGS LLC 2020 TERM LOAN B                   | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    405000 | PA      | $416036.25    | 0.25%             | 2027-06-21      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Mountain View CLO IX Ltd.                                                       | MOUNTAIN VIEW CLO IX LTD MVW 2015 9A CR 144A                 | CUSIP: 62432BAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $205955.50    | 0.12%             | 2031-07-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MOZART DEBT MERGER SUB INC SR SECURED 144A 04/29 3.875       | CUSIP: 62482BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $193430.40    | 0.12%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 02/27 4.25                     | LADDER CAPITAL FINANCE HOLDING SR UNSECURED 144A 02/27 4.25  | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $386413.45    | 0.23%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 06/29 4.75                     | LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 06/29 4.75  | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $242208.00    | 0.15%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LD Holdings Group LLC                                                           | LD HOLDINGS GROUP LLC COMPANY GUAR 144A 11/25 6.5            | CUSIP: 521088AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $471706.64    | 0.28%             | 2025-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LD Holdings Group LLC                                                           | LD HOLDINGS GROUP LLC COMPANY GUAR 144A 04/28 6.125          | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $217871.97    | 0.13%             | 2028-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LEGENDS HOSPITALITY HOLDING CO SR SECURED 144A 02/26 5                          | LEGENDS HOSPITALITY HOLDING CO SR SECURED 144A 02/26 5       | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $756500.00    | 0.45%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Liberty Latin America Ltd.                                                      | LIBERTY LATIN AMERICA LTD SR UNSECURED 07/24 2               | CUSIP: 53069QAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $62125.00     | 0.04%             | 2024-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Liberty TripAdvisor Holdings Inc.                                               | LIBERTY TRIPADVISOR HOLDINGS I SR UNSECURED 144A 06/51 0.5   | CUSIP: 531465AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $64530.00     | 0.04%             | 2051-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Legacy LifePoint Health LLC                                                     | LEGACY LIFEPOINT HEALTH LLC SR SECURED 144A 04/25 6.75       | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $357614.20    | 0.21%             | 2025-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MEG Energy Corp.                                                                | MEG ENERGY CORP SR UNSECURED 144A 02/27 7.125                | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $846510.36    | 0.51%             | 2027-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP PREFERRED STOCK 6.5                                  | CUSIP: 55336V308<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EP               | CORP              | US        |     16445 | NS      | $538573.75    | 0.32%             |  |  |  | No            |                  3 | On Loan: No      |
| MIWD HOLDCO II LLC / MIWD FINA COMPANY GUAR 144A 02/30 5.5                      | MIWD HOLDCO II LLC / MIWD FINA COMPANY GUAR 144A 02/30 5.5   | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870000 | PA      | $692650.59    | 0.42%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Auto Ahorro Automotriz S.A. de C.V.                                             | MPT OPERATING PARTNERSHIP LP / COMPANY GUAR 08/29 4.625      | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $198272.01    | 0.12%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Auto Ahorro Automotriz S.A. de C.V.                                             | MPT OPERATING PARTNERSHIP LP / COMPANY GUAR 03/31 3.5        | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $137096.72    | 0.08%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                 | MADISON IAQ LLC SR SECURED 144A 06/28 4.125                  | CUSIP: 55760LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $75260.70     | 0.05%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                 | MADISON IAQ LLC SR UNSECURED 144A 06/29 5.875                | CUSIP: 55760LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $376969.36    | 0.23%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                                     | MAGIC MERGECO INC SR SECURED 144A 05/28 5.25                 | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    360000 | PA      | $289631.04    | 0.17%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                                     | MAGIC MERGECO INC SR UNSECURED 144A 05/29 7.875              | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $714940.06    | 0.43%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Magnetite XII Ltd.                                                              | MAGNETITE XII LTD MAGNE 2015 12A ER 144A                     | CUSIP: 55953GCG8<br>LEI: 549300Z6VW568TT64K70 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $269793.00    | 0.16%             | 2031-10-15      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP INC SR UNSECURED 144A 06/28 4.625                | CUSIP: 57665RAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $312011.00    | 0.19%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 10/31 3.625    | CUSIP: 57667JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $368094.72    | 0.22%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CDS OCCIDENTAL PETROLEUM CORPORATION R 100 20260620                             | CDS OCCIDENTAL PETROLEUM CORPORATION R 100 20260620          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    750000 | PA      | $-3255.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS KB HOME P 500 20271220                                                      | CDS KB HOME P 500 20271220                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    662000 | PA      | $-47440.71    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS BEAZER HOMES USA, INC. P 500 20271220                                       | CDS BEAZER HOMES USA, INC. P 500 20271220                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    470000 | PA      | $20063.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Xerox Corp. P 100 20270620                                                  | CDS Xerox Corp. P 100 20270620                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    190000 | PA      | $20141.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS The Goodyear Tire and Rubber Company P 500 20270620                         | CDS The Goodyear Tire and Rubber Company P 500 20270620      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    470000 | PA      | $-7178.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS NOVA Chemicals Corporation P 500 20270620                                   | CDS NOVA Chemicals Corporation P 500 20270620                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    355000 | PA      | $-10372.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Ford Motor Company R 500 20261220                                           | CDS FORD MOTOR CREDIT COMPANY LLC R 500 20261220             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    800000 | PA      | $22943.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** John Hancock Variable Insurance Trust

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer