# EDGAR Filing Document

**Accession Number:** 0000911507
**File Stem:** 0001752724-23-009361
**Filing Date:** 2023-1
**Character Count:** 297751
**Document Hash:** 4d528ba0368e63e1369c02f62d41d61a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-009361.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001752724-23-009361

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LORD ABBETT INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000911507
- **IRS NUMBER:** 133731507
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07988
- **FILM NUMBER:** 23546506

**BUSINESS ADDRESS:**
- **STREET 1:** 90 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302
- **BUSINESS PHONE:** 201-827-2000

**MAIL ADDRESS:**
- **STREET 1:** 90 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302

## Series and Classes Contracts Data

### Lord Abbett High Yield Fund (Series ID: S000007278)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000019985 | Class A      | LHYAX           |
| C000019987 | Class C      | LHYCX           |
| C000019989 | Class I      | LAHYX           |
| C000054888 | Class F      | LHYFX           |
| C000054889 | Class R2     | LHYQX           |
| C000054890 | Class R3     | LHYRX           |
| C000156623 | Class R4     | LHYSX           |
| C000156624 | Class R5     | LHYTX           |
| C000156625 | Class R6     | LHYVX           |
| C000188236 | Class F3     | LHYOX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LORD ABBETT INVESTMENT TRUST

- **b. Investment Company Act file number:** 811-07988

- **c. CIK number of Registrant:** 0000911507

- **d. LEI of Registrant:** 54930085JIVNI3FPKR71

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

  - **Street Address 1:** 90 HUDSON STREET

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302

  - **Telephone number:** 201-827-2000

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

- **a. Name of Series:** Lord Abbett High Yield Fund

- **b. EDGAR series identifier (if any):** S000007278

- **c. LEI of Series:** 5493009T7WVUXV1XZ191

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

- **a. Date of fiscal year-end:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4787636471.48

**Total Liabilities:** $99359106.56

**Net Assets:** $4688277364.92

**Delayed Delivery Securities:** $15618466.74

**Cash Not Reported:** $27168747.46

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -132.83000000 | **1-Year:** -5849.60000000 | **5-Year:** -35088.22000000 | **10-Year:** -21188.80000000 | **30-Year:** -3624.12000000

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

- **3-Month:** -6357.69000000 | **1-Year:** -266971.19000000 | **5-Year:** -1160419.78000000 | **10-Year:** -475111.04000000 | **30-Year:** -22597.22000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000188236 | -4.25%               | 2.67%                | 2.00%                |
| Class ID C000054888 | -4.14%               | 2.67%                | 1.82%                |
| Class ID C000054890 | -4.14%               | 2.62%                | 1.95%                |
| Class ID C000019985 | -4.30%               | 2.66%                | 1.98%                |
| Class ID C000156624 | -4.11%               | 2.67%                | 1.83%                |
| Class ID C000019989 | -4.26%               | 2.67%                | 1.99%                |
| Class ID C000156623 | -4.30%               | 2.65%                | 1.98%                |
| Class ID C000054889 | -4.15%               | 2.61%                | 1.94%                |
| Class ID C000019987 | -4.22%               | 2.62%                | 1.94%                |
| Class ID C000156625 | -4.25%               | 2.67%                | 2.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-99791250.44            | $-141018155.47                             |
| Month 2  | $-41442526.09            | $130972130.72                              |
| Month 3  | $-31965742.52            | $120084650.94                              |

**Designated Index Information**

- **Index Name:** BoFAML U.S. High Yield Constrained

- **Index Identifier:** VWA

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED AIRLINES INC                  | United Airlines Inc                                                                                                                        | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   9711000 | PA      | $9050896.72   | 0.19%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SEA LTD                              | Sea Ltd                                                                                                                                    | CUSIP: 81141RAG5<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |  10400000 | PA      | $7800000.00   | 0.17%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AFFLELOU SAS                         | Afflelou SAS                                                                                                                               | CUSIP: 000000000<br>LEI: 969500I7CS80FNB7CZ43 | Long             | DBT              | CORP              | FR        |   4748000 | PA      | $4513491.34   | 0.10%             | 2026-05-19      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| USIC Holdings, Inc.                  | USIC Holdings, Inc. 2021 2nd Lien Term Loan                                                                                                | CUSIP: 90290HAR3<br>LEI: 5493009ZYUWB7X699U62 | Long             | LON              | CORP              | US        |   5759905 | PA      | $5471909.75   | 0.12%             | 2029-05-14      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| CMBF LLC                             | CMBF LLC Term Loan                                                                                                                         | CUSIP: 29286JAB8<br>LEI: 254900VEJCW8TYEZ4290 | Long             | LON              | CORP              | US        |   6062930 | PA      | $5214120.08   | 0.11%             | 2028-08-02      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)             | VF Ukraine PAT via VFU Funding PLC                                                                                                         | CUSIP: 918212AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |  11567000 | PA      | $6364855.11   | 0.14%             | 2025-02-11      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                            | PG&E Corp                                                                                                                                  | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   6852000 | PA      | $6332138.76   | 0.14%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC              | Macy's Retail Holdings LLC                                                                                                                 | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10390000 | PA      | $9676518.70   | 0.21%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                   | Baytex Energy Corp                                                                                                                         | CUSIP: 07317QAH8<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |  12052000 | PA      | $12440375.70  | 0.27%             | 2027-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                    | Clarios Global LP                                                                                                                          | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |   3493000 | PA      | $3495505.77   | 0.07%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Berry Petroleum Co LLC               | Berry Petroleum Co LLC                                                                                                                     | CUSIP: 08580BAA4<br>LEI: DQ2XTZKV7SILNNV77403 | Long             | DBT              | CORP              | US        |  12109000 | PA      | $11482783.07  | 0.24%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                           | MHP Lux SA                                                                                                                                 | CUSIP: 59318YAB4<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |  11792000 | PA      | $5575074.82   | 0.12%             | 2029-09-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP               | Chesapeake Energy Corp                                                                                                                     | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   4710000 | PA      | $4674675.00   | 0.10%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                   | Everi Holdings Inc                                                                                                                         | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |   7310000 | PA      | $6346315.02   | 0.14%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP             | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp                                                                         | CUSIP: 67421QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12189000 | PA      | $12302662.43  | 0.26%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARMOR HOLDCO INC                     | Armor Holdco Inc                                                                                                                           | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |   6034000 | PA      | $4519388.10   | 0.10%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C             | Outfront Media Capital LLC / Outfront Media Capital Corp                                                                                   | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5315000 | PA      | $4443340.00   | 0.09%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC              | Booz Allen Hamilton Inc                                                                                                                    | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   4497000 | PA      | $3995944.26   | 0.09%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEITUAN                              | Meituan                                                                                                                                    | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |   4693000 | PA      | $3530397.48   | 0.08%             | 2030-10-28      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                  | Allegiant Travel Co                                                                                                                        | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |   6432000 | PA      | $6273354.72   | 0.13%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP             | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                   | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9119000 | PA      | $8413007.02   | 0.18%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO               | Southwestern Energy Co                                                                                                                     | CUSIP: 845467AP4<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |  10515000 | PA      | $10937739.28  | 0.23%             | 2028-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                         | Calpine Corp                                                                                                                               | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   5864000 | PA      | $5070418.43   | 0.11%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC             | Acadia Healthcare Co Inc                                                                                                                   | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |  16504000 | PA      | $15252006.56  | 0.33%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAP ROCK RESOURCES LLC               | Tap Rock Resources LLC                                                                                                                     | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |   8331000 | PA      | $7804439.15   | 0.17%             | 2026-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-12644.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Riverbed Technology, Inc.            | Riverbed Technology, Inc. 2021 PIK Exit Term Loan                                                                                          | CUSIP: 000000000<br>LEI: XWT9B0BASIY6FJ5R7M02 | Long             | LON              | CORP              | US        |  19103239 | PA      | $8077900.05   | 0.17%             | 2026-12-07      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                    | DISH Network Corp                                                                                                                          | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |  10150000 | PA      | $10445162.00  | 0.22%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| US FOODS INC                         | US Foods Inc                                                                                                                               | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   8736000 | PA      | $7763377.44   | 0.17%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                 | EnLink Midstream LLC                                                                                                                       | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |   6951000 | PA      | $7068367.64   | 0.15%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC  | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-2073437.24  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F             | CrownRock LP / CrownRock Finance Inc                                                                                                       | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9186000 | PA      | $8473166.40   | 0.18%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                            | Pike Corp                                                                                                                                  | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |  13899000 | PA      | $12438910.05  | 0.27%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                | SS&C Technologies Inc                                                                                                                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   4735000 | PA      | $4532846.56   | 0.10%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.        | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-42567.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI             | PetSmart Inc / PetSmart Finance Corp                                                                                                       | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7807000 | PA      | $7231116.65   | 0.15%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                        | CommScope Inc                                                                                                                              | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   5406000 | PA      | $4559744.76   | 0.10%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC              | Talen Energy Supply LLC                                                                                                                    | CUSIP: 87422VAA6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $20750000.00  | 0.44%             | 2025-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES             | Texas Capital Bancshares Inc                                                                                                               | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   9075000 | PA      | $7957744.44   | 0.17%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                | AG TTMT Escrow Issuer LLC                                                                                                                  | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11195000 | PA      | $11322567.03  | 0.24%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                 | Lorca Telecom Bondco SA                                                                                                                    | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |   5519000 | PA      | $5223277.75   | 0.11%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC             | Crowdstrike Holdings Inc                                                                                                                   | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |  13602000 | PA      | $11339851.38  | 0.24%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2              | INEOS Quattro Finance 2 Plc                                                                                                                | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |   5060000 | PA      | $4648506.16   | 0.10%             | 2026-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| VERMILION ENERGY INC                 | Vermilion Energy Inc                                                                                                                       | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |  16801000 | PA      | $15532703.60  | 0.33%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                      | Lamb Weston Holdings Inc                                                                                                                   | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |  18151000 | PA      | $16075342.40  | 0.34%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                  | Kinetik Holdings LP                                                                                                                        | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   6823000 | PA      | $6421159.42   | 0.14%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PERIMETER MASTER NOTE BUSINE         | PERIMETER MASTER NOTE BUSINE                                                                                                               | CUSIP: 71384PAS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4565185.00   | 0.10%             | 2027-05-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Co                  | Callon Petroleum Co                                                                                                                        | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |   7784000 | PA      | $7483459.76   | 0.16%             | 2026-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                         | Calpine Corp                                                                                                                               | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |  11188000 | PA      | $9689442.36   | 0.21%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                          | Vistra Corp                                                                                                                                | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   7032000 | PA      | $6298975.04   | 0.13%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                    | Post Holdings Inc                                                                                                                          | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |  21699000 | PA      | $18518794.56  | 0.40%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.        | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-72004.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT             | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd                                                                       | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   8322471 | PA      | $7897900.14   | 0.17%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dutch Lion BV                        | Dutch Lion BV                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   9152880 | PA      | $952.45       | 0.00%             | 2020-06-15      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP               | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5353000 | PA      | $5072583.10   | 0.11%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                | GFL Environmental Inc                                                                                                                      | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   5623000 | PA      | $5007703.23   | 0.11%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                 | Range Resources Corp                                                                                                                       | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   5654000 | PA      | $5905433.38   | 0.13%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                         | Entegris Inc                                                                                                                               | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |  13362000 | PA      | $11104890.96  | 0.24%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP              | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                                                                            | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6321000 | PA      | $5346301.80   | 0.11%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GPS HOSPITALITY HOLDING              | GPS Hospitality Holding Co LLC / GPS Finco Inc                                                                                             | CUSIP: 36262BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8591000 | PA      | $5894585.79   | 0.13%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC  | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-19567.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                 | Dycom Industries Inc                                                                                                                       | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |  12329000 | PA      | $10602570.13  | 0.23%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                | Molina Healthcare Inc                                                                                                                      | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   5764000 | PA      | $4870234.16   | 0.10%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BUKIT MAKMUR MANDIRI UTA             | Bukit Makmur Mandiri Utama PT                                                                                                              | CUSIP: 000000000<br>LEI: 254900Z05E8W7X31K395 | Long             | DBT              | CORP              | ID        |   6811000 | PA      | $5789350.00   | 0.12%             | 2026-02-10      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| TWILIO INC                           | Twilio Inc                                                                                                                                 | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |  10119000 | PA      | $8458269.72   | 0.18%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI INC                             | MSCI Inc                                                                                                                                   | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   6713000 | PA      | $5282903.83   | 0.11%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                  | Coinbase Global Inc                                                                                                                        | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   5338000 | PA      | $2889886.44   | 0.06%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FRONTERA GENERATION                  | FRONTERA GENERATION                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87622 | NS      | $1314.33      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AIR CANADA                           | Air Canada                                                                                                                                 | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |  14035000 | PA      | $12859588.40  | 0.27%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                   | SunCoke Energy Inc                                                                                                                         | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |  12390000 | PA      | $10517496.70  | 0.22%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                    | Clean Harbors Inc                                                                                                                          | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |   6094000 | PA      | $5741279.28   | 0.12%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                  | Callon Petroleum Co                                                                                                                        | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |   7151000 | PA      | $6813365.54   | 0.15%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM              | United Rentals North America Inc                                                                                                           | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |  21026000 | PA      | $18114740.04  | 0.39%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP              | ASP Unifrax Holdings Inc                                                                                                                   | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |   7756000 | PA      | $6414212.00   | 0.14%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN             | TerraForm Power Operating LLC                                                                                                              | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   7871000 | PA      | $7308892.54   | 0.16%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CPV Shore Holdings, LLC              | CPV Shore Holdings, LLC Term Loan                                                                                                          | CUSIP: 12626DAG5<br>LEI: 549300Y8LWNFUD6ECV25 | Long             | LON              | CORP              | US        |   7326204 | PA      | $6776115.97   | 0.14%             | 2025-12-29      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| SABLE BIGHORN LLC UNITS              | SABLE BIGHORN LLC UNITS                                                                                                                    | CUSIP: 000000000<br>LEI: 254900IEQ8586NMY0F81 | Long             | EC               | CORP              | US        |      5602 | NS      | $16453.07     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MERCER INTL INC                      | Mercer International Inc                                                                                                                   | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |  11789000 | PA      | $10134767.52  | 0.22%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UTEX                                 | UTEX                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49219 | NS      | $3346892.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD             | Coronado Finance Pty Ltd                                                                                                                   | CUSIP: 21979LAA4<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |   9717000 | PA      | $10132644.68  | 0.22%             | 2026-05-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                   | Canacol Energy Ltd                                                                                                                         | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |   8057000 | PA      | $6801993.82   | 0.15%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN             | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                                                                   | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12891000 | PA      | $11843155.07  | 0.25%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Warby Parker Inc                     | Warby Parker Inc                                                                                                                           | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    296268 | NS      | $5045444.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Nine Energy Service Inc              | Nine Energy Service Inc                                                                                                                    | CUSIP: 65441VAA9<br>LEI: 549300KRLJCZBPZMKT65 | Long             | DBT              | CORP              | US        |   7085000 | PA      | $6710557.75   | 0.14%             | 2023-11-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CULLINAN HOLDCO                      | Cullinan Holdco Scsp                                                                                                                       | CUSIP: 000000000<br>LEI: 549300F81ZP47K818173 | Long             | DBT              | CORP              | LU        |   6449000 | PA      | $5829563.57   | 0.12%             | 2026-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DAVE & BUSTER'S INC                  | Dave & Buster's Inc                                                                                                                        | CUSIP: 23833NAH7<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | DBT              | CORP              | US        |   4642000 | PA      | $4671015.84   | 0.10%             | 2025-11-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                | Nabors Industries Inc                                                                                                                      | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   7195000 | PA      | $7006095.28   | 0.15%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT             | Shimao Group Holdings Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |  18891000 | PA      | $1931897.75   | 0.04%             | 2027-01-16      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN             | Graphic Packaging International LLC                                                                                                        | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   5605000 | PA      | $4881152.42   | 0.10%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN             | 1011778 BC ULC / New Red Finance Inc                                                                                                       | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  12363000 | PA      | $10558221.69  | 0.23%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                      | Sealed Air Corp                                                                                                                            | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |  11508000 | PA      | $11294434.54  | 0.24%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPX FLOW INC                         | SPX FLOW Inc                                                                                                                               | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |  11276000 | PA      | $9459041.74   | 0.20%             | 2030-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                | ON Semiconductor Corp                                                                                                                      | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   3195000 | PA      | $4907520.00   | 0.10%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AME             | Roller Bearing Co of America Inc                                                                                                           | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |  12618000 | PA      | $11065986.00  | 0.24%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                  | Jazz Securities DAC                                                                                                                        | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |  34267000 | PA      | $31132426.18  | 0.66%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TNT CRANE + RIGGING                  | TNT CRANE + RIGGING                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     26319 | NS      | $9211.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                       | Tullow Oil PLC                                                                                                                             | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |   7453000 | PA      | $6399630.25   | 0.14%             | 2026-05-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC             | Permian Resources Operating LLC                                                                                                            | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |  13418000 | PA      | $13005597.77  | 0.28%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                      | Sealed Air Corp                                                                                                                            | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   5638000 | PA      | $5249034.38   | 0.11%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pactiv LLC                           | Pactiv LLC                                                                                                                                 | CUSIP: 880394AB7<br>LEI: 549300O4WTC6DL4JIE57 | Long             | DBT              | CORP              | US        |   8754000 | PA      | $8279024.07   | 0.18%             | 2025-12-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.        | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-84966.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC               | Clearway Energy Operating LLC                                                                                                              | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   6572000 | PA      | $5575619.08   | 0.12%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC             | Permian Resources Operating LLC                                                                                                            | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |  14136000 | PA      | $13138822.10  | 0.28%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                        | Valvoline Inc                                                                                                                              | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |   7654000 | PA      | $6251748.93   | 0.13%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AIR METHODS CORP                     | Air Methods Corp                                                                                                                           | CUSIP: 00215JAA7<br>LEI: 54930081QGNZXVDOZF63 | Long             | DBT              | CORP              | US        |  18980000 | PA      | $3896309.30   | 0.08%             | 2025-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHINOS INTERMEDIATE WARRANTS         | CHINOS INTERMEDIATE WARRANTS                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     56246 | NS      | $177174.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| API GROUP DE INC                     | APi Group DE Inc                                                                                                                           | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |   7587000 | PA      | $6525107.32   | 0.14%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS              | Alnylam Pharmaceuticals Inc                                                                                                                | CUSIP: 02043QAA5<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   4532000 | PA      | $4711014.00   | 0.10%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                | Bread Financial Holdings Inc                                                                                                               | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   6487000 | PA      | $5654404.12   | 0.12%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                        | TransDigm Inc                                                                                                                              | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  25754000 | PA      | $22690561.70  | 0.48%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade               | US LONG BOND(CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1179 | NC      | $-558699.80   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EARTHSTONE ENERGY HOL                | Earthstone Energy Holdings LLC                                                                                                             | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |  13030000 | PA      | $12560920.00  | 0.27%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                             | MSCI Inc                                                                                                                                   | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   7218000 | PA      | $6087552.93   | 0.13%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PLT VII FINANCE SARL                 | PLT VII Finance Sarl                                                                                                                       | CUSIP: 000000000<br>LEI: 894500SKZV4JDP64R249 | Long             | DBT              | CORP              | LU        |   7775000 | PA      | $7631884.22   | 0.16%             | 2026-01-05      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MEG ENERGY CORP                      | MEG Energy Corp                                                                                                                            | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |  13393000 | PA      | $12724086.62  | 0.27%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                 | BCP V Modular Services Finance II PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |   6570000 | PA      | $5789011.58   | 0.12%             | 2028-11-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                     | DT Midstream Inc                                                                                                                           | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10060000 | PA      | $8875535.60   | 0.19%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS              | US Acute Care Solutions LLC                                                                                                                | CUSIP: 90367UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11208000 | PA      | $10184239.98  | 0.22%             | 2026-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                  | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2998000 | PA      | $2463190.47   | 0.05%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP               | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                                  | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |   5385000 | PA      | $4860797.18   | 0.10%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade               | US ULTRA BOND CBT MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       579 | NC      | $324154.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACBL HLDG CORP                       | ACBL HLDG CORP                                                                                                                             | CUSIP: 00085Q605<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    102014 | NS      | $5100700.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN              | Aethon United BR LP / Aethon United Finance Corp                                                                                           | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9094000 | PA      | $9060314.28   | 0.19%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM             | Advanced Drainage Systems Inc                                                                                                              | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |   7112000 | PA      | $6853016.52   | 0.15%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN             | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                                     | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6571000 | PA      | $5933251.60   | 0.13%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PEOPLECERT WISDOM ISSUER             | PeopleCert Wisdom Issuer PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800PZ81RFLCN9GD51 | Long             | DBT              | CORP              | GB        |   6753000 | PA      | $6777707.54   | 0.14%             | 2026-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSI COMPRESSCO LP/FINANC             | CSI Compressco LP / CSI Compressco Finance Inc                                                                                             | CUSIP: 12652HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1014000 | PA      | $933146.20    | 0.02%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chassix Holdings Inc                 | CHASSIX HOLDINGS INC                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159596 | NS      | $3431314.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ATI INC                              | ATI Inc                                                                                                                                    | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   7096000 | PA      | $6005047.76   | 0.13%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| IRIS HOLDING INC                     | Iris Holding Inc                                                                                                                           | CUSIP: 462914AA0<br>LEI: 54930013SPZ2NB3I3V40 | Long             | DBT              | CORP              | US        |  12081000 | PA      | $10591851.48  | 0.23%             | 2028-12-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                  | Medline Borrower LP                                                                                                                        | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |  29080000 | PA      | $25034535.80  | 0.53%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                 | Wabash National Corp                                                                                                                       | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |   7647000 | PA      | $6475699.53   | 0.14%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                | CDI Escrow Issuer Inc                                                                                                                      | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13805000 | PA      | $12823257.43  | 0.27%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC  | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $632473.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP                 | Alta Equipment Group Inc                                                                                                                   | CUSIP: 02128LAA4<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |   9076000 | PA      | $8016310.47   | 0.17%             | 2026-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Applied Industrial Technologies Inc  | Applied Industrial Technologies Inc                                                                                                        | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     37766 | NS      | $5003617.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AA BOND CO LTD                       | AA Bond Co Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |   7709000 | PA      | $7418508.24   | 0.16%             | 2026-01-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BLOOMIN' BRANDS INC/OSI              | Bloomin' Brands Inc / OSI Restaurant Partners LLC                                                                                          | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8860000 | PA      | $7665804.90   | 0.16%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC             | Builders FirstSource Inc                                                                                                                   | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |  10458000 | PA      | $9674145.71   | 0.21%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                  | Sunnova Energy Corp                                                                                                                        | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |  10987000 | PA      | $9848746.80   | 0.21%             | 2026-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI             | PetSmart Inc / PetSmart Finance Corp                                                                                                       | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9983000 | PA      | $9132448.40   | 0.19%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MAXAR TECHNOLOGIES INC               | Maxar Technologies Inc                                                                                                                     | CUSIP: 57778KAC9<br>LEI: 549300OEN2G821MIJ922 | Long             | DBT              | CORP              | US        |   5394000 | PA      | $5306832.96   | 0.11%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Parkway Generation, LLC              | Parkway Generation, LLC Term Loan C                                                                                                        | CUSIP: 000000000<br>LEI: 254900ATQHHVKF65MT32 | Long             | LON              | CORP              | US        |   1309694 | PA      | $1293323.27   | 0.03%             | 2029-02-18      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT               | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                   | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              |  | US        |  11038000 | PA      | $9615588.13   | 0.21%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                      | Hecla Mining Co                                                                                                                            | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |  10892000 | PA      | $10638333.38  | 0.23%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| INGLES MARKETS INC                   | Ingles Markets Inc                                                                                                                         | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |  16828000 | PA      | $14087809.59  | 0.30%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tetra Tech Inc                       | Tetra Tech Inc                                                                                                                             | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     29849 | NS      | $4614356.91   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCONIC CORP                         | Arconic Corp                                                                                                                               | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |   6491000 | PA      | $6104103.95   | 0.13%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MOHEGAN GAMING & ENT                 | Mohegan Gaming & Entertainment                                                                                                             | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |  11521000 | PA      | $10832217.02  | 0.23%             | 2026-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-98457.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                  | Buckeye Partners LP                                                                                                                        | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |  10028000 | PA      | $8865754.80   | 0.19%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                        | Rite Aid Corp                                                                                                                              | CUSIP: 767754CL6<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |   6350000 | PA      | $3964209.75   | 0.08%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-109748.31   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade               | US 10YR ULTRA FUT MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -2161 | NC      | $-1189911.43  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CONDOR MERGER SUB INC                | Condor Merger Sub Inc                                                                                                                      | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |   6143000 | PA      | $5040401.53   | 0.11%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                | Scotts Miracle-Gro Co/The                                                                                                                  | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   8195000 | PA      | $6243032.95   | 0.13%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                | Caesars Entertainment Inc                                                                                                                  | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |  11975000 | PA      | $10044869.50  | 0.21%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tonon Luxembourg SA                  | Tonon Luxembourg SA                                                                                                                        | CUSIP: 89031RAG1<br>LEI: 5493002IITPO16CQU448 | Long             | DBT              | CORP              | LU        |   1863197 | PA      | $279.48       | 0.00%             | 2024-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AZUL INVESTMENTS LLP                 | Azul Investments LLP                                                                                                                       | CUSIP: 05502FAC2<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |  13609000 | PA      | $9313723.88   | 0.20%             | 2026-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EFS Cogen Holdings I LLC             | EFS Cogen Holdings I LLC 2020 Term Loan B                                                                                                  | CUSIP: 26844HAJ6<br>LEI: 549300KDKPYR8NXXKI52 | Long             | LON              | CORP              | US        |   5140306 | PA      | $4961191.57   | 0.11%             | 2027-10-01      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO             | Jaguar Land Rover Automotive PLC                                                                                                           | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |   7419000 | PA      | $5680303.19   | 0.12%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aerojet Rocketdyne Holdings Inc      | Aerojet Rocketdyne Holdings Inc                                                                                                            | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     92136 | NS      | $4791072.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oregon Clean Energy, LLC             | Oregon Clean Energy, LLC Term Loan                                                                                                         | CUSIP: 68583LAF2<br>LEI: 549300F5O4JADXBZO874 | Long             | LON              | CORP              | US        |   5319391 | PA      | $5213827.87   | 0.11%             | 2026-03-01      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11283000 | PA      | $10366199.84  | 0.22%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                | Scotts Miracle-Gro Co/The                                                                                                                  | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   3023000 | PA      | $2892618.01   | 0.06%             | 2026-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vue International Bidco p.l.c.       | Vue International Bidco p.l.c. 2019 EUR Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 2138002KEV3Y56IJTC64 | Long             | LON              | CORP              | GB        |   3719849 | PA      | $2193508.77   | 0.05%             | 2026-07-03      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                  | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |  10556000 | PA      | $9412468.52   | 0.20%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES              | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2111000 | PA      | $2163363.36   | 0.05%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU             | Venture Global Calcasieu Pass LLC                                                                                                          | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   3921000 | PA      | $3391468.95   | 0.07%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.        | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $-49263.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN GOOSE SPA                     | Golden Goose SpA                                                                                                                           | CUSIP: 000000000<br>LEI: 8156007EAD3AF0284002 | Long             | DBT              | CORP              | IT        |   5874000 | PA      | $5707991.03   | 0.12%             | 2027-05-14      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES IN             | Minerals Technologies Inc                                                                                                                  | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |   7013000 | PA      | $6189638.74   | 0.13%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCE             | Endeavor Energy Resources LP / EER Finance Inc                                                                                             | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9468000 | PA      | $9331708.14   | 0.20%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                        | PRA Group Inc                                                                                                                              | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |  11219000 | PA      | $9342173.49   | 0.20%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                | American Airlines Inc                                                                                                                      | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |  16877000 | PA      | $18764741.73  | 0.40%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L             | New Enterprise Stone & Lime Co Inc                                                                                                         | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |   1902000 | PA      | $1756050.03   | 0.04%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN             | Graphic Packaging International LLC                                                                                                        | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   8969000 | PA      | $7640757.11   | 0.16%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV              | VZ Secured Financing BV                                                                                                                    | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   9440000 | PA      | $7823494.40   | 0.17%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Melco Resorts & Entertainment Ltd    | Melco Resorts & Entertainment Ltd                                                                                                          | CUSIP: 585464100<br>LEI: 529900NRV6LBR3T6B421 | Long             | EC               | CORP              | KY        |    969907 | NS      | $8273306.71   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN              | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                                      | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4801000 | PA      | $4501393.60   | 0.10%             | 2026-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CARROLS RESTAURANT GROUP             | Carrols Restaurant Group Inc                                                                                                               | CUSIP: 14574XAF1<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | DBT              | CORP              | US        |   8425000 | PA      | $5930652.38   | 0.13%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2               | Real Hero Merger Sub 2 Inc                                                                                                                 | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4369000 | PA      | $3022037.30   | 0.06%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP               | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                             | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10700000 | PA      | $7254289.27   | 0.15%             | 2031-04-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                         | Calpine Corp                                                                                                                               | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   5780000 | PA      | $5293746.63   | 0.11%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                  | Churchill Downs Inc                                                                                                                        | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |  14891000 | PA      | $13719748.40  | 0.29%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc             | Patterson-UTI Energy Inc                                                                                                                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    239093 | NS      | $4291719.35   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GAP INC/THE                          | Gap Inc/The                                                                                                                                | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |  13407000 | PA      | $10139580.03  | 0.22%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                    | Amsted Industries Inc                                                                                                                      | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |   8858000 | PA      | $7500600.08   | 0.16%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                   | AMN Healthcare Inc                                                                                                                         | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |  16122000 | PA      | $14172366.54  | 0.30%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LP             | Viper Energy Partners LP                                                                                                                   | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |  12224000 | PA      | $11607262.04  | 0.25%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                | Mineral Resources Ltd                                                                                                                      | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   5126000 | PA      | $5272603.60   | 0.11%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                        | TransDigm Inc                                                                                                                              | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  11585000 | PA      | $11542714.75  | 0.25%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP             | California Resources Corp                                                                                                                  | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |   9166000 | PA      | $8925484.16   | 0.19%             | 2026-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NSG HOLDINGS LLC/NSG HLD             | NSG Holdings LLC / NSG Holdings Inc                                                                                                        | CUSIP: 62940QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4258991 | PA      | $4151472.92   | 0.09%             | 2025-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                           | Twilio Inc                                                                                                                                 | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |   8469000 | PA      | $6869714.04   | 0.15%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                | Tenet Healthcare Corp                                                                                                                      | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  12037000 | PA      | $10641610.78  | 0.23%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                     | IRB Holding Corp                                                                                                                           | CUSIP: 44988MAC9<br>LEI: 549300HVW4WNWYBXN830 | Long             | DBT              | CORP              | US        |   7118000 | PA      | $7148180.32   | 0.15%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC             | Jacobs Entertainment Inc                                                                                                                   | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |   7969000 | PA      | $7180069.00   | 0.15%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT             | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |  10321000 | PA      | $9211234.48   | 0.20%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                    | Chord Energy Corp                                                                                                                          | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   6558000 | PA      | $6417888.33   | 0.14%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP               | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  38856000 | PA      | $33452993.93  | 0.71%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                  | Sprint Capital Corp                                                                                                                        | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |  45063000 | PA      | $47807787.33  | 1.02%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                         | Calpine Corp                                                                                                                               | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |  13655000 | PA      | $11267544.78  | 0.24%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC  | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $465915.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU             | Venture Global Calcasieu Pass LLC                                                                                                          | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   9820000 | PA      | $8003300.00   | 0.17%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC             | Builders FirstSource Inc                                                                                                                   | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   2184000 | PA      | $1774096.81   | 0.04%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                 | Howmet Aerospace Inc                                                                                                                       | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   6842000 | PA      | $6475657.29   | 0.14%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC               | SCIH Salt Holdings Inc                                                                                                                     | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10806000 | PA      | $9040461.69   | 0.19%             | 2029-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                | HUB International Ltd                                                                                                                      | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   4718000 | PA      | $4677566.74   | 0.10%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANK NA                | Texas Capital Bank NA                                                                                                                      | CUSIP: 88224PJS9<br>LEI: 38PG5GG0OEQK4QMSKE59 | Long             | DBT              | CORP              | US        |   8402000 | PA      | $7972032.78   | 0.17%             | 2026-01-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                     | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                           | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20322000 | PA      | $18056097.00  | 0.39%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fluor Corp                           | Fluor Corp                                                                                                                                 | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |   6842000 | PA      | $6238193.50   | 0.13%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.        | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-57336.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                             | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    459000 | PA      | $423427.50    | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen Inc                         | JELD-WEN Inc                                                                                                                               | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |   5843000 | PA      | $4584593.09   | 0.10%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN             | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   6424000 | PA      | $5708719.72   | 0.12%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS             | Wyndham Hotels & Resorts Inc                                                                                                               | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |  11006000 | PA      | $9855558.78   | 0.21%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EMPIRE RESORTS INC                   | Empire Resorts Inc                                                                                                                         | CUSIP: 292052AF4<br>LEI: 549300WBFN23L9HI5N68 | Long             | DBT              | CORP              | US        |   7566000 | PA      | $6151952.43   | 0.13%             | 2026-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD             | Sunac China Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   9969000 | PA      | $1190875.31   | 0.03%             | 2024-04-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Mirabela Nickel Ltd                  | MIRABELA NICKEL                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51005 | PA      | $5.10         | 0.00%             | 2044-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| KOSMOS ENERGY LTD                    | Kosmos Energy Ltd                                                                                                                          | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |   7773000 | PA      | $6706505.54   | 0.14%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COLGATE ENERGY P                     | Colgate Energy Partners III LLC                                                                                                            | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |   7173000 | PA      | $6606619.92   | 0.14%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC  | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-81177.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLOCK INC                            | Block Inc                                                                                                                                  | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   5607000 | PA      | $5017760.37   | 0.11%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENERSYS                              | EnerSys                                                                                                                                    | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |  10862000 | PA      | $9688632.45   | 0.21%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vita Coco Co Inc/The                 | Vita Coco Co Inc/The                                                                                                                       | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |    660353 | NS      | $7818579.52   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Coupang Inc                          | Coupang Inc                                                                                                                                | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |    255216 | NS      | $4971607.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC             | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  25222000 | PA      | $22593836.32  | 0.48%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Olin Corp                            | Olin Corp                                                                                                                                  | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |  13142000 | PA      | $11942858.21  | 0.25%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR             | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   4649000 | PA      | $4666294.28   | 0.10%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006               | FMG Resources August 2006 Pty Ltd                                                                                                          | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   6840000 | PA      | $6371118.00   | 0.14%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC             | BCPE Empire Holdings Inc                                                                                                                   | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |   6097000 | PA      | $5520559.14   | 0.12%             | 2027-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade               | US 10YR NOTE (CBT)MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1836 | NC      | $1089829.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY PARTNERS             | Cheniere Energy Partners LP                                                                                                                | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |  11497000 | PA      | $9370112.49   | 0.20%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC  | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $97691.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                     | Lamar Media Corp                                                                                                                           | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5163000 | PA      | $4672308.48   | 0.10%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LAREDO PETROLEUM INC                 | Laredo Petroleum Inc                                                                                                                       | CUSIP: 516806AG1<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |  13059000 | PA      | $13231835.87  | 0.28%             | 2028-01-15      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.        | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-17187.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                | NESCO Holdings II Inc                                                                                                                      | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |  10973000 | PA      | $9666828.95   | 0.21%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                 | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-27473.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                  | United Airlines Inc                                                                                                                        | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |  12418000 | PA      | $11067692.01  | 0.24%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PERIMETER MASTER NOTE BUSINESS       | PERIMETER MASTER NOTE BUSINESS                                                                                                             | CUSIP: 71384PAR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12000000 | PA      | $10964904.00  | 0.23%             | 2027-05-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.      | Long: BLK00BDA2 IRS USD R V 12MUSCPI INF_SLK00BDA2 CCPINFLATIONZERO / Short: BLK00BDA2 IRS USD P F  4.11000 FIX_SLK00BDA2 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        | 221909120 | OU      | $630266.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS              | Frontier Communications Holdings LLC                                                                                                       | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12943000 | PA      | $12332090.40  | 0.26%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET             | Smyrna Ready Mix Concrete LLC                                                                                                              | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $2693296.40   | 0.06%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                       | Sabre GLBL Inc                                                                                                                             | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   7670000 | PA      | $7662598.45   | 0.16%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.      | Long: BLK00BD79 IRS USD R V 12MUSCPI INF_SLK00BD79 CCPINFLATIONZERO / Short: BLK00BD79 IRS USD P F  2.41000 FIX_SLK00BD79 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        | 316388062 | OU      | $1121197.03   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PGT INNOVATIONS INC                  | PGT Innovations Inc                                                                                                                        | CUSIP: 69336VAB7<br>LEI: 549300LRW9WM59C1S579 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $4807693.50   | 0.10%             | 2029-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                   | Forestar Group Inc                                                                                                                         | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |   6993000 | PA      | $6186951.86   | 0.13%             | 2026-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                | CNX Midstream Partners LP                                                                                                                  | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9074000 | PA      | $7578409.35   | 0.16%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                        | Nordstrom Inc                                                                                                                              | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   5843000 | PA      | $4703615.00   | 0.10%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                      | Madison IAQ LLC                                                                                                                            | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   4733000 | PA      | $3507105.67   | 0.07%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc             | Patterson-UTI Energy Inc                                                                                                                   | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |   9394000 | PA      | $8344915.47   | 0.18%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                    | American Builders & Contractors Supply Co Inc                                                                                              | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   7528000 | PA      | $6821196.08   | 0.15%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL CINEMEDIA LLC               | National CineMedia LLC                                                                                                                     | CUSIP: 63530QAJ8<br>LEI: 7LJEQIVQVLNGS4X6T547 | Long             | DBT              | CORP              | US        |  11473000 | PA      | $4031306.44   | 0.09%             | 2028-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC               | Option Care Health Inc                                                                                                                     | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |  14860000 | PA      | $12677326.05  | 0.27%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION             | Catalent Pharma Solutions Inc                                                                                                              | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |   5929000 | PA      | $4839131.22   | 0.10%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                  | Silgan Holdings Inc                                                                                                                        | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |  11592000 | PA      | $10897117.56  | 0.23%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC             | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  23214000 | PA      | $19664347.26  | 0.42%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KERNEL HOLDING SA                    | Kernel Holding SA                                                                                                                          | CUSIP: 49229QAB0<br>LEI: 5493003GR6L4DZOS2U12 | Long             | DBT              | CORP              | LU        |   7288000 | PA      | $3279600.00   | 0.07%             | 2024-10-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA               | SierraCol Energy Andina LLC                                                                                                                | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9671000 | PA      | $7233908.00   | 0.15%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PINEWOOD FINANCE CO LTD              | Pinewood Finance Co Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3564000 | PA      | $3778526.51   | 0.08%             | 2027-11-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                 | Pilgrim's Pride Corp                                                                                                                       | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   8962000 | PA      | $7778254.23   | 0.17%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DPL INC                              | DPL Inc                                                                                                                                    | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10881000 | PA      | $9661675.14   | 0.21%             | 2029-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                | Molina Healthcare Inc                                                                                                                      | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |  24076000 | PA      | $20735455.00  | 0.44%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                  | AssuredPartners Inc                                                                                                                        | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |   8063000 | PA      | $6861613.00   | 0.15%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                   | Aegea Finance Sarl                                                                                                                         | CUSIP: 00775CAB2<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |   7081000 | PA      | $6826010.15   | 0.15%             | 2029-05-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                    | MC Brazil Downstream Trading SARL                                                                                                          | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |   9909000 | PA      | $8219258.06   | 0.18%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN             | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  14878000 | PA      | $12264902.47  | 0.26%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-38823.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN             | USA Compression Partners LP / USA Compression Finance Corp                                                                                 | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9416000 | PA      | $9005132.84   | 0.19%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-18164.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                     | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   5464000 | PA      | $4200450.00   | 0.09%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                    | Triumph Group Inc                                                                                                                          | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |   4845000 | PA      | $4608951.60   | 0.10%             | 2024-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                 | SRS Distribution Inc                                                                                                                       | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   7609000 | PA      | $6247364.43   | 0.13%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO               | Victoria's Secret & Co                                                                                                                     | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1534119.68   | 0.03%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PEOPLECERT WISDOM ISSUER             | PeopleCert Wisdom Issuer PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800PZ81RFLCN9GD51 | Long             | DBT              | CORP              | GB        |  12226000 | PA      | $12270731.87  | 0.26%             | 2026-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LAREDO PETROLEUM INC                 | Laredo Petroleum Inc                                                                                                                       | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |   7286000 | PA      | $6958130.00   | 0.15%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ulterra Drilling Technologies, LP    | Ulterra Drilling Technologies, LP Term Loan B                                                                                              | CUSIP: 05550UAB2<br>LEI: 54930015GKWCWUK75Q85 | Long             | LON              | CORP              | US        |  12714694 | PA      | $12227275.76  | 0.26%             | 2025-11-26      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                        | DISH DBS Corp                                                                                                                              | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11108000 | PA      | $10570372.80  | 0.23%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SYNEOS HEALTH INC                    | Syneos Health Inc                                                                                                                          | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |   6224000 | PA      | $4930030.40   | 0.11%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                | Tenet Healthcare Corp                                                                                                                      | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  41525000 | PA      | $36226825.25  | 0.77%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fidelity Investments                 | Fidelity Investments Money Market Government Portfolio                                                                                     | CUSIP: 31607A703<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |   4309734 | NS      | $4309734.33   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB INDUSTRIES                       | LSB Industries Inc                                                                                                                         | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |  13212000 | PA      | $12353087.88  | 0.26%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR             | Midcap Financial Issuer Trust                                                                                                              | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5117000 | PA      | $4470902.00   | 0.10%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                   | Howard Hughes Corp/The                                                                                                                     | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   5290000 | PA      | $4793030.95   | 0.10%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                | Sri Lanka Government International Bond                                                                                                    | CUSIP: 85227SAK2<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |  10289000 | PA      | $3288843.76   | 0.07%             | 2022-07-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY IN             | Beacon Roofing Supply Inc                                                                                                                  | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   9429000 | PA      | $7945394.00   | 0.17%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC             | Allison Transmission Inc                                                                                                                   | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   8420000 | PA      | $7064043.20   | 0.15%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                         | Hunt Cos Inc                                                                                                                               | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |   5835000 | PA      | $4848968.15   | 0.10%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                      | 180 Medical Inc                                                                                                                            | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |  19790000 | PA      | $16858266.46  | 0.36%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.        | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-45913.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP               | Millennium Escrow Corp                                                                                                                     | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7985000 | PA      | $5764970.38   | 0.12%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GRAY ESCROW II INC                   | Gray Escrow II Inc                                                                                                                         | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11916000 | PA      | $9113118.48   | 0.19%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                        | Cable One Inc                                                                                                                              | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |  11416000 | PA      | $9214367.32   | 0.20%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                   | Logan Group Co Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |   6428000 | PA      | $840461.00    | 0.02%             | 2023-02-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| STUDIO CITY CO LTD                   | Studio City Co Ltd                                                                                                                         | CUSIP: 86400GAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    836000 | PA      | $775390.00    | 0.02%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Elwood Energy LLC                    | Elwood Energy LLC                                                                                                                          | CUSIP: 290408AB9<br>LEI: 5493008JH2Q2O8Y5MU55 | Long             | DBT              | CORP              | US        |   3018393 | PA      | $2812327.42   | 0.06%             | 2026-07-05      | Fixed         | 8.16%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                 | SRS Distribution Inc                                                                                                                       | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |  10250000 | PA      | $9176876.25   | 0.20%             | 2028-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.        | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-178929.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                    | Post Holdings Inc                                                                                                                          | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   7159000 | PA      | $6292045.10   | 0.13%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.        | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-107734.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTER MEDIA COMMUNICATIO             | Inter Media and Communication SpA                                                                                                          | CUSIP: 000000000<br>LEI: 81560082CE2ED97AFD36 | Long             | DBT              | CORP              | IT        |   7600000 | PA      | $7560583.74   | 0.16%             | 2027-02-09      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FOOT LOCKER INC                      | Foot Locker Inc                                                                                                                            | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |   6528000 | PA      | $5394478.08   | 0.12%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE             | CVR Partners LP / CVR Nitrogen Finance Corp                                                                                                | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12501000 | PA      | $11300466.47  | 0.24%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Covetrus, Inc.                       | Covetrus, Inc. Term Loan                                                                                                                   | CUSIP: 22304EAC0<br>LEI: 5493009S30DUFCF75V87 | Long             | LON              | CORP              | US        |   7621320 | PA      | $7266471.34   | 0.15%             | 2029-10-13      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO             | Watco Cos LLC / Watco Finance Corp                                                                                                         | CUSIP: 941130AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7080000 | PA      | $6890610.00   | 0.15%             | 2027-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Krystal Biotech Inc                  | Krystal Biotech Inc                                                                                                                        | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |     92509 | NS      | $7191649.66   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                          | Hologic Inc                                                                                                                                | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |  11415000 | PA      | $10047254.70  | 0.21%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI             | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                               | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7460000 | PA      | $6890503.60   | 0.15%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP              | Gulfport Energy Corp                                                                                                                       | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |  13989004 | PA      | $13960676.27  | 0.30%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                         | SM Energy Co                                                                                                                               | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   9487000 | PA      | $9313340.47   | 0.20%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE              | Crescent Energy Finance LLC                                                                                                                | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |  16103000 | PA      | $15564676.71  | 0.33%             | 2026-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS               | Mueller Water Products Inc                                                                                                                 | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |  11610000 | PA      | $9998890.40   | 0.21%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                | Civitas Resources Inc                                                                                                                      | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |  14320000 | PA      | $13212348.00  | 0.28%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECO MATERIAL TECH INC                | Eco Material Technologies Inc                                                                                                              | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7139000 | PA      | $6802039.20   | 0.15%             | 2027-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                    | Owens & Minor Inc                                                                                                                          | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |   8867000 | PA      | $7891630.00   | 0.17%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN             | Live Nation Entertainment Inc                                                                                                              | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   5574000 | PA      | $4897316.40   | 0.10%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT               | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                   | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              |  | US        |  12765000 | PA      | $9149137.85   | 0.20%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                     | Vmed O2 UK Financing I PLC                                                                                                                 | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |  13780000 | PA      | $11465373.40  | 0.24%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN             | Northriver Midstream Finance LP                                                                                                            | CUSIP: 66679NAA8<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |   7831000 | PA      | $7429605.65   | 0.16%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                  | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   8105000 | PA      | $7589847.09   | 0.16%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AECOM                                | AECOM                                                                                                                                      | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |   4980000 | PA      | $4851366.60   | 0.10%             | 2027-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Badger Meter Inc                     | Badger Meter Inc                                                                                                                           | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     40457 | NS      | $4685729.74   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                          | Netflix Inc                                                                                                                                | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     15905 | NS      | $4859454.65   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ACProducts, Inc.                     | ACProducts, Inc. 2021 Term Loan B                                                                                                          | CUSIP: 00488YAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6386000 | PA      | $4676595.52   | 0.10%             | 2028-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC             | Lindblad Expeditions LLC                                                                                                                   | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |  10344000 | PA      | $9586664.04   | 0.20%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP              | SBA Communications Corp                                                                                                                    | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |  14524000 | PA      | $13427328.20  | 0.29%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP              | American Airlines Group Inc                                                                                                                | CUSIP: 02376RAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7273000 | PA      | $6376096.55   | 0.14%             | 2025-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                    | Herc Holdings Inc                                                                                                                          | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   7143000 | PA      | $6761778.09   | 0.14%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chinos Intermediate Holdings A, Inc. | Chinos Intermediate Holdings A, Inc. Exit Term Loan                                                                                        | CUSIP: 000000000<br>LEI: 54930061EIIAONXJMZ79 | Long             | LON              | CORP              | US        |   1386496 | PA      | $1259631.75   | 0.03%             | 2027-09-10      | Floating      | 12.41%                | No            |                  2 | On Loan: No      |
| WORLD WRESTLING ENTERTAI             | World Wrestling Entertainment Inc                                                                                                          | CUSIP: 98156QAB4<br>LEI: 549300WZVLSCS3L4L698 | Long             | DBT              | CORP              | US        |   1487000 | PA      | $4792601.00   | 0.10%             | 2023-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC                    | Bristow Group Inc                                                                                                                          | CUSIP: 11040GAA1<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |   5693000 | PA      | $5335264.75   | 0.11%             | 2028-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                | Bath & Body Works Inc                                                                                                                      | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   9869000 | PA      | $9252187.50   | 0.20%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade               | US 5YR NOTE (CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       163 | NC      | $100204.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WMG ACQUISITION CORP                 | WMG Acquisition Corp                                                                                                                       | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |  11226000 | PA      | $9321060.06   | 0.20%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                        | Synaptics Inc                                                                                                                              | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |  14300000 | PA      | $11940191.41  | 0.25%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER INC               | Carriage Purchaser Inc                                                                                                                     | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7712000 | PA      | $5577472.64   | 0.12%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                 | BWX Technologies Inc                                                                                                                       | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   5179000 | PA      | $4566660.94   | 0.10%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kestrel Acquisition, LLC             | Kestrel Acquisition, LLC 2018 Term Loan B                                                                                                  | CUSIP: 49254YAB1<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |  10481943 | PA      | $10098199.47  | 0.22%             | 2025-06-02      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING             | NextEra Energy Operating Partners LP                                                                                                       | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |  13093000 | PA      | $12337664.83  | 0.26%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ULKER BISKUVI SANAYI AS              | Ulker Biskuvi Sanayi AS                                                                                                                    | CUSIP: 903742AA2<br>LEI: 7890009HEU9BS7J3DA93 | Long             | DBT              | CORP              | TR        |   2737000 | PA      | $2196442.50   | 0.05%             | 2025-10-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                         | SM Energy Co                                                                                                                               | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   9804000 | PA      | $9624537.78   | 0.21%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                          | Gartner Inc                                                                                                                                | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   7589000 | PA      | $6575299.33   | 0.14%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                       | Open Text Corp                                                                                                                             | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   4314000 | PA      | $4324612.44   | 0.09%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| LOARRE INVESTMENTS SARL              | Loarre Investments Sarl                                                                                                                    | CUSIP: 000000000<br>LEI: 549300VE6QY38GTUE732 | Long             | DBT              | CORP              | LU        |  12607000 | PA      | $12317050.18  | 0.26%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC               | Comstock Resources Inc                                                                                                                     | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |  12253000 | PA      | $11305843.10  | 0.24%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alloy Finco Limited                  | Alloy Finco Limited USD Holdco PIK Term Loan                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |   7650148 | PA      | $6598252.99   | 0.14%             | 2025-03-06      | Floating      | 13.50%                | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                 | Entegris Escrow Corp                                                                                                                       | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |  10967000 | PA      | $9939772.65   | 0.21%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU             | Venture Global Calcasieu Pass LLC                                                                                                          | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   7589000 | PA      | $6554163.96   | 0.14%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP              | Pediatrix Medical Group Inc                                                                                                                | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5673000 | PA      | $4797400.82   | 0.10%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Karuna Therapeutics Inc              | Karuna Therapeutics Inc                                                                                                                    | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20657 | NS      | $4860798.67   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                  | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   6414000 | PA      | $4735843.67   | 0.10%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN             | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   5585000 | PA      | $5176066.30   | 0.11%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Claires Holdings LLC                 | CLAIRES HOLDINGS                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7482 | NS      | $2992644.00   | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| ROCC HOLDINGS LLC                    | ROCC Holdings LLC                                                                                                                          | CUSIP: 70789PAA2<br>LEI: 6XOCUKRR0UU0LF5P1W14 | Long             | DBT              | CORP              | US        |   6555000 | PA      | $6566372.27   | 0.14%             | 2026-08-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP                        | Cedar Fair LP                                                                                                                              | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |   7885000 | PA      | $6898405.54   | 0.15%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                    | EURO-BUND FUTURE DEC22                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -307 | NC      | $1114990.49   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                   | Ford Motor Co                                                                                                                              | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   9457000 | PA      | $9085980.14   | 0.19%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS             | Univision Communications Inc                                                                                                               | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |  13152000 | PA      | $13142333.28  | 0.28%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN             | Virgin Media Secured Finance PLC                                                                                                           | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |  19740000 | PA      | $18258315.60  | 0.39%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES              | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   7775000 | PA      | $7997753.75   | 0.17%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| ROBLOX CORP                          | ROBLOX Corp                                                                                                                                | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12357000 | PA      | $10126623.29  | 0.22%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN              | Jane Street Group / JSG Finance Inc                                                                                                        | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9147000 | PA      | $8041356.38   | 0.17%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT             | Science Applications International Corp                                                                                                    | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |   6923000 | PA      | $6388682.86   | 0.14%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD             | Sunac China Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   5883000 | PA      | $685705.95    | 0.01%             | 2025-01-10      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN             | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   8840146 | PA      | $8239144.08   | 0.18%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI              | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                               | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |  11598000 | PA      | $9771315.00   | 0.21%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BLUELINX HOLDING                     | BlueLinx Holdings Inc                                                                                                                      | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |   5615000 | PA      | $4558285.08   | 0.10%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.      | Long: SPKK09R19 CDS USD R F  5.00000 F_SPKK09R19 CCPCDX / Short: SPKK09R19 CDS USD P V 03MEVENT P_SPKK09R19 CCPCDX                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  80498000 | OU      | $2306847.09   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I             | Performance Food Group Inc                                                                                                                 | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |  10582000 | PA      | $9418032.91   | 0.20%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP              | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                                                                           | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17271000 | PA      | $15846919.70  | 0.34%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                    | Service Corp International/US                                                                                                              | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |  15675000 | PA      | $13069579.88  | 0.28%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.        | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-3274623.16  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC               | SCIH Salt Holdings Inc                                                                                                                     | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6357000 | PA      | $5685001.53   | 0.12%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                  | Resideo Funding Inc                                                                                                                        | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |  11767000 | PA      | $9339820.91   | 0.20%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                    | Stonegate Pub Co Financing 2019 PLC                                                                                                        | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |   9042000 | PA      | $9936137.99   | 0.21%             | 2025-07-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Co                 | Matador Resources Co                                                                                                                       | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |  14191000 | PA      | $14076762.45  | 0.30%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC             | Virgin Media Finance PLC                                                                                                                   | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |  12178000 | PA      | $10153346.61  | 0.22%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                            | Block Inc                                                                                                                                  | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   8892000 | PA      | $7226617.32   | 0.15%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                     | AMC Networks Inc                                                                                                                           | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |  18203000 | PA      | $13589631.68  | 0.29%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                   | Ford Motor Co                                                                                                                              | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |  30141000 | PA      | $23870460.63  | 0.51%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                     | MGM Resorts International                                                                                                                  | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   5897000 | PA      | $5447631.50   | 0.12%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEUROCRINE BIOSCIENCES               | Neurocrine Biosciences Inc                                                                                                                 | CUSIP: 64125CAD1<br>LEI: 549300FECER0XBN49756 | Long             | DBT              | CORP              | US        |   2746000 | PA      | $4631129.00   | 0.10%             | 2024-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                            | Sotheby's                                                                                                                                  | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   4985000 | PA      | $4863465.70   | 0.10%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC               | Penn Entertainment Inc                                                                                                                     | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8486000 | PA      | $6931576.95   | 0.15%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN               | MIWD Holdco II LLC / MIWD Finance Corp                                                                                                     | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6915000 | PA      | $5678563.43   | 0.12%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                          | CITIBANK NA DDCA                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |    478859 | NS      | $478859.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOGAN GROUP CO LTD                   | Logan Group Co Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |  10233000 | PA      | $1290664.34   | 0.03%             | 2028-01-13      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Belo Corp                            | Belo Corp                                                                                                                                  | CUSIP: 080555AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11082000 | PA      | $10759015.11  | 0.23%             | 2027-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                           | Arcosa Inc                                                                                                                                 | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |   8502000 | PA      | $7402990.25   | 0.16%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp               | Synovus Financial Corp                                                                                                                     | CUSIP: 87161CAM7<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |  11205000 | PA      | $10960286.61  | 0.23%             | 2029-02-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Revlon Consumer Products Corporation | Revlon Consumer Products Corporation 2020 Additional Term Loan B2                                                                          | CUSIP: 761520BJ3<br>LEI: 2MKZBE7NMX7EJWQLHS95 | Long             | LON              | CORP              | US        |        77 | PA      | $37.59        | 0.00%             | 2025-06-30      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN             | Jefferson Capital Holdings LLC                                                                                                             | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11166000 | PA      | $9300440.55   | 0.20%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Grinding Media Inc.                  | Grinding Media Inc. 2021 Term Loan B                                                                                                       | CUSIP: 39854KAB6<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |   7351315 | PA      | $6799966.44   | 0.15%             | 2028-10-12      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                  | Station Casinos LLC                                                                                                                        | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |  12374000 | PA      | $10387849.26  | 0.22%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP               | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  38739000 | PA      | $32685643.86  | 0.70%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                   | Kontoor Brands Inc                                                                                                                         | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |   6677000 | PA      | $5449404.37   | 0.12%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                     | Altice France SA/France                                                                                                                    | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |  10373000 | PA      | $9895478.95   | 0.21%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                     | APi Group DE Inc                                                                                                                           | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |   7356000 | PA      | $6126738.84   | 0.13%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMPASS POWER GENERATION LLC         | Compass Power Generation LLC 2022 Term Loan B2                                                                                             | CUSIP: 20451VAE3<br>LEI: 5493001FXZ2XUTES8E29 | Long             | LON              | CORP              | US        |   7478440 | PA      | $7366263.07   | 0.16%             | 2029-04-14      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $104444.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-276510.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                 | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $107553.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mauser Packaging Solut               | Mauser Packaging Solutions Holding Co                                                                                                      | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   7635000 | PA      | $7540680.26   | 0.16%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                    | Iliad Holding SASU                                                                                                                         | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |   7271000 | PA      | $6873276.30   | 0.15%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                         | Centene Corp                                                                                                                               | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   5441000 | PA      | $4641679.34   | 0.10%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FGI Operating Company, LLC           | FGI Operating Company, LLC Exit Term Loan                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    637334 | PA      | $79985.41     | 0.00%             | 2023-05-16      | Floating      | 13.67%                | No            |                  3 | On Loan: No      |
| MURPHY OIL CORP                      | Murphy Oil Corp                                                                                                                            | CUSIP: 626717AN2<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |   8822000 | PA      | $8715871.34   | 0.19%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                      | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12402000 | PA      | $10346089.46  | 0.22%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                           | Elastic NV                                                                                                                                 | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |  14053000 | PA      | $11450125.68  | 0.24%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                     | CSC Holdings LLC                                                                                                                           | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  11271000 | PA      | $10284787.50  | 0.22%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.        | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-114771.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gibson Brands                        | GIBSON BRANDS PRIVATE EQUITY                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56761 | NS      | $6669417.50   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc              | PRA Health Sciences Inc                                                                                                                    | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |   5218000 | PA      | $4714124.09   | 0.10%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO               | Southwestern Energy Co                                                                                                                     | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |  11282000 | PA      | $10661490.00  | 0.23%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LSF11 A5 HOLDCO LLC                  | LSF11 A5 HoldCo LLC                                                                                                                        | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |   7252000 | PA      | $5982609.92   | 0.13%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK              | Great Lakes Dredge & Dock Corp                                                                                                             | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |   7888000 | PA      | $6369188.87   | 0.14%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI             | Charles River Laboratories International Inc                                                                                               | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   9623000 | PA      | $8437013.37   | 0.18%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN             | Weekley Homes LLC / Weekley Finance Corp                                                                                                   | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6650000 | PA      | $5396780.10   | 0.12%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ESC 144A HERTZ CORP                  | ESC 144A HERTZ CORP                                                                                                                        | CUSIP: 428ESCAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6517000 | PA      | $586530.00    | 0.01%             | 2028-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                | Ahead DB Holdings LLC                                                                                                                      | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |   8663000 | PA      | $7092441.42   | 0.15%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Matterhorn Telecom SA                | Matterhorn Telecom SA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300MTB0YI26SMUT22 | Long             | DBT              | CORP              | LU        |   5113000 | PA      | $4871908.19   | 0.10%             | 2027-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ROCKCLIFF ENERGY II LLC              | Rockcliff Energy II LLC                                                                                                                    | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |  12083000 | PA      | $11100893.76  | 0.24%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUSKY III HOLDING LTD                | Husky III Holding Ltd                                                                                                                      | CUSIP: 44810RAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5431000 | PA      | $4752125.00   | 0.10%             | 2025-02-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                   | Murphy Oil USA Inc                                                                                                                         | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |  14815000 | PA      | $12149871.28  | 0.26%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT               | VistaJet Malta Finance PLC / XO Management Holding Inc                                                                                     | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   5716000 | PA      | $5186726.98   | 0.11%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC              | Standard Industries Inc/NJ                                                                                                                 | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   8976000 | PA      | $6895045.45   | 0.15%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                 | Tri Pointe Homes Inc                                                                                                                       | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8663000 | PA      | $7810907.32   | 0.17%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                       | NRG Energy Inc                                                                                                                             | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |  26329000 | PA      | $21194845.00  | 0.45%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.        | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $71606.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                 | Commercial Metals Co                                                                                                                       | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   5833000 | PA      | $5030156.50   | 0.11%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Vue International Bidco p.l.c.       | Vue International Bidco p.l.c. 2022 EUR Term Loan                                                                                          | CUSIP: 000000000<br>LEI: 2138002KEV3Y56IJTC64 | Long             | LON              | CORP              | GB        |    490811 | PA      | $482647.42    | 0.01%             | 2027-06-30      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| First Solar Inc                      | First Solar Inc                                                                                                                            | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     28266 | NS      | $4876732.98   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc              | Darling Ingredients Inc                                                                                                                    | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   3876000 | PA      | $3755553.30   | 0.08%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SYLVAMO CORP                         | Sylvamo Corp                                                                                                                               | CUSIP: 87133LAA8<br>LEI: 5493001AOYU1ZOWOC971 | Long             | DBT              | CORP              | US        |  16871000 | PA      | $16394731.67  | 0.35%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cullen/Frost Bankers Inc             | Cullen/Frost Bankers Inc                                                                                                                   | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     32352 | NS      | $4693304.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS GMBH                         | Douglas GmbH                                                                                                                               | CUSIP: 000000000<br>LEI: 529900381YTPHVY9AI06 | Long             | DBT              | CORP              | DE        |   5645000 | PA      | $4904065.26   | 0.10%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| YPF ENERGIA ELECTRICA SA             | YPF Energia Electrica SA                                                                                                                   | CUSIP: 98424MAA1<br>LEI: 5493002XN8FRTYQLR778 | Long             | DBT              | CORP              | AR        |   6325000 | PA      | $5322985.15   | 0.11%             | 2026-07-25      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Apache Corp                          | Apache Corp                                                                                                                                | CUSIP: 037411BA2<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |  14923000 | PA      | $11289771.81  | 0.24%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                           | Leidos Inc                                                                                                                                 | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   4516000 | PA      | $4125771.90   | 0.09%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                  | Select Medical Corp                                                                                                                        | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |  10726000 | PA      | $10397730.77  | 0.22%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Britax Child Safety, Inc.            | Britax Child Safety, Inc. Junior PIK Term Loan                                                                                             | CUSIP: 000000000<br>LEI: 549300CBXW3W400WE581 | Long             | LON              | CORP              | US        |   1523881 | PA      | $1148701.57   | 0.02%             | 2025-03-31      | Floating      | 12.00%                | No            |                  3 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR             | Marriott Ownership Resorts Inc                                                                                                             | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |   9542000 | PA      | $8055279.59   | 0.17%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN             | Summit Materials LLC / Summit Materials Finance Corp                                                                                       | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5146000 | PA      | $4756190.50   | 0.10%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                         | Seaspan Corp                                                                                                                               | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |   8124000 | PA      | $6268965.84   | 0.13%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.      | Long: BLK00BDV6 IRS USD R V 12MUSCPI INF_SLK00BDV6 CCPINFLATIONZERO / Short: BLK00BDV6 IRS USD P F  4.41500 FIX_SLK00BDV6 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        | 259558000 | OU      | $651929.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES               | H&E Equipment Services Inc                                                                                                                 | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |  13068000 | PA      | $11315515.86  | 0.24%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI             | Charles River Laboratories International Inc                                                                                               | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   3748000 | PA      | $3426534.04   | 0.07%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST             | Fortress Transportation and Infrastructure Investors LLC                                                                                   | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |  11481000 | PA      | $10002993.47  | 0.21%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION             | Hess Midstream Operations LP                                                                                                               | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5824000 | PA      | $5489120.00   | 0.12%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                  | Buckeye Partners LP                                                                                                                        | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   7654000 | PA      | $6775856.58   | 0.14%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                          | Vistra Operations Co LLC                                                                                                                   | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4935000 | PA      | $4779834.37   | 0.10%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                | Grifols Escrow Issuer SA                                                                                                                   | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |  14691000 | PA      | $12361595.04  | 0.26%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC             | Nexstar Media Inc                                                                                                                          | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   4836000 | PA      | $4311052.20   | 0.09%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp             | United States Steel Corp                                                                                                                   | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |   9109000 | PA      | $8305404.02   | 0.18%             | 2037-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Moncler SpA                          | Moncler SpA                                                                                                                                | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     91546 | NS      | $4771745.61   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA               | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | XX        |         1 | NC      | $23490.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACBL HLDG CORP                       | ACBL HLDG CORP                                                                                                                             | CUSIP: 00085Q407<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     74612 | NS      | $1921259.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP              | Precision Drilling Corp                                                                                                                    | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |  11649000 | PA      | $11026069.73  | 0.24%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                  | Travel + Leisure Co                                                                                                                        | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   7260000 | PA      | $7122716.38   | 0.15%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.        | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-41499.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC  | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |         1 | NC      | $256378.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BK LC FINCO 1 SARL                   | BK LC Lux Finco1 Sarl                                                                                                                      | CUSIP: 000000000<br>LEI: 5299004DSXRFOZZ5UG09 | Long             | DBT              | CORP              | LU        |   8934000 | PA      | $8343806.97   | 0.18%             | 2029-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC                           | DaVita Inc                                                                                                                                 | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |  14540000 | PA      | $11791721.90  | 0.25%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SPCM SA                              | SPCM SA                                                                                                                                    | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |  12878000 | PA      | $10277287.90  | 0.22%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                 | Warrior Met Coal Inc                                                                                                                       | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |   8491000 | PA      | $8443426.29   | 0.18%             | 2028-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                    | Imola Merger Corp                                                                                                                          | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10500000 | PA      | $9383430.00   | 0.20%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MOTION BONDCO DAC                    | Motion Bondco DAC                                                                                                                          | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |   8736000 | PA      | $7531851.51   | 0.16%             | 2027-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.      | Long: BLK00BCP0 IRS USD R V 12MUSCPI INF_SLK00BCP0 CCPINFLATIONZERO / Short: BLK00BCP0 IRS USD P F  4.90000 FIX_SLK00BCP0 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        | 331082000 | OU      | $478281.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                         | Enerflex Ltd                                                                                                                               | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |   7437000 | PA      | $7356122.63   | 0.16%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JUVENTUS FOOTBALL CLUB               | Juventus Football Club SpA                                                                                                                 | CUSIP: 000000000<br>LEI: 815600A253A0AF58C166 | Long             | DBT              | CORP              | IT        |    490000 | PA      | $491573.53    | 0.01%             | 2024-02-19      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade               | US 2YR NOTE (CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      2647 | NC      | $1382520.53   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON IAQ LLC                      | Madison IAQ LLC                                                                                                                            | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5194740.00   | 0.11%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                 | Carpenter Technology Corp                                                                                                                  | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |   5409000 | PA      | $5436153.18   | 0.12%             | 2030-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REVLON ROLL UP RIGHTS                | REVLON ROLL UP RIGHTS                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    701653 | NS      | $133103.57    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aramark Services Inc                 | Aramark Services Inc                                                                                                                       | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   5293000 | PA      | $4957450.27   | 0.11%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                        | Boyne USA Inc                                                                                                                              | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10192000 | PA      | $9081632.56   | 0.19%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACBL HLDG CORP                       | ACBL HLDG CORP                                                                                                                             | CUSIP: 00085Q209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22227 | NS      | $866853.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP             | United States Steel Corp                                                                                                                   | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |   4933000 | PA      | $4816975.84   | 0.10%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC             | TK Elevator US Newco Inc                                                                                                                   | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   9844000 | PA      | $8948146.78   | 0.19%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WENDY'S INTERNATIONAL                | Wendy's International LLC                                                                                                                  | CUSIP: 950590AG4<br>LEI: 549300PQTT267ME8D359 | Long             | DBT              | CORP              | US        |   5091000 | PA      | $5139364.50   | 0.11%             | 2025-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN             | TerraForm Power Operating LLC                                                                                                              | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |  11460000 | PA      | $10334799.90  | 0.22%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                     | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                           | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20284000 | PA      | $18275478.32  | 0.39%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                         | Parsons Corp                                                                                                                               | CUSIP: 70202LAB8<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   3919000 | PA      | $4683205.00   | 0.10%             | 2025-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC             | Prime Security Services Borrower LLC / Prime Finance Inc                                                                                   | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14400000 | PA      | $12688416.00  | 0.27%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Harmony Biosciences Holdings Inc     | Harmony Biosciences Holdings Inc                                                                                                           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84507 | NS      | $5050983.39   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                      | Gen Digital Inc                                                                                                                            | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   9283000 | PA      | $9369424.73   | 0.20%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC               | Spirit AeroSystems Inc                                                                                                                     | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   9061000 | PA      | $9548028.75   | 0.20%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Silk Road Medical Inc                | Silk Road Medical Inc                                                                                                                      | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |     93771 | NS      | $4993305.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP               | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7207000 | PA      | $6874541.09   | 0.15%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR             | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  44608000 | PA      | $45312806.40  | 0.97%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Peabody Energy Corp                  | Peabody Energy Corp                                                                                                                        | CUSIP: 70457LAB0<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | DBT              | CORP              | US        |   2413000 | PA      | $2403446.96   | 0.05%             | 2025-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE             | Perrigo Finance Unlimited Co                                                                                                               | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |  27428000 | PA      | $23481796.50  | 0.50%             | 2030-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM                     | Callon Petroleum Co                                                                                                                        | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |  11620000 | PA      | $11493748.70  | 0.25%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDINGS INC              | Party City Holdings Inc                                                                                                                    | CUSIP: 702150AG8<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |   7307000 | PA      | $2773517.99   | 0.06%             | 2026-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| RAIN CII CARBON LLC/CII              | Rain CII Carbon LLC / CII Carbon Corp                                                                                                      | CUSIP: 75079RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5662000 | PA      | $5160997.93   | 0.11%             | 2025-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Earthstone Energy Inc                | Earthstone Energy Inc                                                                                                                      | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |      2722 | NS      | $43116.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTING NY LLC/GENNY CAP             | Genting New York LLC / GENNY Capital Inc                                                                                                   | CUSIP: 37255JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13593000 | PA      | $12125329.54  | 0.26%             | 2026-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Tank Holding Corp.                   | Tank Holding Corp. 2022 Term Loan                                                                                                          | CUSIP: 87583FAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5344406 | PA      | $5123948.77   | 0.11%             | 2028-03-31      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| Peabody Energy Corporation           | Peabody Energy Corporation 2018 Term Loan                                                                                                  | CUSIP: 70454BAT6<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | LON              | CORP              | US        |  10019070 | PA      | $9889924.67   | 0.21%             | 2025-03-31      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-83164.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC             | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  35868000 | PA      | $29641673.88  | 0.63%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES             | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                                      | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   4945000 | PA      | $4690765.68   | 0.10%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABL                     | Leeward Renewable Energy Operations LLC                                                                                                    | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |  11364000 | PA      | $9576954.18   | 0.20%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                    | Levi Strauss & Co                                                                                                                          | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |  12740000 | PA      | $10474978.33  | 0.22%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH              | International Game Technology PLC                                                                                                          | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   8726000 | PA      | $8227701.77   | 0.18%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANSJAMAICAN HIGHWAY                | TransJamaican Highway Ltd                                                                                                                  | CUSIP: 893727AA5<br>LEI: 254900AWJ3QIGYQ04W45 | Long             | DBT              | CORP              | JM        |   4848680 | PA      | $3825608.33   | 0.08%             | 2036-10-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER              | ModivCare Escrow Issuer Inc                                                                                                                | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13076000 | PA      | $11019929.76  | 0.24%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                  | Go Daddy Operating Co LLC / GD Finance Co Inc                                                                                              | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3363000 | PA      | $3192706.46   | 0.07%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                | ON Semiconductor Corp                                                                                                                      | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |  18515000 | PA      | $16439838.80  | 0.35%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN             | 1011778 BC ULC / New Red Finance Inc                                                                                                       | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  14876000 | PA      | $12549021.70  | 0.27%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                   | Murphy Oil USA Inc                                                                                                                         | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |   5530000 | PA      | $5116909.00   | 0.11%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                | Cablevision Lightpath LLC                                                                                                                  | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |  10294000 | PA      | $7848719.49   | 0.17%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN             | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                                                                                  | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13399000 | PA      | $11586383.28  | 0.25%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARDONAGH MIDCO 2 PLC                 | Ardonagh Midco 2 PLC                                                                                                                       | CUSIP: 03985RAA1<br>LEI: 9845003AD1386OH58D80 | Long             | DBT              | CORP              | GB        |  11375361 | PA      | $11062538.57  | 0.24%             | 2027-01-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC              | American Axle & Manufacturing Inc                                                                                                          | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   5365000 | PA      | $4678155.48   | 0.10%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA             | SeaWorld Parks & Entertainment Inc                                                                                                         | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |   9848000 | PA      | $8498822.92   | 0.18%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LABL INC                             | LABL Inc                                                                                                                                   | CUSIP: 50168AAB6<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   8347000 | PA      | $7982361.31   | 0.17%             | 2026-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pinterest Inc                        | Pinterest Inc                                                                                                                              | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    192999 | NS      | $4906034.58   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS & MINOR INC                    | Owens & Minor Inc                                                                                                                          | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |   7354000 | PA      | $6047083.89   | 0.13%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC             | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4719000 | PA      | $4909600.41   | 0.10%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ATS CORP                             | ATS Corp                                                                                                                                   | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |  11347000 | PA      | $9738219.39   | 0.21%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                   | CNX Resources Corp                                                                                                                         | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   6649000 | PA      | $6660569.26   | 0.14%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                | Antero Resources Corp                                                                                                                      | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   2869000 | PA      | $2930787.76   | 0.06%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-18237.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PUNCH FINANCE PL                     | Punch Finance PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 2138006IJRIU1Q5DN388 | Long             | DBT              | CORP              | GB        |   8001000 | PA      | $8269322.31   | 0.18%             | 2026-06-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC              | Darling Ingredients Inc                                                                                                                    | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |  11183000 | PA      | $10918410.22  | 0.23%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                  | BellRing Brands Inc                                                                                                                        | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |   6147000 | PA      | $5946730.74   | 0.13%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006               | FMG Resources August 2006 Pty Ltd                                                                                                          | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |  14869000 | PA      | $12544231.85  | 0.27%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA             | Compass Minerals International Inc                                                                                                         | CUSIP: 20451NAE1<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |   5384000 | PA      | $5147050.16   | 0.11%             | 2024-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp           | FIXED INC CLEARING CORP.REPO                                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   1614140 | PA      | $1614139.92   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CULLINAN HOLDCO                      | Cullinan Holdco Scsp                                                                                                                       | CUSIP: 000000000<br>LEI: 549300F81ZP47K818173 | Long             | DBT              | CORP              | LU        |   6959000 | PA      | $6290577.28   | 0.13%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS              | Frontier Communications Holdings LLC                                                                                                       | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9590000 | PA      | $7860107.85   | 0.17%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOLLY NRG PRTNR/FIN CORP             | Holly Energy Partners LP / Holly Energy Finance Corp                                                                                       | CUSIP: 435765AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4694000 | PA      | $4600336.58   | 0.10%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                         | Novelis Corp                                                                                                                               | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |  10572000 | PA      | $8681620.68   | 0.19%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                       | William Carter Co/The                                                                                                                      | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |   3448000 | PA      | $3312331.99   | 0.07%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust         | GS Mortgage Securities Corp Trust 2021-ROSS MZ                                                                                             | CUSIP: 36261TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20000000 | PA      | $19087836.00  | 0.41%             | 2026-06-15      | Floating      | 13.38%                | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                        | TransDigm Inc                                                                                                                              | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  21086000 | PA      | $19909295.77  | 0.42%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                        | M/I Homes Inc                                                                                                                              | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |  10603000 | PA      | $9242090.32   | 0.20%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                     | Boyd Gaming Corp                                                                                                                           | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |   7646000 | PA      | $6681304.18   | 0.14%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cross Country Healthcare Inc         | Cross Country Healthcare Inc                                                                                                               | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |    133320 | NS      | $4770189.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontera Generation Holdings LLC     | Frontera Generation Holdings LLC 2021 Term Loan                                                                                            | CUSIP: 64440DAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1233060 | PA      | $1239225.46   | 0.03%             | 2026-07-28      | Floating      | 16.67%                | No            |                  3 | On Loan: No      |
| Apache Corp                          | Apache Corp                                                                                                                                | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |  14444000 | PA      | $11899544.96  | 0.25%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN             | Encino Acquisition Partners Holdings LLC                                                                                                   | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |  11758000 | PA      | $11271743.91  | 0.24%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PORT OF NEWCASTLE INVEST             | Port of Newcastle Investments Financing Pty Ltd                                                                                            | CUSIP: 734865AA6<br>LEI: 549300VVWVQBDM9L8K30 | Long             | DBT              | CORP              | AU        |   9736000 | PA      | $7963171.76   | 0.17%             | 2031-11-24      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BELLIS FINCO PLC                     | Bellis Finco PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 259400ELWH6Z4ICFTD70 | Long             | DBT              | CORP              | GB        |  11100000 | PA      | $9603010.47   | 0.20%             | 2027-02-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC               | Comstock Resources Inc                                                                                                                     | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   8634000 | PA      | $8442454.71   | 0.18%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLTEC INTERNATIONAL                | Welltec International ApS                                                                                                                  | CUSIP: 95039LAA6<br>LEI: 549300MW4UJ1X7Q4F350 | Long             | DBT              | CORP              | DK        |   8918000 | PA      | $8927363.90   | 0.19%             | 2026-10-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Glaukos Corp                         | Glaukos Corp                                                                                                                               | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     96274 | NS      | $4483480.18   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANEERING INTL INC                 | Oceaneering International Inc                                                                                                              | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |  14681000 | PA      | $13324035.32  | 0.28%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Frontera Generation Holdings LLC     | Frontera Generation Holdings LLC 2021 2nd Lien Term Loan                                                                                   | CUSIP: 64440DAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1193718 | PA      | $298429.52    | 0.01%             | 2028-07-28      | Floating      | 5.17%                 | No            |                  3 | On Loan: No      |
| BOISE CASCADE COMPANY                | Boise Cascade Co                                                                                                                           | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |   5346000 | PA      | $4597222.67   | 0.10%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                     | Pampa Energia SA                                                                                                                           | CUSIP: 000000000<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |   5610000 | PA      | $4958566.80   | 0.11%             | 2027-01-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                       | Bombardier Inc                                                                                                                             | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |  10638000 | PA      | $9988762.86   | 0.21%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI             | Charles River Laboratories International Inc                                                                                               | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   9732000 | PA      | $8479696.07   | 0.18%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| XHR LP                               | XHR LP                                                                                                                                     | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |   7291000 | PA      | $6239783.62   | 0.13%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nabors Industries Inc                | Nabors Industries Inc                                                                                                                      | CUSIP: 62957HAF2<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   5912000 | PA      | $5682939.56   | 0.12%             | 2025-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CEC ENTERTAINMENT LLC                | CEC Entertainment LLC                                                                                                                      | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6647000 | PA      | $6229701.34   | 0.13%             | 2026-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MSCI INC                             | MSCI Inc                                                                                                                                   | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |  12470000 | PA      | $10850895.20  | 0.23%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BALL CORP                            | Ball Corp                                                                                                                                  | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   6495000 | PA      | $6724273.50   | 0.14%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA Inc                    | Waste Pro USA Inc                                                                                                                          | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |   2579000 | PA      | $2384066.29   | 0.05%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                          | Geopark Ltd                                                                                                                                | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |   5460000 | PA      | $4791668.70   | 0.10%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TNT CRANE + RIGGING                  | TNT CRANE + RIGGING                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14844 | NS      | $120607.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                 | Howmet Aerospace Inc                                                                                                                       | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   6118000 | PA      | $5177204.55   | 0.11%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                  | Buckeye Partners LP                                                                                                                        | CUSIP: 118230AS0<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   9306000 | PA      | $7381519.20   | 0.16%             | 2078-01-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SEG HLD LLC/SEG FIN CORP             | SEG Holding LLC / SEG Finance Corp                                                                                                         | CUSIP: 78397KAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5674000 | PA      | $5393335.59   | 0.12%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS             | LCM Investments Holdings II LLC                                                                                                            | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   6053000 | PA      | $5072140.89   | 0.11%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BALL CORP                            | Ball Corp                                                                                                                                  | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |  17530000 | PA      | $14275906.10  | 0.30%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                   | CNX Resources Corp                                                                                                                         | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   8912000 | PA      | $8433113.68   | 0.18%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VICTORS MERGER CORP                  | Victors Merger Corp                                                                                                                        | CUSIP: 92641PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10385000 | PA      | $6657745.20   | 0.14%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Shoals Technologies Group Inc        | Shoals Technologies Group Inc                                                                                                              | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    166155 | NS      | $4813510.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY INC                     | HealthEquity Inc                                                                                                                           | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |  18490000 | PA      | $16222201.50  | 0.35%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC              | Booz Allen Hamilton Inc                                                                                                                    | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   6212000 | PA      | $5605646.68   | 0.12%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                 | WMG Acquisition Corp                                                                                                                       | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   7203000 | PA      | $6225624.93   | 0.13%             | 2029-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                 | Range Resources Corp                                                                                                                       | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   7461000 | PA      | $6705648.36   | 0.14%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC               | AthenaHealth Group Inc                                                                                                                     | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   8008000 | PA      | $6006856.86   | 0.13%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL BANK F             | Washington Mutual Bank / Debt not acquired by JPMorgan                                                                                     | CUSIP: 93933WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $1000.00      | 0.00%             | 2011-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SK INVICTUS INTERMEDIATE             | SK Invictus Intermediate II Sarl                                                                                                           | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  11433000 | PA      | $9159719.45   | 0.20%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                     | Altice France SA/France                                                                                                                    | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |  22195000 | PA      | $17514962.30  | 0.37%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PREMIER FOODS FINANCE                | Premier Foods Finance PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 2138003G41QDLK9DB177 | Long             | DBT              | CORP              | GB        |   7387000 | PA      | $7842237.70   | 0.17%             | 2026-10-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIR LINES INC                  | Delta Air Lines Inc                                                                                                                        | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |  11924000 | PA      | $10232044.02  | 0.22%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC/NORT             | Northwest Fiber LLC / Northwest Fiber Finance Sub Inc                                                                                      | CUSIP: 667449AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5122000 | PA      | $4822875.20   | 0.10%             | 2028-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN             | Live Nation Entertainment Inc                                                                                                              | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   5135000 | PA      | $4642168.38   | 0.10%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Celsius Holdings Inc                 | Celsius Holdings Inc                                                                                                                       | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44889 | NS      | $4997941.26   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST FIBER LLC/NORT             | Northwest Fiber LLC / Northwest Fiber Finance Sub Inc                                                                                      | CUSIP: 667449AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7201000 | PA      | $6385394.79   | 0.14%             | 2027-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                  | Cheniere Energy Inc                                                                                                                        | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   4937000 | PA      | $4564528.04   | 0.10%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                  | Coinbase Global Inc                                                                                                                        | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   6616000 | PA      | $3879126.20   | 0.08%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.        | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-221898.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Parkway Generation, LLC              | Parkway Generation, LLC Term Loan B                                                                                                        | CUSIP: 000000000<br>LEI: 254900ATQHHVKF65MT32 | Long             | LON              | CORP              | US        |   9308158 | PA      | $9191805.74   | 0.20%             | 2029-02-18      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| BRITAX                               | BRITAX                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2481 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FLUOR CORP                           | Fluor Corp                                                                                                                                 | CUSIP: 343412607<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EP               | CORP              | US        |      3250 | NS      | $5219142.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA             | Papa John's International Inc                                                                                                              | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |  11981000 | PA      | $10031464.50  | 0.21%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL               | Williams Scotsman International Inc                                                                                                        | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |   7746000 | PA      | $7051687.29   | 0.15%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT             | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   6394000 | PA      | $5223738.15   | 0.11%             | 2050-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA SPAIN SLU              | AI Candelaria Spain SA                                                                                                                     | CUSIP: 001355AA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |   6332000 | PA      | $5916842.42   | 0.13%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                     | Taseko Mines Ltd                                                                                                                           | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |   8667000 | PA      | $7287932.87   | 0.16%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                  | White Cap Buyer LLC                                                                                                                        | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7377000 | PA      | $6368663.76   | 0.14%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                | Tenet Healthcare Corp                                                                                                                      | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   6698000 | PA      | $5819255.89   | 0.12%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES              | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   6282000 | PA      | $6384396.60   | 0.14%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA             | Compass Minerals International Inc                                                                                                         | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |  10182000 | PA      | $9619240.86   | 0.21%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd               | MGM China Holdings Ltd                                                                                                                     | CUSIP: 55300RAB7<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |  11805000 | PA      | $10852690.65  | 0.23%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE              | Teva Pharmaceutical Finance Netherlands III BV                                                                                             | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   7543000 | PA      | $6781157.00   | 0.14%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Party City Holdings Inc              | Party City Holdings Inc                                                                                                                    | CUSIP: 702150AD5<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $711875.00    | 0.02%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                       | TransAlta Corp                                                                                                                             | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |   6139000 | PA      | $6314698.18   | 0.13%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHINOS INTERMEDIATE                  | CHINOS INTERMEDIATE                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47809 | NS      | $482870.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC               | Full House Resorts Inc                                                                                                                     | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   6057000 | PA      | $5398361.82   | 0.12%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.        | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-91745.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP HOLDG             | Cloud Software Group Holdings Inc                                                                                                          | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16141000 | PA      | $14122021.90  | 0.30%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC  | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |         1 | NC      | $171492.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INGEVITY CORP                        | Ingevity Corp                                                                                                                              | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |  12151000 | PA      | $10371607.56  | 0.22%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                           | Atkore Inc                                                                                                                                 | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |  16303000 | PA      | $13753047.77  | 0.29%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                      | Global Atlantic Fin Co                                                                                                                     | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9203000 | PA      | $6819364.47   | 0.15%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PTC Inc                              | PTC Inc                                                                                                                                    | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |   8220000 | PA      | $7510572.90   | 0.16%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEGENDS HOSPITALITY HOLD             | Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc                                                                     | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10223000 | PA      | $8961433.24   | 0.19%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COEUR MINING INC                     | Coeur Mining Inc                                                                                                                           | CUSIP: 192108BC1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |  16411000 | PA      | $12805585.36  | 0.27%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KERNEL HOLDING SA                    | Kernel Holding SA                                                                                                                          | CUSIP: 49229QAC8<br>LEI: 5493003GR6L4DZOS2U12 | Long             | DBT              | CORP              | LU        |   2967000 | PA      | $1290645.00   | 0.03%             | 2027-10-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ORMAT TECHNOLOGIES INC               | Ormat Technologies Inc                                                                                                                     | CUSIP: 686688AA0<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |   3855000 | PA      | $4591305.00   | 0.10%             | 2027-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                   | PBF Holding Co LLC / PBF Finance Corp                                                                                                      | CUSIP: 69318FAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6534000 | PA      | $6504466.32   | 0.14%             | 2025-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                        | Life Time Inc                                                                                                                              | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |   5140000 | PA      | $4949537.30   | 0.11%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CROCS INC                            | Crocs Inc                                                                                                                                  | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |  12078000 | PA      | $9671820.84   | 0.21%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                     | Proofpoint, Inc. 1st Lien Term Loan                                                                                                        | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   4852505 | PA      | $4683443.84   | 0.10%             | 2028-08-31      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| PINEWOOD FINANCE CO LTD              | Pinewood Finance Co Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   5640000 | PA      | $5979486.39   | 0.13%             | 2027-11-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE               | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                                 | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9913000 | PA      | $9200255.30   | 0.20%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP             | Chobani LLC / Chobani Finance Corp Inc                                                                                                     | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6605000 | PA      | $5827643.15   | 0.12%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                        | AG Issuer LLC                                                                                                                              | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9613000 | PA      | $8979430.91   | 0.19%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT             | Pattern Energy Operations LP / Pattern Energy Operations Inc                                                                               | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16732000 | PA      | $15032578.11  | 0.32%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                  | Go Daddy Operating Co LLC / GD Finance Co Inc                                                                                              | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11868000 | PA      | $10044227.94  | 0.21%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                     | Movida Europe SA                                                                                                                           | CUSIP: 62459LAA7<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |  10271000 | PA      | $7767392.40   | 0.17%             | 2031-02-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV               | UPC Broadband Finco BV                                                                                                                     | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   6226000 | PA      | $5331323.80   | 0.11%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-15

**Name of Applicant:** LORD ABBETT INVESTMENT TRUST

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer