# EDGAR Filing Document

**Accession Number:** 0001413032
**File Stem:** 0001145549-23-009164
**Filing Date:** 2023-2
**Character Count:** 160444
**Document Hash:** bc8e5f7551d3fce3c347ad3e76ca6ea8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009164.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009164

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Columbia Funds Variable Series Trust II
- **CENTRAL INDEX KEY:** 0001413032
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22127
- **FILM NUMBER:** 23663140

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RiverSource Variable Series Trust
- **DATE OF NAME CHANGE:** 20070920

## Series and Classes Contracts Data

### Columbia Variable Portfolio - High Yield Bond Fund (Series ID: S000019841)

| Class ID   | Class Name                                                 | Ticker Symbol   |
|:---|:---|:---|
| C000055678 | Columbia Variable Portfolio - High Yield Bond Fund Class 3 |  |
| C000088759 | Columbia Variable Portfolio - High Yield Bond Fund Class 1 |  |
| C000088760 | Columbia Variable Portfolio - High Yield Bond Fund Class 2 |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Columbia Funds Variable Series Trust II

- **b. Investment Company Act file number:** 811-22127

- **c. CIK number of Registrant:** 0001413032

- **d. LEI of Registrant:** 54930017CSZ4UCL7G406

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

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 800-345-6611

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

- **a. Name of Series:** Columbia Variable Portfolio - High Yield Bond Fund

- **b. EDGAR series identifier (if any):** S000019841

- **c. LEI of Series:** 38M0EIZRZ53ZHEZ1NK87

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $266036258.17

**Total Liabilities:** $290366.08

**Net Assets:** $265745892.09

**Cash Not Reported:** $41454.10

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** 176.252800000000 | **5-Year:** 954.664400000000 | **10-Year:** 448.821900000000 | **30-Year:** 710.949400000000

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

- **3-Month:** 60.512700000000 | **1-Year:** 5540.016200000000 | **5-Year:** 73425.396900000000 | **10-Year:** 21586.340700000000 | **30-Year:** 2542.303100000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000055678 | 2.89%                | 1.93%                | -1.03%               |
| Class ID C000088759 | 2.89%                | 1.93%                | -0.86%               |
| Class ID C000088760 | 2.92%                | 1.95%                | -1.04%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1742208.60             | $8130575.25                                |
| Month 2  | $-1558598.59             | $5436930.28                                |
| Month 3  | $-293360.11              | $-3583004.69                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                            | Title                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AVIENT CORP                                                     | AVIENT CORPORATION                 | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    528000 | PA      | $519346.97    | 0.20%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                      | AXALTA COATING SYSTEMS LLC         | CUSIP: 05453GAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    509000 | PA      | $422395.07    | 0.16%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS US HOLDINGS INC / AXALTA COATING SYSTEMS | AXALTA COATING SYSTEMS/HOLDING BV  | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    642000 | PA      | $593254.72    | 0.22%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                     | BAUSCH HEALTH COS INC              | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    871000 | PA      | $557239.18    | 0.21%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                     | BAUSCH HEALTH COMPANIES INC        | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    574000 | PA      | $394874.29    | 0.15%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                     | BAUSCH HEALTH COS INC              | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    151000 | PA      | $118414.77    | 0.04%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                     | BAUSCH HEALTH COS INC              | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $17821.12     | 0.01%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| BEACON ROOFING                                                  | BEACON ROOFING SUPPLY INC          | CUSIP: 073685AF6<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    514000 | PA      | $481774.78    | 0.18%             | 2026-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LLC                                       | BLACK KNIGHT INFOSERV LLC          | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1290555.74   | 0.49%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                                   | BLACKSTONE MORTGAGE TRUST INC      | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    869000 | PA      | $741004.49    | 0.28%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                  | BOMBARDIER INC                     | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    542000 | PA      | $527672.50    | 0.20%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                             | BOXER PARENT CO INC                | CUSIP: 103186AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    212000 | PA      | $207918.19    | 0.08%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                             | BOXER PARENT CO INC                | CUSIP: 103186AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $121922.33    | 0.05%             | 2026-03-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                | BOYD GAMING CORPORATION            | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    675000 | PA      | $628531.79    | 0.24%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                | BOYD GAMING CORPORATION            | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    157000 | PA      | $136647.90    | 0.05%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                        | BROADSTREET PARTNERS INC           | CUSIP: 11135RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1106000 | PA      | $950744.98    | 0.36%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BWAY HOLDING CO                                                 | BWAY HOLDING CO                    | CUSIP: 12429TAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    551000 | PA      | $536098.78    | 0.20%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                      | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    666000 | PA      | $605223.32    | 0.23%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                      | CCO HOLDINGS LLC/CCO HOLDINGS CAP  | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    749000 | PA      | $677040.00    | 0.25%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                      | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1876000 | PA      | $1620278.71   | 0.61%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                      | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1354000 | PA      | $1121138.84   | 0.42%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                      | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    764000 | PA      | $619381.76    | 0.23%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY BUYER INC                                           | CD&R SMOKEY BUYER INC              | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1041009.12   | 0.39%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                | CHS/COMMUNITY HEALTH SYSTEMS INC   | CUSIP: 12543DBJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    654000 | PA      | $339094.91    | 0.13%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                | CHS/COMMUNITY HEALTH SYSTEMS INC   | CUSIP: 12543DBM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1433000 | PA      | $1082323.16   | 0.41%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                | CSC HOLDINGS LLC                   | CUSIP: 126307BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3972000 | PA      | $2591131.06   | 0.98%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                              | CNX RESOURCES CORP                 | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70782.59     | 0.03%             | 2027-03-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                              | CNX RESOURCES CORP                 | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    342000 | PA      | $315661.36    | 0.12%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                       | CNX MIDSTREAM PARTNERS LP          | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    651000 | PA      | $537382.11    | 0.20%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                       | CAESARS ENTERTAINMENT INC          | CUSIP: 12769GAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    808000 | PA      | $657064.80    | 0.25%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC/CRC FINCO INC                     | CAESARS RESORT                     | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1173063.30   | 0.44%             | 2025-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CALLON PETRO CO                                                 | CALLON PETROLEUM COMPANY           | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $942490.06    | 0.35%             | 2026-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALLON PETRO CO                                                 | CALLON PETROLEUM COMPANY           | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    287000 | PA      | $263472.33    | 0.10%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                                              | CAMELOT FINANCE SA                 | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    501000 | PA      | $471007.74    | 0.18%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US LLC                                       | CANPACK SA/CANPACK US LLC          | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |   1139000 | PA      | $901840.62    | 0.34%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                   | CARNIVAL CORP                      | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    481000 | PA      | $384164.98    | 0.14%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                   | CARNIVAL CORPORATION               | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1062000 | PA      | $757726.76    | 0.29%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL HOLDINGS (BERMUDA) LTD                                 | CARNIVAL HOLDINGS BERMUDA LTD      | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    642000 | PA      | $659003.92    | 0.25%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS INC                                   | CATALENT PHARMA SOLUTIONS INC      | CUSIP: 14879EAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    581000 | PA      | $458258.45    | 0.17%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP/CANADA WONDERLAND CO/MAGNUM MANAGEMENT CORP       | CEDAR FAIR LP/CANADA WONDERLAND    | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    464000 | PA      | $458488.63    | 0.17%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                            | CENGAGE LEARNING INC TLB 4.75      | CUSIP: 15134NAF3<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |   3402998 | PA      | $3053135.46   | 1.15%             | 2026-07-14      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                          | CENTURYLINK INC                    | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    330000 | PA      | $281128.40    | 0.11%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                    | CHARLES RIVER LABORATORIES INTL    | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    249000 | PA      | $229121.25    | 0.09%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                    | CHARLES RIVER LABORATORIES INTL    | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    249000 | PA      | $220151.56    | 0.08%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                    | CHARLES RIVER LABORATORIES INTL    | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    291000 | PA      | $251806.79    | 0.09%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES                                                | CHART INDUSTRIES INC               | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    364000 | PA      | $365510.63    | 0.14%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES                                                | CHART INDUSTRIES INC               | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128198.12    | 0.05%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHEEVER ESCROW ISSUER LLC                                       | OLYMPUS WATER US HOLDINGS CORP     | CUSIP: 16308NAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    706000 | PA      | $673234.71    | 0.25%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                     | CHENIERE ENERGY PARTNERS LP        | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    430000 | PA      | $342499.68    | 0.13%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                | CINEMARK USA INC                   | CUSIP: 172441BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1548000 | PA      | $1287825.16   | 0.48%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                | CINEMARK USA INC                   | CUSIP: 172441BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $50508.90     | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                               | CLARIOS GLOBAL LP                  | CUSIP: 18060TAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    700000 | PA      | $703338.12    | 0.26%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                 | CLARIVATE SCIENCE HOLDINGS CORP    | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    811000 | PA      | $703551.96    | 0.26%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                 | CLARIVATE SCIENCE HOLDINGS CORP    | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    963000 | PA      | $818821.31    | 0.31%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL INTERNATIONAL BV                                  | CLEAR CHANNEL INTERNATIONAL B.V.   | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    625000 | PA      | $596464.46    | 0.22%             | 2025-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                              | CLEAR CHANNEL WORLDWIDE HOLDINGS   | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1039000 | PA      | $900293.12    | 0.34%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                              | CLEAR CHANNEL OUTDOOR HOLDINGS     | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1163286.34   | 0.44%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $98195.01     | 0.04%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                   | CLEARWAY ENERGY OPERATING LLC      | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1228000 | PA      | $1138612.26   | 0.43%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                   | CLEARWAY ENERGY OPERATING LLC      | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1477404.29   | 0.56%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                   | CLEARWAY ENERGY OPERATING LLC      | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $810504.01    | 0.30%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                 | COLGATE ENERGY PARTNERS III LLC    | CUSIP: 19416MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $839485.73    | 0.32%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                   | COLUMBIA SHORT TERM CASH FUND      | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   8810960 | NS      | $8808316.79   | 3.31%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RES INC                                                | COMSTOCK RESOURCES INC             | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    336000 | PA      | $303356.05    | 0.11%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                  | LOGAN MERGER SUB INC               | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |   1684000 | PA      | $908939.25    | 0.34%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                                     | MGIC INVESTMENT CORPORATION        | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    101000 | PA      | $93280.74     | 0.04%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                 | MADISON IAQ LLC                    | CUSIP: 55760LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    998000 | PA      | $831098.18    | 0.31%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                 | MADISON IAQ LLC                    | CUSIP: 55760LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    333000 | PA      | $229050.00    | 0.09%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                            | MATADOR RESOURCES CO               | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1114699.65   | 0.42%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                     | MATCH GROUP INC                    | CUSIP: 57665RAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276000 | PA      | $254458.11    | 0.10%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                     | MATCH GROUP INC                    | CUSIP: 57665RAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    511000 | PA      | $456999.43    | 0.17%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                      | MATTEL INC                         | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    671000 | PA      | $658182.28    | 0.25%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                     | CONDOR MERGER SUB INC              | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    628000 | PA      | $507162.76    | 0.19%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                             | MERITAGE HOMES CORP                | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    349000 | PA      | $296180.39    | 0.11%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC                                     | MIDWEST GAMING BORROWER LLC        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1001000 | PA      | $855324.19    | 0.32%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS LLC                                       | MILEAGE PLUS HLDS/MILEAGE PLUS     | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250115 | PA      | $1245547.67   | 0.47%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MINERVA MERGER SUB INC                                          | MINERVA MERGER SUB INC             | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1223000 | PA      | $906033.94    | 0.34%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                        | MOOG INC                           | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    440000 | PA      | $406481.57    | 0.15%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                      | MOZART DEBT MERGER SUB INC         | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    808000 | PA      | $642181.86    | 0.24%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                        | NCR CORPORATION                    | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    716000 | PA      | $614360.17    | 0.23%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                        | NCR CORPORATION                    | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     46000 | PA      | $37921.57     | 0.01%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                        | NCR CORPORATION                    | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   1471000 | PA      | $1230189.52   | 0.46%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                             | NCL CORPORATION LTD                | CUSIP: 62886HBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    426000 | PA      | $368730.37    | 0.14%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                  | NRG ENERGY INC                     | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    440000 | PA      | $413371.29    | 0.16%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                  | NRG ENERGY INC                     | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1846000 | PA      | $1630929.67   | 0.61%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                  | NRG ENERGY INC                     | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    332000 | PA      | $254022.88    | 0.10%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                           | NABORS INDUSTRIES LTD              | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    284000 | PA      | $258829.82    | 0.10%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                           | NABORS INDUSTRIES INC              | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    305000 | PA      | $298850.74    | 0.11%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                    | NAVIENT CORP                       | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    445000 | PA      | $427771.06    | 0.16%             | 2025-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                            | NEPTUNE BIDCO US INC               | CUSIP: 640695AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    439000 | PA      | $413644.71    | 0.16%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                               | NEWELL BRANDS INC                  | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    218000 | PA      | $216444.12    | 0.08%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                               | NEWELL BRANDS INC                  | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    308000 | PA      | $303998.32    | 0.11%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                            | NEXTERA ENERGY OP PARTNERS LP      | CUSIP: 65342QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2263000 | PA      | $2083163.40   | 0.78%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                            | NEXTERA ENERGY OP PARTNERS LP      | CUSIP: 65342QAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $481055.68    | 0.18%             | 2024-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                        | NFP CORP                           | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   2036000 | PA      | $1685788.17   | 0.63%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                        | NFP CORP                           | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    744000 | PA      | $633442.52    | 0.24%             | 2028-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                        | NFP CORP                           | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    778000 | PA      | $731320.00    | 0.28%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                             | NOVA CHEMICALS CORP                | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |   1514000 | PA      | $1360087.76   | 0.51%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                             | NOVA CHEMICALS CORP                | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |    225000 | PA      | $183776.09    | 0.07%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Novelis                                                         | NOVELIS CORPORATION                | CUSIP: 670001AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1043000 | PA      | $922141.13    | 0.35%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novelis                                                         | NOVELIS CORP                       | CUSIP: 670001AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    421000 | PA      | $377317.00    | 0.14%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Novelis                                                         | NOVELIS CORP                       | CUSIP: 670001AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267000 | PA      | $218479.89    | 0.08%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                             | NUSTAR LOGISTICS LP                | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    124000 | PA      | $116565.85    | 0.04%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                             | NUSTAR LOGISTICS LP                | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    522000 | PA      | $504163.23    | 0.19%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                             | NUSTAR LOGISTICS LP                | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $1194963.81   | 0.45%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $321324.36    | 0.12%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1786000 | PA      | $1822070.54   | 0.69%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1135580.40   | 0.43%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1538228.34   | 0.58%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                   | OLYMPUS WATER US HOLDINGS CORP     | CUSIP: 681639AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    824000 | PA      | $675151.77    | 0.25%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                 | 180 MEDICAL INC                    | CUSIP: 682357AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $171859.63    | 0.06%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                               | RESTAURANT BRANDS                  | CUSIP: 68245XAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    551000 | PA      | $548233.00    | 0.21%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                                                  | 1375209 BC LTD                     | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     84000 | PA      | $81831.58     | 0.03%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                            | ONEMAIN FINANCE CORP               | CUSIP: 682691AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $33636.71     | 0.01%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                    | ORGANON FINANCE 1 LLC              | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1335211.66   | 0.50%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                    | ORGANON FINANCE 1 LLC              | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |   1216000 | PA      | $1053329.08   | 0.40%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                      | OUTFRONT MEDIA CAP LLC/CAP CORP    | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239000 | PA      | $215981.33    | 0.08%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                      | OUTFRONT MEDIA CAP LLC/CAP CORP    | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    877000 | PA      | $727297.60    | 0.27%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                      | OUTFRONT MEDIA CAP LLC/CAP CORP    | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    278000 | PA      | $230594.49    | 0.09%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                               | OWENS & MINOR INC                  | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    299000 | PA      | $257106.17    | 0.10%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                       | PACIFIC GAS & ELECTRIC COMPANY     | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    360000 | PA      | $329426.61    | 0.12%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                         | PTC INC                            | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    178000 | PA      | $169782.24    | 0.06%             | 2025-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                         | PTC INC                            | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    256000 | PA      | $231702.34    | 0.09%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                               | PANTHER BF AGGREGATOR 2 LP         | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    761000 | PA      | $744501.38    | 0.28%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                  | PARK INTERMEDIATE HOLDINGS LLC     | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    501000 | PA      | $424082.43    | 0.16%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OPERATIONS LP                                    | PATTERN ENERGY OPS LP/ENERGY OPS   | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    259000 | PA      | $232457.79    | 0.09%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                          | PENN NATIONAL GAMING INC           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    376000 | PA      | $297452.37    | 0.11%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                      | PERFORMANCE FOOD GROUP INC         | CUSIP: 71376LAD2<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170245.25    | 0.06%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                    | PETSMART INC/PETSMART FIN CORP     | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1432000 | PA      | $1297644.15   | 0.49%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                     | SURGERY CENTER HOLDINGS INC        | CUSIP: 84611WAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $41626.20     | 0.02%             | 2025-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                             | SPECTRUM BRANDS INC                | CUSIP: 84762LAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    511000 | PA      | $505709.65    | 0.19%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                             | SPECTRUM BRANDS INC                | CUSIP: 84762LAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    694000 | PA      | $607065.73    | 0.23%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                             | SPECTRUM BRANDS HOLDINGS INC       | CUSIP: 84762LAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $40831.00     | 0.02%             | 2030-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT IP CAYMAN LTD                                            | SPIRIT LOYALTY CAYMAN LTD/SPIRIT   | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    530000 | PA      | $528124.85    | 0.20%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                            | SPRINGLEAF FINANCE CORP            | CUSIP: 85172FAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    974000 | PA      | $942117.68    | 0.35%             | 2024-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SPIRIT AROSYSTMS                                                | SPIRIT AEROSYSTEMS INC             | CUSIP: 85205TAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    306000 | PA      | $322472.17    | 0.12%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                      | SPRINT CAPITAL CORPORATION         | CUSIP: 852060AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2101000 | PA      | $2184923.60   | 0.82%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                      | SPRINT CAPITAL CORPORATION         | CUSIP: 852060AT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    471000 | PA      | $560286.09    | 0.21%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                       | BLOCK INC                          | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    318000 | PA      | $253820.80    | 0.10%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                     | STAPLES INC                        | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    479000 | PA      | $412336.08    | 0.16%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                     | SURGERY CENTER HOLDINGS INC        | CUSIP: 86881WAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    348000 | PA      | $353723.86    | 0.13%             | 2027-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                   | SYNAPTICS INCORPORATED             | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    635000 | PA      | $531409.55    | 0.20%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                 | TAYLOR MORRISON COMMUNITIES INC    | CUSIP: 877249AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    848000 | PA      | $842776.46    | 0.32%             | 2024-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                                    | TELEFLEX INCORPORATED              | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    693000 | PA      | $660880.38    | 0.25%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                                    | TELEFLEX INC                       | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    223000 | PA      | $203785.73    | 0.08%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TEMPO ACQUISITION LLC                                           | TEMPO ACQUISITION LLC/TEMPO FIN    | CUSIP: 88023JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    344000 | PA      | $345106.65    | 0.13%             | 2025-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                                  | TEMPUR SEALY INTERNATIONAL INC     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    488000 | PA      | $382025.38    | 0.14%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                               | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    886000 | PA      | $851009.06    | 0.32%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                               | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1420231.07   | 0.53%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                               | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    834000 | PA      | $748403.18    | 0.28%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                               | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    328000 | PA      | $284176.59    | 0.11%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                               | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    446000 | PA      | $424776.89    | 0.16%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                   | TERRAFORM POWER OPERATING LLC      | CUSIP: 88104LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1086288.63   | 0.41%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                   | TERRAFORM POWER OPERATING LLC      | CUSIP: 88104LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    624000 | PA      | $545554.36    | 0.21%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC                                              | TIBCO SOFTWARE INC                 | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    825000 | PA      | $698566.61    | 0.26%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                   | TRANSDIGM INC                      | CUSIP: 893647BE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2101000 | PA      | $2076465.70   | 0.78%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                   | TRANSDIGM INC                      | CUSIP: 893647BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    688000 | PA      | $696945.06    | 0.26%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                   | TRANSDIGM INC                      | CUSIP: 893647BL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1619000 | PA      | $1520329.80   | 0.57%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                   | TRANSDIGM INC                      | CUSIP: 893647BP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    386000 | PA      | $339169.65    | 0.13%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS LLC                                     | TRANSMONTAIGE PARTNERS LP / FIN CO | CUSIP: 89376VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1237000 | PA      | $1075910.31   | 0.40%             | 2026-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN SENTRY LTD                                           | TRANSOCEAN SENTRY LTD              | CUSIP: 89385AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1626046 | PA      | $1613129.51   | 0.61%             | 2023-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS INC                                       | TRITON WATER HOLDINGS INC          | CUSIP: 89680EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    366000 | PA      | $296503.03    | 0.11%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                    | TRIVIUM PACKAGING FINANCE BV       | CUSIP: 89686QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    623000 | PA      | $582347.41    | 0.22%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                    | TRIVIUM PACKAGING FINANCE BV       | CUSIP: 89686QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    530000 | PA      | $487332.33    | 0.18%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                           | UBER TECHNOLOGIES INC              | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    647000 | PA      | $647923.10    | 0.24%             | 2025-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                           | UBER TECHNOLOGIES INC              | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3193000 | PA      | $2783722.89   | 1.05%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS LLC                                     | US ACUTE CARE SOLUTIONS LLC        | CUSIP: 90367UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $665633.14    | 0.25%             | 2026-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISSUER CORP                                      | UNIFRAX ESCROW ISSUER CORP         | CUSIP: 90473LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $244003.59    | 0.09%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISSUER CORP                                      | UNIFRAX ESCROW ISSUER CORP         | CUSIP: 90473LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $108008.41    | 0.04%             | 2029-09-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                    | UNIVISION COMMUNICATIONS INC       | CUSIP: 914906AX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    573000 | PA      | $548305.47    | 0.21%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| USIS MERGER SUB INC                                             | USI INC/NY                         | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    738000 | PA      | $708384.78    | 0.27%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                         | VZ SECURED FINANCING BV            | CUSIP: 91845AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1426000 | PA      | $1162660.02   | 0.44%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                               | VENTURE GLOBAL CALCASIEU PASS LLC  | CUSIP: 92328MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    902000 | PA      | $789723.28    | 0.30%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                               | VENTURE GLOBAL CALCASIEU PASS LLC  | CUSIP: 92328MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1206299.75   | 0.45%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                               | VENTURE GLOBAL CALCASIEU PASS LLC  | CUSIP: 92328MAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    769000 | PA      | $627819.40    | 0.24%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERSCEND ESCROW CORP                                            | VERSCEND HOLDING CORP              | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1020000 | PA      | $999152.05    | 0.38%             | 2026-08-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                        | VERTICAL US NEWCO INC              | CUSIP: 92537RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257000 | PA      | $228612.23    | 0.09%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                              | VICI PROPERTIES LP / VICI NOTE CO  | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    561000 | PA      | $523533.68    | 0.20%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                              | VICI PROPERTIES LP/VICI NOTE CO    | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $476740.35    | 0.18%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                              | VICI PROPERTIES LP/VICI NOTE CO    | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $383528.45    | 0.14%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                                   | VIDEOTRON LTD / VIDEOTRON LTEE     | CUSIP: 92660FAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    676000 | PA      | $571543.76    | 0.22%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                   | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    653000 | PA      | $623633.86    | 0.23%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                   | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    277000 | PA      | $257778.53    | 0.10%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                   | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $427091.78    | 0.16%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                      | VMED O2 UK FINANCING I PLC         | CUSIP: 92858RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1539000 | PA      | $1246670.12   | 0.47%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                      | VMED O2 UK FINANCING I PLC         | CUSIP: 92858RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1182000 | PA      | $962521.04    | 0.36%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                          | WR GRACE HOLDINGS LLC              | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    803000 | PA      | $649639.17    | 0.24%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                          | WR GRACE HOLDINGS LLC              | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1495389.97   | 0.56%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                               | WASTE PRO USA INC                  | CUSIP: 94107JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1251000 | PA      | $1108564.99   | 0.42%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                          | WESCO DISTRIBUTION INC             | CUSIP: 95081QAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $750123.21    | 0.28%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                          | WESCO DISTRIBUTION INC             | CUSIP: 95081QAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1436631.06   | 0.54%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                         | CONSTELLIUM NV                     | CUSIP: 210383AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    438000 | PA      | $422339.61    | 0.16%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                         | CONSTELLIUM SE                     | CUSIP: 21039CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    303000 | PA      | $280180.28    | 0.11%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                         | CONSTELLIUM SE                     | CUSIP: 21039CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   2594000 | PA      | $2112160.84   | 0.79%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP                                                    | CROWNROCK LP/CROWNROCK FINANCE INC | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $223204.16    | 0.08%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                      | DCP MIDSTREAM OPERATING LP         | CUSIP: 23311VAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    624000 | PA      | $580168.46    | 0.22%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                         | DARLING INGREDIENTS INC            | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    683000 | PA      | $666187.86    | 0.25%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                         | DARLING INGREDIENTS INC            | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    504000 | PA      | $493961.65    | 0.19%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP                                     | DELEK LOGISTICS PARTNERS LP        | CUSIP: 24665FAB8<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |    885000 | PA      | $856212.16    | 0.32%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                               | DISH NETWORK CORP                  | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   3794000 | PA      | $2376941.00   | 0.89%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                               | DISH NETWORK CORP                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    532000 | PA      | $547075.25    | 0.21%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                   | DISH DBS CORP                      | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1902000 | PA      | $1227002.23   | 0.46%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                       | EQT MIDSTREAM PARTNERS LP          | CUSIP: 26885BAA8<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163583.44    | 0.06%             | 2024-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                       | EQT MIDSTREAM PARTNERS LP          | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $897768.30    | 0.34%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                       | EQT MIDSTREAM PARTNERS LP          | CUSIP: 26885BAE0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1183000 | PA      | $887266.87    | 0.33%             | 2048-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                       | EQM MIDSTREAM PARTNERS LP          | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    860000 | PA      | $835428.86    | 0.31%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                       | EQM MIDSTREAM PARTNERS LP          | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    503000 | PA      | $480891.67    | 0.18%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                       | EQM MIDSTREAM PARTNERS LP          | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    226000 | PA      | $221408.64    | 0.08%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| 8TH AVENUE FOOD & PROVISIONS INC                                | 8TH AVENUE FOOD & PROV 1LN TL 3.75 | CUSIP: 28253PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1127138 | PA      | $934115.23    | 0.35%             | 2025-10-01      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| 8TH AVENUE FOOD & PROVISIONS INC                                | 8TH AVENUE FOOD & PROV 2LN TL 7.75 | CUSIP: 28253PAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    752935 | PA      | $408090.77    | 0.15%             | 2026-10-01      | Variable      | 12.13%                | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                       | ELDORADO RESORTS                   | CUSIP: 28470RAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    918000 | PA      | $893141.75    | 0.34%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                       | ELDORADO RESORTS                   | CUSIP: 28470RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1394000 | PA      | $1370937.66   | 0.52%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                           | ELEMENT SOLUTIONS INC              | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $947477.07    | 0.36%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENDO DAC                                                        | ENDO DAC / ENDO FINANCE LLC / ENDO | CUSIP: 29273DAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    302000 | PA      | $17214.93     | 0.01%             | 2028-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                            | ENTEGRIS ESCROW CORP               | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    701000 | PA      | $641159.87    | 0.24%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                            | ENTEGRIS ESCROW CORP               | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    787000 | PA      | $726046.52    | 0.27%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FAGE INTERNATIONAL SA (STRASSEN)                                | FAGE INTERNATIONAL SA/FAGE USA     | CUSIP: 30257WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2257000 | PA      | $2117911.02   | 0.80%             | 2026-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC (NEVADA)                             | FERTITTA ENTERTAINMENT LLC         | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $110041.89    | 0.04%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC (NEVADA)                             | FERTITTA ENTERTAINMENT LLC         | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $407655.35    | 0.15%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                | FIRSTENERGY CORPORATION            | CUSIP: 337932AC1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    225000 | PA      | $254119.36    | 0.10%             | 2031-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                | FIRSTENERGY CORPORATION            | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    338000 | PA      | $302089.21    | 0.11%             | 2047-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                              | FORD MOTOR COMPANY                 | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    790000 | PA      | $571555.89    | 0.22%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                              | FORD MOTOR COMPANY                 | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    573000 | PA      | $431151.65    | 0.16%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                   | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397A60<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    414000 | PA      | $399115.26    | 0.15%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                   | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397A86<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    689000 | PA      | $615692.91    | 0.23%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                   | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397B28<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    728000 | PA      | $659403.94    | 0.25%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                   | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397B36<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    838000 | PA      | $688266.47    | 0.26%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                   | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397B51<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $338782.57    | 0.13%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                   | FORD MOTOR CREDIT CO LLC           | CUSIP: 345397B93<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    657000 | PA      | $524489.18    | 0.20%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                   | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397C27<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    256000 | PA      | $239108.97    | 0.09%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                   | FORD MOTOR CREDIT CO LLC           | CUSIP: 345397C35<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    483000 | PA      | $494930.10    | 0.19%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                   | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397ZX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $385450.10    | 0.15%             | 2024-11-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                            | FRONTIER COMMUNICATIONS CORP       | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $460700.10    | 0.17%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                            | FRONTIER COMMUNICATIONS HOLDINGS   | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    597000 | PA      | $609544.81    | 0.23%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                           | GFL ENVIRONMENTAL INC              | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $389257.57    | 0.15%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                           | GFL ENVIRONMENTAL INC              | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   1195000 | PA      | $1149054.35   | 0.43%             | 2025-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                           | GFL ENVIRONMENTAL INC              | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    633000 | PA      | $597793.88    | 0.22%             | 2025-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                     | GARTNER INC                        | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    637000 | PA      | $594420.98    | 0.22%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                     | GARTNER INC                        | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    304000 | PA      | $266483.13    | 0.10%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER CO                                       | GOODYEAR TIRE & RUBBER COMPANY (TH | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    278000 | PA      | $231893.48    | 0.09%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER SAU                                       | GRIFOLS ESCROW ISSUER SAU          | CUSIP: 39843UAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    478000 | PA      | $413567.27    | 0.16%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTO INC                                                | GROUP 1 AUTOMOTIVE INC             | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    440000 | PA      | $374087.76    | 0.14%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                             | WHITE CAP BUYER LLC                | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    316000 | PA      | $275348.90    | 0.10%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                        | WOLVERINE WORLD WIDE INC           | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    357000 | PA      | $270322.39    | 0.10%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WYMN LAS WYNN LA                                                | WYNN LAS VEGAS LLC / CAPITAL CORP  | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    874000 | PA      | $832786.67    | 0.31%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                        | WYNN RESORTS FIN LLC/CAPITAL CORP  | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159000 | PA      | $158306.80    | 0.06%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC.                                                | YUM! BRANDS INC                    | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    660000 | PA      | $611475.34    | 0.23%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                         | FRONT RANGE BIDCO INC              | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    944000 | PA      | $699611.27    | 0.26%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                        | ZIGGO BV                           | CUSIP: 98955DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2067000 | PA      | $1728326.41   | 0.65%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES LLC                                       | ZI TECH LLC/ZI FIN CORP            | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1627000 | PA      | $1371041.82   | 0.52%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                         | ULTIMATE SOFTWARE GROUP TLB 3.75   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    423765 | PA      | $407873.81    | 0.15%             | 2026-05-04      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORP                                            | EPICOR SOFTWARE CORP 2ND LN 7.75   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    228000 | PA      | $224238.00    | 0.08%             | 2028-07-31      | Variable      | 12.13%                | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                                                 | DIGICERT INC 2ND LN TL 7.0         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    478000 | PA      | $434502.00    | 0.16%             | 2029-02-19      | Variable      | 11.70%                | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                     | SURGERY CENTER HLDGS INC TL 3.75   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    573536 | PA      | $565587.02    | 0.21%             | 2026-08-31      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                         | UKG - ULTIMATE INC TL 1LN 3.25     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    347560 | PA      | $330182.27    | 0.12%             | 2026-05-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                         | UKG - ULTIMATE INC TL 2LN 5.25     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    677000 | PA      | $619793.50    | 0.23%             | 2027-05-03      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                             | PILGRIMS PRIDE CORP                | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    379000 | PA      | $322596.21    | 0.12%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                             | PILGRIMS PRIDE CORP                | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    167000 | PA      | $130536.79    | 0.05%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                           | PLAYTIKA HOLDING CORP              | CUSIP: 72815LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1041353.79   | 0.39%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                               | POST HOLDINGS INC                  | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    591000 | PA      | $572288.91    | 0.22%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                               | POST HOLDINGS INC                  | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    440000 | PA      | $415865.91    | 0.16%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                               | POST HOLDINGS INC                  | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    324000 | PA      | $279527.02    | 0.11%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                             | PRESTIGE BRANDS INC                | CUSIP: 74112BAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $316431.89    | 0.12%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC                            | PRIME SECURITY SERVICES/PRIME FIN  | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    454000 | PA      | $437469.32    | 0.16%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                        | PRIMO WATER HOLDINGS INC           | CUSIP: 74168LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    498000 | PA      | $430091.59    | 0.16%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING ASSOCIATES LP                                 | PROVIDENT FUNDING ASSOCIATES LP    | CUSIP: 74387UAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1007065.81   | 0.38%             | 2025-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                             | QUICKEN LOANS LLC/QUICKEN LOANS    | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    869000 | PA      | $671118.88    | 0.25%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                            | RLJ LODGING TRUST LP               | CUSIP: 74965LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346000 | PA      | $307961.19    | 0.12%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RP ESCROW ISSUER LLC                                            | RADIOLOGY PARTNERS INC             | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1831000 | PA      | $1400303.96   | 0.53%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RADIAN GRP INC                                                  | RADIAN GROUP INC                   | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    235000 | PA      | $215352.94    | 0.08%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RADIAN GRP INC                                                  | RADIAN GROUP INC                   | CUSIP: 750236AX9<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39581.85     | 0.01%             | 2025-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC                                              | RADIATE HOLDCO LLC/RADIATE FIN INC | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1562000 | PA      | $1147980.53   | 0.43%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC                                              | RADIATE HOLDCO LLC/RADIATE FIN INC | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    942000 | PA      | $394805.27    | 0.15%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                             | RESIDEO FUNDING INC                | CUSIP: 76119LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    569000 | PA      | $459069.85    | 0.17%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RITCHIE BROS AUCTIONEERS INC                                    | RITCHIE BROS AUCTIONEERS INC       | CUSIP: 767744AA3<br>LEI: 5493002H8U24DJXQ4886 | Long             | DBT              | CORP              | CA        |    455000 | PA      | $448647.88    | 0.17%             | 2025-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                     | ROBLOX CORPORATION                 | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    861000 | PA      | $678217.96    | 0.26%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                             | ROCKET MORTGAGE LLC/ROCKET MORT    | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2121000 | PA      | $1586515.00   | 0.60%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                     | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    976000 | PA      | $1048374.25   | 0.39%             | 2025-06-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                     | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    807000 | PA      | $653416.81    | 0.25%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                     | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1475000 | PA      | $1240976.62   | 0.47%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                     | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    325000 | PA      | $264385.49    | 0.10%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEG HOLDING LLC                                                 | SEG HOLDING LLC/SEG FINANCE CORP   | CUSIP: 78397KAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $157655.98    | 0.06%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                    | NAVIENT LLC                        | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    437000 | PA      | $430062.80    | 0.16%             | 2024-03-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                    | SM ENERGY CO                       | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    663000 | PA      | $633670.32    | 0.24%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                                         | SPCM SA                            | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    301000 | PA      | $260467.86    | 0.10%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                            | SRS DISTRIBUTION INC               | CUSIP: 78471RAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1022000 | PA      | $912896.95    | 0.34%             | 2028-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                            | SRS DISTRIBUTION INC               | CUSIP: 78471RAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    686000 | PA      | $548651.49    | 0.21%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                  | SABRE GLBL INC                     | CUSIP: 78573NAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $101894.11    | 0.04%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                            | SCHAEFFLER VERWALTUNG ZWEI PIK     | CUSIP: 80627DAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    155000 | PA      | $134340.61    | 0.05%             | 2026-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                    | SCIENTIFIC GAMES HOLDINGS LP/FINCO | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $713524.35    | 0.27%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL                                  | SCIENTIFIC GAMES INTERNATIONAL INC | CUSIP: 80874YBC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    369000 | PA      | $352829.78    | 0.13%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                       | SCOTTS MIRACLE-GRO CO/THE          | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    365000 | PA      | $280284.57    | 0.11%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                             | SELECT MEDICAL CORP                | CUSIP: 816196AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1134122.00   | 0.43%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                         | SENSATA TECHNOLOGIES BV            | CUSIP: 81725WAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    503000 | PA      | $476454.36    | 0.18%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LIMITED PARTNERSHIP A CALIFORNIA LP                  | SHEA HOMES LP/SHEA HOMES FNDG CORP | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $85978.27     | 0.03%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LIMITED PARTNERSHIP A CALIFORNIA LP                  | SHEA HOMES LP/SHEA HOMES FUNDING   | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    432000 | PA      | $377497.35    | 0.14%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                             | SHIFT4 PAYMENTS LLC/SHIFT4 FIN     | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1177000 | PA      | $1110281.92   | 0.42%             | 2026-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC                                               | SIMMONS FOODS INC/SIMMONS PREP     | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    649000 | PA      | $531034.36    | 0.20%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                             | SIRIUS XM RADIO INC                | CUSIP: 82967NBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    299000 | PA      | $276677.05    | 0.10%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                             | SIRIUS XM RADIO INC                | CUSIP: 82967NBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $908754.11    | 0.34%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                             | SIRIUS XM RADIO INC                | CUSIP: 82967NBL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    607000 | PA      | $538940.77    | 0.20%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                          | SOUTHWESTERN ENERGY COMPANY        | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1922000 | PA      | $1641065.47   | 0.62%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                                   | AG ISSUER LLC                      | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $26720.53     | 0.01%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                                   | APX GROUP INC                      | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    466000 | PA      | $448920.16    | 0.17%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                 | AMERICAN AIRLINES/AADVANTAGE       | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2834603 | PA      | $2725931.95   | 1.03%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                 | AMERICAN AIRLINES/AADVANTAGE       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54529 | PA      | $49886.41     | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                        | ACADIA HEALTHCARE COMPANY INC      | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    138000 | PA      | $131008.02    | 0.05%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                        | ACADIA HEALTHCARE CO INC           | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    184000 | PA      | $169705.14    | 0.06%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                 | ADAPTHEALTH LLC                    | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $142494.10    | 0.05%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                 | ADAPTHEALTH LLC                    | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    989000 | PA      | $841756.17    | 0.32%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER LLC                                       | AG TTMT ESCROW ISSUER LLC          | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    986000 | PA      | $995217.29    | 0.37%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                      | AIR CANADA                         | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    718000 | PA      | $637867.13    | 0.24%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC | ALBERTSONS COMPANIES LLC/SAFEWAY   | CUSIP: 013092AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $429956.77    | 0.16%             | 2026-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                         | ALLEGHENY TECHNOLOGIES INC         | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    212000 | PA      | $187269.43    | 0.07%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                         | ALLEGHENY TECHNOLOGIES INC         | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    886000 | PA      | $777386.56    | 0.29%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER  | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1111884.31   | 0.42%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER  | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    567000 | PA      | $510730.17    | 0.19%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER  | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    471000 | PA      | $387815.39    | 0.15%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                       | ALTICE FRANCE SA                   | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    847000 | PA      | $773212.27    | 0.29%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                       | ALTICE FRANCE SA                   | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1760000 | PA      | $1316367.48   | 0.50%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                        | ALTICE FRANCE HOLDING SA           | CUSIP: 02156TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    687000 | PA      | $405629.68    | 0.15%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES                                               | AMERICAN AIRLINES INC              | CUSIP: 023771S58<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $182892.37    | 0.07%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                               | AMERICAN AXLE & MANUFACTURING INC  | CUSIP: 02406PAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $39891.89     | 0.02%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                               | AMERICAN AXLE & MANUFACTURING INC  | CUSIP: 02406PAY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    306000 | PA      | $287227.42    | 0.11%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN BUILDERS & CONTRACTORS SUPPLY C                        | ABC SUPPLY CO INC                  | CUSIP: 024747AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1259000 | PA      | $1122395.37   | 0.42%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                     | APACHE CORPORATION                 | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    170000 | PA      | $141177.77    | 0.05%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                     | APACHE CORPORATION                 | CUSIP: 037411AY1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    171000 | PA      | $140220.00    | 0.05%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                     | APACHE CORPORATION                 | CUSIP: 037411BA2<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    571000 | PA      | $430669.48    | 0.16%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                                             | APPLIED SYSTEMS INC TLB 4.5        | CUSIP: 03827FBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    382271 | PA      | $380072.78    | 0.14%             | 2026-09-18      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                | ARCHES BUYER INC                   | CUSIP: 039524AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1129000 | PA      | $885493.46    | 0.33%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                | ARCHES BUYER INC                   | CUSIP: 039524AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    688000 | PA      | $552087.46    | 0.21%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC/ARD                                | ARDAGH PACKAGING FIN PLC/HLDGS USA | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    641000 | PA      | $555668.04    | 0.21%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC/ARD                                | ARDAGH PACKAGING FIN PLC/HLDGS USA | CUSIP: 03969AAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    368000 | PA      | $352019.39    | 0.13%             | 2025-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC                              | ARDAGH METAL PACKAGING FIN/FIN PLC | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1314000 | PA      | $1042296.87   | 0.39%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC                              | ARDAGH METAL PACKAGING FIN/FIN PLC | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    249000 | PA      | $243962.57    | 0.09%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                    | ASBURY AUTOMOTIVE GROUP INC        | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    201000 | PA      | $169587.48    | 0.06%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                    | ASBURY AUTOMOTIVE GROUP INC        | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    201000 | PA      | $165816.92    | 0.06%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                             | ASCEND LEARNING LLC TLB 3.5        | CUSIP: 04349HAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    579150 | PA      | $546572.81    | 0.21%             | 2028-12-11      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                             | ASCEND LEARNING LLC TL 2LN 5.75    | CUSIP: 04349HAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    348000 | PA      | $297105.00    | 0.11%             | 2029-12-10      | Variable      | 10.13%                | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                             | ASSUREDPARTNERS INC                | CUSIP: 04624VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $719422.83    | 0.27%             | 2025-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                             | ASSUREDPARTNERS INC                | CUSIP: 04624VAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    686000 | PA      | $569908.52    | 0.21%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                        | ATLANTICA SUSTAIN INFRA PLC        | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $417583.25    | 0.16%             | 2028-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                             | AVANTOR FUNDING INC                | CUSIP: 05352TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    764000 | PA      | $693737.33    | 0.26%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                             | AVANTOR FUNDING INC                | CUSIP: 05352TAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1334000 | PA      | $1120940.16   | 0.42%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GTCR (AP) FINANCE INC                                           | GTCR AP FINANCE INC                | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $178316.96    | 0.07%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES INC                                      | H&E EQUIPMENT SERVICES INC         | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |   2018000 | PA      | $1718003.80   | 0.65%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HB FULLER CO                                                    | H.B. FULLER CO                     | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    596000 | PA      | $524677.99    | 0.20%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECTUAL PROPERTY LTD                        | HAWAIIAN BRAND/HAWAIIAN MILES      | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    997610 | PA      | $902631.95    | 0.34%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                | HEALTHEQUITY INC                   | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    823000 | PA      | $731176.75    | 0.28%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                    | HELIOS SOFTWARE HOLDINGS INC       | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | PA      | $582266.75    | 0.22%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                               | HERC HOLDINGS INC                  | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    782000 | PA      | $729056.46    | 0.27%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                              | LONZA SPECIALTY INGREDIENTS        | CUSIP: 427169AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    740000 | PA      | $591814.98    | 0.22%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                           | HIGHTOWER HOLDINGS LLC             | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    736000 | PA      | $616097.00    | 0.23%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                             | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1936000 | PA      | $1756412.30   | 0.66%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                             | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    418000 | PA      | $373511.56    | 0.14%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                             | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $239835.63    | 0.09%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                           | HILTON DOMESTIC OPERATING CO       | CUSIP: 432833AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $307328.53    | 0.12%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                           | HILTON DOMESTIC OPERATING CO       | CUSIP: 432833AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $136209.55    | 0.05%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HOLLY ENERGY                                                    | HOLLY ENERGY PARTNERS LP / FIN     | CUSIP: 435765AH5<br>LEI: 529900NVV7ODCT0QCG29 | Long             | DBT              | CORP              | US        |    861000 | PA      | $789019.04    | 0.30%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOLLY ENERGY                                                    | HOLLY ENERGY PARTNERS LP / FIN     | CUSIP: 435765AJ1<br>LEI: 529900NVV7ODCT0QCG29 | Long             | DBT              | CORP              | US        |    330000 | PA      | $325665.37    | 0.12%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                        | HOSPITALITY PROPERTIES TRUST       | CUSIP: 44106MAS1<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    326000 | PA      | $312930.22    | 0.12%             | 2024-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                        | SERVICE PROPERTIES TRUST           | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    152000 | PA      | $138496.83    | 0.05%             | 2024-10-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                           | HUB INTERNATIONAL LIMITED          | CUSIP: 44332PAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1348738.08   | 0.51%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                           | HUB INTERNATIONAL LIMITED          | CUSIP: 44332PAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    882000 | PA      | $773480.46    | 0.29%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hudbay                                                          | HUDBAY MINERALS INC                | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |   2376000 | PA      | $2165476.30   | 0.81%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hudbay                                                          | HUDBAY MINERALS INC                | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    595000 | PA      | $543243.03    | 0.20%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IAA INC                                                         | IAA SPINCO INC                     | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |    747000 | PA      | $725958.73    | 0.27%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                               | ILIAD HOLDING SAS                  | CUSIP: 449691AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1931000 | PA      | $1793466.96   | 0.67%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                               | ILIAD HOLDING SAS                  | CUSIP: 449691AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1173000 | PA      | $1063883.55   | 0.40%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                                | IRB HOLDING CORP                   | CUSIP: 44988MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $648233.96    | 0.24%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                        | IHEARTCOMMUNICATIONS INC           | CUSIP: 45174HBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $400132.98    | 0.15%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                        | IHEARTCOMMUNICATIONS INC           | CUSIP: 45174HBE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    604000 | PA      | $511270.88    | 0.19%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC                                         | INDIGO MERGER SUB INC              | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |    297000 | PA      | $268924.67    | 0.10%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                   | INGEVITY CORP                      | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    781000 | PA      | $673728.35    | 0.25%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                           | IRIS MERGER SUB 2019               | CUSIP: 45774NAB4<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |    755000 | PA      | $740231.75    | 0.28%             | 2028-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| INTERFACE INC                                                   | INTERFACE INC                      | CUSIP: 458665AS5<br>LEI: 549300VXZWQOIDFPU355 | Long             | DBT              | CORP              | US        |    119000 | PA      | $98007.58     | 0.04%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PL                                | INTERNATIONAL GAME TECHNOLOGY PLC  | CUSIP: 460599AC7<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    362000 | PA      | $364766.82    | 0.14%             | 2025-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PL                                | INTERNATIONAL GAME TECHNOLOGY PLC  | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    339000 | PA      | $317213.52    | 0.12%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                   | ION TRADING TECHNOLOGIES SARL      | CUSIP: 46205YAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    798000 | PA      | $666109.36    | 0.25%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IRIS HOLDINGS INC                                               | IRIS HOLDINGS INC PIK              | CUSIP: 46272EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353000 | PA      | $307363.53    | 0.12%             | 2026-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                               | IRON MOUNTAIN INC                  | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    912000 | PA      | $839831.60    | 0.32%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                             | JAZZ SECURITIES DAC                | CUSIP: 47216FAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    363000 | PA      | $325845.03    | 0.12%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KAR AUCTION SERVICES INC                                        | KAR AUCTION SERVICES INC           | CUSIP: 48238TAA7<br>LEI: 5493004HKD20LBSG7D03 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $1001001.56   | 0.38%             | 2025-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                     | KAISER ALUMINUM CORPORATION        | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $101694.55    | 0.04%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                     | KAISER ALUMINUM CORPORATION        | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $747177.75    | 0.28%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                           | L BRANDS INC                       | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143013.61    | 0.05%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                           | L BRANDS INC                       | CUSIP: 501797AU8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214329.37    | 0.08%             | 2025-07-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                           | L BRANDS INC                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    719000 | PA      | $674369.53    | 0.25%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                 | MORGAN AUTOMOTIVE GROUP            | CUSIP: 50190EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    814000 | PA      | $657481.39    | 0.25%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                            | LADDER CAP FIN HOLDINGS/FIN CORP   | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2141000 | PA      | $1802828.62   | 0.68%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                            | LADDER CAP FIN HOLDINGS/FIN CORP   | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    322000 | PA      | $259985.57    | 0.10%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABLE ENERGY LLC                                    | LEEWARD RENEWABLE ENERGY OP LLC    | CUSIP: 524590AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    943000 | PA      | $816687.52    | 0.31%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                               | LITHIA MOTORS INC                  | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    325000 | PA      | $266705.22    | 0.10%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                   | LIVE NATION ENTERTAINMENT INC      | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    297000 | PA      | $264762.19    | 0.10%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-24

**Name of Applicant:** Columbia Funds Variable Series Trust II

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer