# EDGAR Filing Document

**Accession Number:** 0001738073
**File Stem:** 0001752724-25-210364
**Filing Date:** 2025-8
**Character Count:** 315223
**Document Hash:** 1e55af48f4b06a031bc468b0d4733d1b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-210364.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-210364

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Series Fund II, Inc.
- **CENTRAL INDEX KEY:** 0001738073

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23345
- **FILM NUMBER:** 251268862

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

## Series and Classes Contracts Data

### BlackRock High Yield Portfolio (Series ID: S000062374)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000202340 | BlackRock High Yield Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Series Fund II, Inc.

- **b. Investment Company Act file number:** 811-23345

- **c. CIK number of Registrant:** 0001738073

- **d. LEI of Registrant:** 54930070STPUVHAQ8125

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock High Yield Portfolio

- **b. EDGAR series identifier (if any):** S000062374

- **c. LEI of Series:** XWWYL9CQGONNWQ4RS723

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $21566310.46

**Total Liabilities:** $656359.78

**Net Assets:** $20909950.68

**Cash Not Reported:** $48846.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.12000000 | **1-Year:** 4.87000000 | **5-Year:** 158.59000000 | **10-Year:** 122.81000000 | **30-Year:** 0.00000000

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

- **3-Month:** 19.62000000 | **1-Year:** 752.91000000 | **5-Year:** 5001.13000000 | **10-Year:** 224.93000000 | **30-Year:** 150.57000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202340 | 0.36%                | 1.78%                | 1.93%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6226.83                 | $-71243.42                                 |
| Month 2  | $-28921.68               | $218806.61                                 |
| Month 3  | $13452.63                | $265475.42                                 |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Corporate High Yield 2% Issuer Capped Index

- **Index Identifier:** LF89TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bombardier, Inc.                                         | Bombardier, Inc.                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15745.50     | 0.08%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                               | Garda World Security Corp.                                         | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $22857.42     | 0.11%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                      | Buckeye Partners LP                                                | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2072.04      | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf, Inc.                                    | Diebold Nixdorf, Inc.                                              | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8487.16      | 0.04%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                    | Clydesdale Acquisition Holdings, Inc.                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25362.12     | 0.12%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                      | Viking Cruises Ltd.                                                | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     16000 | PA      | $16008.94     | 0.08%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                    | Clydesdale Acquisition Holdings, Inc.                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26593.42     | 0.13%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                | Standard Industries, Inc.                                          | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22724.19     | 0.11%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tidewater, Inc.                                          | Tidewater, Inc.                                                    | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12346.31     | 0.06%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                   | BWX Technologies, Inc.                                             | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9755.70      | 0.05%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                  | Williams Scotsman, Inc.                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20775.02     | 0.10%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Encino Acquisition Partners Holdings LLC                 | Encino Acquisition Partners Holdings LLC                           | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |     14000 | PA      | $15460.98     | 0.07%             | 2031-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                           | Community Health Systems, Inc.                                     | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34975.61     | 0.17%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                        | Genesis Energy LP                                                  | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $27033.40     | 0.13%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                           | Carnival Corp.                                                     | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     23000 | PA      | $23431.25     | 0.11%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                      | Bausch + Lomb Corp.                                                | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     84000 | PA      | $87675.00     | 0.42%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                               | Warnermedia Holdings, Inc.                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13475.00     | 0.06%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                         | Transocean, Inc.                                                   | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     10000 | PA      | $8926.48      | 0.04%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                    | Matador Resources Co.                                              | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17335.29     | 0.08%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                        | Clarios Global LP                                                  | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54402.01     | 0.26%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                        | Hanesbrands, Inc.                                                  | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2117.45      | 0.01%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                         | CSC Holdings LLC                                                   | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190231.16    | 0.91%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                             | Performance Food Group, Inc.                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15427.98     | 0.07%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                     | Frontier Communications Holdings LLC                               | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15937.62     | 0.08%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                   | Blue Owl Capital Corp.                                             | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25254.42     | 0.12%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                     | Frontier Communications Holdings LLC                               | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $120275.19    | 0.58%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                   | Beazer Homes USA, Inc.                                             | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4007.78      | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                       | APi Group DE, Inc.                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7850.95      | 0.04%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                      | Clean Harbors, Inc.                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5122.62      | 0.02%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                      | Hilcorp Energy I LP                                                | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $954.87       | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                        | Genesis Energy LP                                                  | CUSIP: 37185LAP7<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10456.90     | 0.05%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                          | Permian Resources Operating LLC                                    | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33306.24     | 0.16%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                           | Bread Financial Holdings, Inc.                                     | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3020.62      | 0.01%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                          | JH North America Holdings, Inc.                                    | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19315.48     | 0.09%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower, Inc.                                  | Capstone Borrower, Inc., Series jun                                | CUSIP: 140944AB5<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16650.07     | 0.08%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                               | Trident TPI Holdings, Inc.                                         | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7425.47      | 0.04%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Rivian Holdings LLC                                      | Rivian Holdings LLC                                                | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12772.79     | 0.06%             | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                      | Ascent Resources Utica Holdings LLC                                | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28047.60     | 0.13%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Under Armour, Inc.                                       | Under Armour, Inc.                                                 | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7088.94      | 0.03%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | TRSIBOXX                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    259000 | PA      | $6439.33      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                  | Level 3 Financing, Inc.                                            | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       803 | PA      | $686.57       | 0.00%             | 2031-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                    | Albertsons Cos., Inc.                                              | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7579.04      | 0.04%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                 | Venture Global LNG, Inc.                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32398.89     | 0.15%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                              | Crescent Energy Finance LLC                                        | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22013.74     | 0.11%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                            | Freedom Mortgage Holdings LLC                                      | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8086.22      | 0.04%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                 | Group 1 Automotive, Inc.                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9241.77      | 0.04%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                              | Block, Inc.                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    112000 | PA      | $115552.98    | 0.55%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                   | Arsenal AIC Parent LLC                                             | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $32015.70     | 0.15%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                | XPLR Infrastructure Operating Partners LP                          | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     39000 | PA      | $41656.06     | 0.20%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                    | Wrangler Holdco Corp.                                              | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14574.85     | 0.07%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                 | Central Garden & Pet Co.                                           | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9439.92      | 0.05%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| New Gold, Inc.                                           | New Gold, Inc.                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20611.54     | 0.10%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                              | Match Group Holdings II LLC                                        | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14027.79     | 0.07%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation and Infrastructure Investors LLC | Fortress Transportation & Infrastructure Investors LLC             | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54723.98     | 0.26%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                         | Transocean, Inc.                                                   | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     25000 | PA      | $24627.97     | 0.12%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                | SLM Corp.                                                          | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4198.54      | 0.02%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                            | Asbury Automotive Group, Inc.                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1936.46      | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kimmeridge Texas Gas LLC                                 | Kimmeridge Texas Gas LLC                                           | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39327.80     | 0.19%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                        | PennyMac Financial Services, Inc.                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17618.55     | 0.08%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                   | Mauser Packaging Solutions Holding Co.                             | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    189000 | PA      | $192098.09    | 0.92%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                         | NRG Energy, Inc.                                                   | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26033.41     | 0.12%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                     | Icahn Enterprises LP                                               | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11880.29     | 0.06%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                      | TRSIBOXX                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    371000 | PA      | $10309.35     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                 | Northern Oil & Gas, Inc.                                           | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39346.55     | 0.19%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                      | Herc Holdings, Inc.                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5130.00      | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                        | GGAM Finance Ltd.                                                  | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     21000 | PA      | $21710.39     | 0.10%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                         | ITT Holdings LLC                                                   | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33283.29     | 0.16%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                     | Howard Midstream Energy Partners LLC                               | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8398.73      | 0.04%             | 2028-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                  | Level 3 Financing, Inc.                                            | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     34243 | PA      | $30989.92     | 0.15%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                            | Six Flags Entertainment Corp.                                      | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6188.61      | 0.03%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC                                      | Big River Steel LLC                                                | CUSIP: 08949LAB6<br>LEI: 549300FDOTXSG1N4RG27 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72581.18     | 0.35%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TransMontaigne Partners LLC                              | TransMontaigne Partners LLC                                        | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4161.18      | 0.02%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NCL Finance Ltd.                                         | NCL Finance Ltd.                                                   | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     11000 | PA      | $11178.95     | 0.05%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                          | Whirlpool Corp.                                                    | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12105.47     | 0.06%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                         | CCO Holdings LLC                                                   | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52170.50     | 0.25%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                      | Post Holdings, Inc.                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19173.22     | 0.09%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                  | Williams Scotsman, Inc.                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4106.09      | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                 | WESCO Distribution, Inc.                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12470.04     | 0.06%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                          | Prime Healthcare Services, Inc.                                    | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2977.50      | 0.01%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                | Sunoco LP                                                          | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13217.08     | 0.06%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                         | Global Aircraft Leasing Co. Ltd.                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     21000 | PA      | $21551.25     | 0.10%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                      | Post Holdings, Inc.                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9249.16      | 0.04%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                               | Cloud Software Group, Inc.                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166536.65    | 0.80%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                               | Sotera Health Holdings LLC                                         | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12485.32     | 0.06%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                        | GGAM Finance Ltd.                                                  | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     22000 | PA      | $22682.90     | 0.11%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                     | Clear Channel Outdoor Holdings, Inc.                               | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29339.04     | 0.14%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                   | Aramark Services, Inc.                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12947.69     | 0.06%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                    | Las Vegas Sands Corp.                                              | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10316.73     | 0.05%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                       | Ryan Specialty LLC                                                 | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8704.82      | 0.04%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| New Home Co., Inc. (The)                                 | New Home Co., Inc. (The)                                           | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14514.16     | 0.07%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                    | OneMain Finance Corp.                                              | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4130.72      | 0.02%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                           | DISH DBS Corp.                                                     | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $41745.00     | 0.20%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.              | HA Sustainable Infrastructure Capital, Inc.                        | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11000.68     | 0.05%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                            | Smyrna Ready Mix Concrete LLC                                      | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21946.34     | 0.10%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                           | US Foods, Inc.                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26526.32     | 0.13%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                             | Blue Owl Credit Income Corp.                                       | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15733.92     | 0.08%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                  | RHP Hotel Properties LP                                            | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46280.12     | 0.22%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                          | Boyne USA, Inc.                                                    | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $17466.17     | 0.08%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                           | Univision Communications, Inc.                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16953.62     | 0.08%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                         | CCO Holdings LLC                                                   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $43596.11     | 0.21%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                 | Bausch Health Cos., Inc.                                           | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     96000 | PA      | $95040.00     | 0.45%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Operating LLC                         | Magnolia Oil & Gas Operating LLC                                   | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9063.64      | 0.04%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chobani Holdco II LLC                                    | Chobani Holdco II LLC                                              | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73979 | PA      | $79221.97     | 0.38%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                                  | Banco Espirito Santo SA                                            | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |    100000 | PA      | $25914.90     | 0.12%             | 2018-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                       | Central Parent LLC                                                 | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12403.44     | 0.06%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                     | Clear Channel Outdoor Holdings, Inc.                               | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37567.71     | 0.18%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments, Inc.                                    | Shift4 Payments, Inc.                                              | CUSIP: 82452J307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        48 | NS      | $5529.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                                   | Dycom Industries, Inc.                                             | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6813.05      | 0.03%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                   | Cleveland-Cliffs, Inc.                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24613.48     | 0.12%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                          | AES Corp. (The)                                                    | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17503.20     | 0.08%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco, Inc.                               | TK Elevator US Newco, Inc.                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199859.78    | 0.96%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                          | Live Nation Entertainment, Inc.                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15826.05     | 0.08%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                       | State Street Corp., Series I                                       | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8354.34      | 0.04%             | 2029-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                       | Global Partners LP                                                 | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8112.11      | 0.04%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                       | Cinemark USA, Inc.                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5190.83      | 0.02%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                         | Clarivate Science Holdings Corp.                                   | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $71889.34     | 0.34%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                       | Voyager Parent LLC                                                 | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16646.83     | 0.08%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                           | Constellium SE, Class A                                            | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |      1919 | NS      | $25522.70     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Operating LLC                          | Permian Resources Operating LLC                                    | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15336.00     | 0.07%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Triumph Group, Inc.                                      | Triumph Group, Inc.                                                | CUSIP: 896818AU5<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67927.60     | 0.32%             | 2028-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                              | Crescent Energy Finance LLC                                        | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20071.92     | 0.10%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                  | Quikrete Holdings, Inc.                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78152.31     | 0.37%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                              | Minerals Technologies, Inc.                                        | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19672.20     | 0.09%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                             | Scotts Miracle-Gro Co. (The)                                       | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5511.03      | 0.03%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kobe U.S. Midco 2, Inc.                                  | Kobe U.S. Midco 2, Inc.                                            | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24309 | PA      | $21756.56     | 0.10%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                              | Match Group Holdings II LLC                                        | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26842.21     | 0.13%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                              | Service Corp. International                                        | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1838.25      | 0.01%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                 | Wynn Resorts Finance LLC                                           | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $42689.65     | 0.20%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                           | Somnigroup International, Inc.                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3636.66      | 0.02%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                       | DISH Network Corp.                                                 | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     86000 | PA      | $88651.04     | 0.42%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                       | Nationstar Mortgage Holdings, Inc.                                 | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2002.15      | 0.01%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                 | Celanese US Holdings LLC                                           | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3070.88      | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                         | Goodyear Tire & Rubber Co. (The)                                   | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8796.64      | 0.04%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                       | Chemours Co. (The)                                                 | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5618.45      | 0.03%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                           | Entegris, Inc.                                                     | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39556.42     | 0.19%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                         | Sabre GLBL, Inc.                                                   | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24058.00     | 0.12%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                         | Sealed Air Corp.                                                   | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12435.16     | 0.06%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                   | LifePoint Health, Inc.                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     14000 | PA      | $15143.90     | 0.07%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                 | WESCO Distribution, Inc.                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22738.80     | 0.11%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                  | Genesee & Wyoming, Inc.                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32651.94     | 0.16%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                        | GGAM Finance Ltd.                                                  | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     13000 | PA      | $13092.30     | 0.06%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                             | McAfee Corp.                                                       | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35886.58     | 0.17%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                               | Carpenter Technology Corp.                                         | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16556.66     | 0.08%             | 2030-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                      | Buckeye Partners LP                                                | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7050.85      | 0.03%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Property REIT, Inc.                           | Brookfield Property REIT, Inc.                                     | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $22379.62     | 0.11%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                      | Rocket Mortgage LLC                                                | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22431.20     | 0.11%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                           | Blackstone Private Credit Fund                                     | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45959.05     | 0.22%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                  | Windstream Services LLC                                            | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $107870.46    | 0.52%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                         | Sealed Air Corp.                                                   | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17567.53     | 0.08%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                     | Icahn Enterprises LP                                               | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8742.89      | 0.04%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                | Zayo Group Holdings, Inc.                                          | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23300.29     | 0.11%             | 2028-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                            | Surgery Center Holdings, Inc.                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77444.92     | 0.37%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                  | Kodiak Gas Services LLC                                            | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34135.56     | 0.16%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                        | Genesis Energy LP                                                  | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9133.14      | 0.04%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp. II                                | Blue Owl Capital Corp. II                                          | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5194.34      | 0.02%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                           | Community Health Systems, Inc.                                     | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73873.54     | 0.35%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                           | JELD-WEN, Inc.                                                     | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14876.05     | 0.07%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                              | Midcontinent Communications                                        | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21165.48     | 0.10%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                | Panther Escrow Issuer LLC                                          | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $155812.65    | 0.75%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                     | RLJ Lodging Trust LP                                               | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7465.17      | 0.04%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                      | Mattamy Group Corp.                                                | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $10572.56     | 0.05%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                           | Lehman Brothers Holdings Capital Trust Escrow Bonds                | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |    110000 | PA      | $44.00        | 0.00%             | 2017-05-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                   | Encompass Health Corp.                                             | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2961.92      | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                 | Service Properties Trust                                           | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     86000 | PA      | $92327.19     | 0.44%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                      | Ascent Resources Utica Holdings LLC                                | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $12225.00     | 0.06%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions, Inc.                                    | Viavi Solutions, Inc.                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6540.88      | 0.03%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                              | QXO Building Products, Inc.                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69023.53     | 0.33%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                               | Snap, Inc.                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55410.80     | 0.26%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                            | CommScope LLC                                                      | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24085.89     | 0.12%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                       | Vertiv Group Corp.                                                 | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27299.60     | 0.13%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Levi Strauss & Co.                                       | Levi Strauss & Co.                                                 | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18299.49     | 0.09%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                 | Blue Racer Midstream LLC                                           | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11656.23     | 0.06%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                 | NGL Energy Operating LLC                                           | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62186.19     | 0.30%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                     | Meritage Homes Corp.                                               | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21300.95     | 0.10%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                              | Service Corp. International                                        | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55560.89     | 0.27%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                   | LifePoint Health, Inc.                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     33000 | PA      | $35162.95     | 0.17%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                    | DIRECTV Financing LLC                                              | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19416.47     | 0.09%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                           | Community Health Systems, Inc.                                     | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     48000 | PA      | $42563.88     | 0.20%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                     | Howard Midstream Energy Partners LLC                               | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4206.79      | 0.02%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                 | Spirit AeroSystems, Inc.                                           | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40318.42     | 0.19%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                  | Level 3 Financing, Inc.                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    123000 | PA      | $125155.33    | 0.60%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                             | Vistra Corp.                                                       | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10242.48     | 0.05%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                      | Ardonagh Finco Ltd.                                                | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $209093.80    | 1.00%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                 | Lumen Technologies, Inc.                                           | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     13542 | PA      | $13152.67     | 0.06%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sitio Royalties Operating Partnership LP                 | Sitio Royalties Operating Partnership LP                           | CUSIP: 82983MAB6<br>LEI: 549300QY3ULLB2FX0O13 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26176.74     | 0.13%             | 2028-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy LP                                     | Excelerate Energy LP                                               | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12649.90     | 0.06%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                               | Builders FirstSource, Inc.                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11209.80     | 0.05%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.             | Jones Deslauriers Insurance Management, Inc.                       | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     32000 | PA      | $33917.70     | 0.16%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                    | Reworld Holding Corp.                                              | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11416.13     | 0.05%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                      | Medline Borrower LP                                                | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25899.51     | 0.12%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                         | CCO Holdings LLC                                                   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $17749.30     | 0.08%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                               | LABL, Inc.                                                         | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16614.76     | 0.08%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                     | Archrock Partners LP                                               | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $26489.78     | 0.13%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                               | Cloud Software Group, Inc.                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    131000 | PA      | $139414.00    | 0.67%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                | Howard Hughes Corp. (The)                                          | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10151.27     | 0.05%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                    | Albertsons Cos., Inc.                                              | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4915.08      | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants LLC                           | Raising Cane's Restaurants LLC                                     | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3165.95      | 0.02%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies LLC                                | ZoomInfo Technologies LLC                                          | CUSIP: 98981BAA0<br>LEI: 254900NOX7TLOJ3WS309 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29146.08     | 0.14%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                               | Outfront Media Capital LLC                                         | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16939.42     | 0.08%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                           | Univision Communications, Inc.                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23025.48     | 0.11%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                                    | AssuredPartners, Inc.                                              | CUSIP: 04624VAC3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25716.55     | 0.12%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                | MKS, Inc.                                                          | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24637.50     | 0.12%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                            | Novelis Corp.                                                      | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26882.20     | 0.13%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                  | RR Donnelley & Sons Co.                                            | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43000.00     | 0.21%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                           | K. Hovnanian Enterprises, Inc.                                     | CUSIP: 48251UAM0<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     58000 | PA      | $62875.48     | 0.30%             | 2029-09-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                               | Microchip Technology, Inc.                                         | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |       350 | NS      | $23324.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                                  | American Airlines, Inc.                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20970.68     | 0.10%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                     | Clear Channel Outdoor Holdings, Inc.                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67095.86     | 0.32%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                             | AltaGas Ltd.                                                       | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $12002.65     | 0.06%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                             | Scientific Games Holdings LP                                       | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21200.49     | 0.10%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                             | MPT Operating Partnership LP                                       | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $51281.24     | 0.25%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                  | Element Solutions, Inc.                                            | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     83000 | PA      | $80492.99     | 0.38%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                     | Frontier Communications Holdings LLC                               | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10416 | PA      | $10519.95     | 0.05%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                              | Crocs, Inc.                                                        | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14408.18     | 0.07%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                          | LGI Homes, Inc.                                                    | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8316.31      | 0.04%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                      | Kinetik Holdings LP                                                | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3025.44      | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                    | OneMain Finance Corp.                                              | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21740.65     | 0.10%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SK Invictus Intermediate II SARL                         | SK Invictus Intermediate II SARL                                   | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     44000 | PA      | $42608.87     | 0.20%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                          | Sinclair Television Group, Inc.                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34347.36     | 0.16%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                    | United Airlines, Inc.                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27178.63     | 0.13%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                    | OneMain Finance Corp.                                              | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19513.97     | 0.09%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                               | Lamb Weston Holdings, Inc.                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17164.73     | 0.08%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                      | Lightning Power LLC                                                | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6314.70      | 0.03%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                | Telecom Italia Capital SA                                          | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $21550.81     | 0.10%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions Holdings, Inc.                      | Lindblad Expeditions Holdings, Inc.                                | CUSIP: 535219AA7<br>LEI: 549300GSPW24GZE6R597 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5219.61      | 0.02%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                         | Bombardier, Inc.                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $29229.63     | 0.14%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                       | Venture Global Plaquemines LNG LLC                                 | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42832.92     | 0.20%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                            | Novelis Corp.                                                      | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22968.00     | 0.11%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                      | Azorra Finance Ltd.                                                | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      7000 | PA      | $7146.46      | 0.03%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                      | Herc Holdings, Inc.                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18860.42     | 0.09%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                              | USA Compression Partners LP                                        | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $31772.89     | 0.15%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Mativ Holdings, Inc.                                     | Mativ Holdings, Inc.                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9060.77      | 0.04%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                               | Fertitta Entertainment LLC                                         | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11493.80     | 0.05%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                         | UWM Holdings LLC                                                   | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $31032.04     | 0.15%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                | Vistra Operations Co. LLC                                          | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     32000 | PA      | $34010.99     | 0.16%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                              | Allied Universal Holdco LLC                                        | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    225000 | PA      | $235055.70    | 1.12%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                       | Nationstar Mortgage Holdings, Inc.                                 | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11132.87     | 0.05%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                          | Advanced Drainage Systems, Inc.                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17386.87     | 0.08%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                  | GFL Environmental, Inc.                                            | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     31000 | PA      | $30102.17     | 0.14%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enpro, Inc.                                              | Enpro, Inc.                                                        | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9200.89      | 0.04%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                | AHP Health Partners, Inc.                                          | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27304.65     | 0.13%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                   | Mauser Packaging Solutions Holding Co.                             | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9929.89      | 0.05%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Amsted Industries, Inc.                                  | Amsted Industries, Inc.                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21345.81     | 0.10%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                 | Brookfield Finance, Inc.                                           | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $33493.23     | 0.16%             | 2055-01-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                        | PennyMac Financial Services, Inc.                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9225.00      | 0.04%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                               | Garda World Security Corp.                                         | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     36000 | PA      | $37244.26     | 0.18%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                   | Encompass Health Corp.                                             | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22257.76     | 0.11%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.           | Charles River Laboratories International, Inc.                     | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1832.59      | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                    | Bank of America Corp.                                              | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67317.45     | 0.32%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                   | Arsenal AIC Parent LLC                                             | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $77344.38     | 0.37%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Imola Merger Corp.                                       | Imola Merger Corp.                                                 | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14482.39     | 0.07%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp.                 | Science Applications International Corp.                           | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9844.96      | 0.05%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                  | MPLX LP                                                            | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             |  |  | US        |       298 | NS      | $15349.98     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chobani LLC                                              | Chobani LLC                                                        | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51061.04     | 0.24%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                 | Venture Global LNG, Inc.                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170134.79    | 0.81%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                         | NRG Energy, Inc.                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52980.10     | 0.25%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                             | Valaris Ltd.                                                       | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     33000 | PA      | $33857.14     | 0.16%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                           | Walgreens Boots Alliance, Inc.                                     | CUSIP: 931427AW8<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8484.61      | 0.04%             | 2029-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                            | Clearway Energy Operating LLC                                      | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1976.17      | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                            | Asbury Automotive Group, Inc.                                      | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8876.94      | 0.04%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd.                            | Phoenix Aviation Capital Ltd.                                      | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     18000 | PA      | $18643.27     | 0.09%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                 | CenterPoint Energy, Inc., Series B                                 | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7241.93      | 0.03%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                            | Wilsonart LLC                                                      | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18170.52     | 0.09%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Uniti Group LP                                           | Uniti Group LP                                                     | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $74202.98     | 0.35%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                      | Sirius XM Radio LLC                                                | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3841.69      | 0.02%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                        | Genesis Energy LP                                                  | CUSIP: 37185LAN2<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2123.56      | 0.01%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                      | Post Holdings, Inc.                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3712.84      | 0.02%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                           | Coherent Corp.                                                     | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30446.10     | 0.15%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                        | EMRLD Borrower LP                                                  | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26909.87     | 0.13%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                    | WR Grace Holdings LLC                                              | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     83000 | PA      | $75130.45     | 0.36%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                 | PNC Financial Services Group, Inc. (The), Series W                 | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17479.86     | 0.08%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                         | CCO Holdings LLC                                                   | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $37941.08     | 0.18%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                             | Scotts Miracle-Gro Co. (The)                                       | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9182.62      | 0.04%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services, Inc.      | Iron Mountain Information Management Services, Inc.                | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $26848.32     | 0.13%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                   | ON Semiconductor Corp.                                             | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12938.80     | 0.06%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Partners LP                          | Enterprise Products Partners LP                                    | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             |  |  | US        |       809 | NS      | $25087.09     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                             | Vistra Corp.                                                       | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44529.45     | 0.21%             | 2026-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                       | Ares Capital Corp.                                                 | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14953.43     | 0.07%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                    | OneMain Finance Corp.                                              | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7313.96      | 0.03%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GrafTech Global Enterprises, Inc.                        | GrafTech Global Enterprises, Inc., 1st Lien Term Loan              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4347 | PA      | $4357.81      | 0.02%             | 2029-12-21      | Variable      | 9.32%                 | No            |                  2 | On Loan: No      |
| CITGO Petroleum Corp.                                    | CITGO Petroleum Corp.                                              | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34324.92     | 0.16%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                              | Carvana Co.                                                        | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     86837 | PA      | $102866.39    | 0.49%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp.                                 | Zebra Technologies Corp.                                           | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7197.94      | 0.03%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                             | Tallgrass Energy Partners LP                                       | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5964.76      | 0.03%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                              | Terex Corp.                                                        | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10020.26     | 0.05%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp.                                      | Rithm Capital Corp.                                                | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8040.00      | 0.04%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                         | CCO Holdings LLC                                                   | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $84567.77     | 0.40%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                              | Caesars Entertainment, Inc.                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45149.09     | 0.22%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd.                     | Husky Injection Molding Systems Ltd.                               | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     64000 | PA      | $66915.07     | 0.32%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                 | Wynn Resorts Finance LLC                                           | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $23147.48     | 0.11%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                             | Focus Financial Partners LLC                                       | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24498.34     | 0.12%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                 | Comstock Resources, Inc.                                           | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8972.11      | 0.04%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                 | Central Garden & Pet Co.                                           | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3713.34      | 0.02%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                              | IQVIA, Inc.                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58494.44     | 0.28%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                       | Vital Energy, Inc.                                                 | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13576.92     | 0.06%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                            | Freedom Mortgage Holdings LLC                                      | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16618.88     | 0.08%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TKO Group Holdings, Inc.                                 | TKO Group Holdings, Inc., Class A                                  | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        32 | NS      | $5822.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                                 | Lumen Technologies, Inc., 1st Lien Term Loan A                     | CUSIP: 55024EAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3728 | PA      | $3819.73      | 0.02%             | 2028-06-01      | Variable      | 10.33%                | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                                | CNX Midstream Partners LP                                          | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10390.31     | 0.05%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                        | Alliant Holdings Intermediate LLC                                  | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50273.71     | 0.24%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                          | LGI Homes, Inc.                                                    | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14276.25     | 0.07%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                          | TransDigm, Inc.                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38803.32     | 0.19%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                    | Avantor Funding, Inc.                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5891.75      | 0.03%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                      | Buckeye Partners LP                                                | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4152.15      | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                  | Williams Scotsman, Inc.                                            | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11793.56     | 0.06%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                       | Vital Energy, Inc.                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18810.46     | 0.09%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                            | Staples, Inc.                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7571.40      | 0.04%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                       | AmWINS Group, Inc.                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20408.10     | 0.10%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                          | B&G Foods, Inc.                                                    | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5776.72      | 0.03%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                               | LABL, Inc.                                                         | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30504.48     | 0.15%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                       | Energy Transfer LP                                                 | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19483.89     | 0.09%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                  | Howden UK Refinance plc                                            | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |    107000 | PA      | $110800.32    | 0.53%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                        | Genesis Energy LP                                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10455.22     | 0.05%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                        | Jane Street Group                                                  | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11310.27     | 0.05%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                    | Axon Enterprise, Inc.                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4113.44      | 0.02%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                      | Station Casinos LLC                                                | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15689.66     | 0.08%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                        | Wells Fargo & Co.                                                  | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13660.53     | 0.07%             | 2029-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                       | Wand NewCo 3, Inc.                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45189.95     | 0.22%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                 | Blue Racer Midstream LLC                                           | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14611.23     | 0.07%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Graftech Global Enterprises, Inc.                        | GrafTech Global Enterprises, Inc., Delayed Draw 1st Lien Term Loan | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2484 | PA      | $2490.17      | 0.01%             | 2029-12-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV           | Teva Pharmaceutical Finance Netherlands III BV                     | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     34000 | PA      | $33245.54     | 0.16%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                              | Xerox Corp.                                                        | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7328.61      | 0.04%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| STL Holding Co. LLC                                      | STL Holding Co. LLC                                                | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8357.82      | 0.04%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Methanex US Operations, Inc.                             | Methanex US Operations, Inc.                                       | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10968.02     | 0.05%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                           | Community Health Systems, Inc.                                     | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33665.39     | 0.16%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                | Manitowoc Co., Inc. (The)                                          | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8419.54      | 0.04%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                | EQT Corp.                                                          | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2963.53      | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Partners LP                            | Western Midstream Partners LP                                      | CUSIP: 958669103<br>LEI: N/A                  | Long             |  |  | US        |        75 | NS      | $2902.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Partners LP                                     | Archrock Partners LP                                               | CUSIP: 03959KAA8<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9009.19      | 0.04%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                      | PBF Holding Co. LLC                                                | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6284.50      | 0.03%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                    | DirecTV Financing LLC                                              | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39869.45     | 0.19%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                | Stonepeak Nile Parent LLC                                          | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4240.22      | 0.02%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                      | White Cap Buyer LLC                                                | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $115815.92    | 0.55%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                   | LifePoint Health, Inc.                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     37000 | PA      | $40818.25     | 0.20%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                    | Resideo Funding, Inc.                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4713.00      | 0.02%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                               | Sensata Technologies, Inc.                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47735.21     | 0.23%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                            | Navient Corp.                                                      | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11030.11     | 0.05%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                      | Ascent Resources Utica Holdings LLC                                | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10144.98     | 0.05%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                | Darling Ingredients, Inc.                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16211.26     | 0.08%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                          | Northriver Midstream Finance LP                                    | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $11391.91     | 0.05%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                          | Mohegan Tribal Gaming Authority                                    | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15483.12     | 0.07%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                      | Viking Cruises Ltd.                                                | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      3000 | PA      | $3026.31      | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                           | US Foods, Inc.                                                     | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13689.57     | 0.07%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                          | Whirlpool Corp.                                                    | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13041.63     | 0.06%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                    | OneMain Finance Corp.                                              | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8323.80      | 0.04%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                | MGM Resorts International                                          | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25428.64     | 0.12%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                  | GFL Environmental, Inc.                                            | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     38000 | PA      | $36857.16     | 0.18%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                        | Standard Building Solutions, Inc.                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38936.09     | 0.19%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                         | Clarivate Science Holdings Corp.                                   | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $51788.11     | 0.25%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                 | Celanese US Holdings LLC                                           | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11114.25     | 0.05%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                  | Level 3 Financing, Inc.                                            | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     46000 | PA      | $42952.50     | 0.21%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                              | Carvana Co.                                                        | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     49430 | PA      | $51968.15     | 0.25%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| US Acute Care Solutions LLC                              | US Acute Care Solutions LLC                                        | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $21660.20     | 0.10%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                    | Avantor Funding, Inc.                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21776.43     | 0.10%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                     | AmeriGas Partners LP                                               | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6224.87      | 0.03%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                               | Cloud Software Group, Inc.                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    221000 | PA      | $229072.11    | 1.10%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                            | Smyrna Ready Mix Concrete LLC                                      | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12581.48     | 0.06%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                       | Energy Transfer LP                                                 | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             |  |  | US        |      1847 | NS      | $33486.11     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                        | Clarios Global LP                                                  | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |     28000 | PA      | $29114.04     | 0.14%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                              | Delek Logistics Partners LP                                        | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $16920.79     | 0.08%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                | Apollo Debt Solutions BDC, Series WI*                              | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10391.36     | 0.05%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                    | Churchill Downs, Inc.                                              | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27639.05     | 0.13%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                  | Pebblebrook Hotel Trust                                            | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |      1000 | PA      | $945.08       | 0.00%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Viking Ocean Cruises Ship VII Ltd.                       | Viking Ocean Cruises Ship VII Ltd.                                 | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      8000 | PA      | $7960.98      | 0.04%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                    | Resideo Funding, Inc.                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28685.78     | 0.14%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                          | CoreLogic, Inc.                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95388.23     | 0.46%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                           | Lehman Brothers Holdings Capital Trust Escrow Bonds                | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |     30000 | PA      | $12.00        | 0.00%             | 2015-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                       | APi Group DE, Inc.                                                 | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13347.74     | 0.06%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                      | Viking Cruises Ltd.                                                | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     54000 | PA      | $58158.05     | 0.28%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                      | Newell Brands, Inc.                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11552.32     | 0.06%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                          | TransDigm, Inc.                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35622.41     | 0.17%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                         | Sabre GLBL, Inc.                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10237.50     | 0.05%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                  | Williams Scotsman, Inc.                                            | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26314.98     | 0.13%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                      | Medline Borrower LP                                                | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22600.25     | 0.11%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC   | Fortress Transportation & Infrastructure Investors LLC             | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45623.56     | 0.22%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Cable One, Inc.                                          | Cable One, Inc.                                                    | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4730.50      | 0.02%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                   | Fiesta Purchaser, Inc.                                             | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6331.01      | 0.03%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                 | ADT Security Corp. (The)                                           | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15348.53     | 0.07%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wabash National Corp.                                    | Wabash National Corp.                                              | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9046.40      | 0.04%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower, Inc.                                  | Capstone Borrower, Inc.                                            | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59471.12     | 0.28%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC                                       | HAT Holdings I LLC                                                 | CUSIP: 418751AL7<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13543.78     | 0.06%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                  | RHP Hotel Properties LP                                            | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15638.21     | 0.07%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                               | LABL, Inc.                                                         | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11975.15     | 0.06%             | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                    | Kaiser Aluminum Corp.                                              | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $33265.96     | 0.16%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                     | RLJ Lodging Trust LP                                               | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10889.14     | 0.05%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                             | Acrisure LLC                                                       | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7099.21      | 0.03%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                 | Option Care Health, Inc.                                           | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12511.16     | 0.06%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                   | XHR LP                                                             | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7132.07      | 0.03%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                    | NextEra Energy Capital Holdings, Inc.                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15317.34     | 0.07%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings, Inc.                        | Kronos Acquisition Holdings, Inc.                                  | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3632.33      | 0.02%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                   | Harvest Midstream I LP                                             | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7393.18      | 0.04%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Parkland Corp.                                           | Parkland Corp.                                                     | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $13287.05     | 0.06%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                | ATI, Inc.                                                          | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19016.57     | 0.09%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HB Fuller Co.                                            | HB Fuller Co.                                                      | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9686.70      | 0.05%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                         | Gray Media, Inc.                                                   | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18991.49     | 0.09%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                        | Star Parent, Inc.                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54694.58     | 0.26%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                  | Level 3 Financing, Inc.                                            | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     55532 | PA      | $63700.13     | 0.30%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                      | Hilcorp Energy I LP                                                | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23945.79     | 0.11%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                               | Builders FirstSource, Inc.                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12355.38     | 0.06%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                             | Tallgrass Energy Partners LP                                       | CUSIP: 87470LAK7<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1951.69      | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                         | Transocean, Inc.                                                   | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      7000 | PA      | $6471.79      | 0.03%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                    | Matador Resources Co.                                              | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19009.89     | 0.09%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                           | Somnigroup International, Inc.                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1912.15      | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                  | Howden UK Refinance plc                                            | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |     59000 | PA      | $61361.12     | 0.29%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                   | Cleveland-Cliffs, Inc.                                             | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4995.97      | 0.02%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                     | Archrock Partners LP                                               | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34112.55     | 0.16%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                 | SBA Communications Corp.                                           | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34945.68     | 0.17%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC                                    | KeHE Distributors LLC                                              | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9320.88      | 0.04%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                          | LCM Investments Holdings II LLC                                    | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37925.58     | 0.18%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                  | Ellucian Holdings, Inc.                                            | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46021.23     | 0.22%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                           | Weatherford International Ltd.                                     | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     37000 | PA      | $38136.91     | 0.18%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                         | CCO Holdings LLC                                                   | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1862.49      | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                            | Starwood Property Trust, Inc.                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18583.92     | 0.09%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                             | Arcosa, Inc.                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36759.06     | 0.18%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                               | Outfront Media Capital LLC                                         | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5730.67      | 0.03%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                      | Aethon United BR LP                                                | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19929.75     | 0.10%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                          | Brand Industrial Services, Inc.                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |     74000 | PA      | $68275.09     | 0.33%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                               | Garda World Security Corp.                                         | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     49000 | PA      | $50283.95     | 0.24%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                             | Tallgrass Energy Partners LP                                       | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34944.55     | 0.17%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                  | Brookfield Residential Properties, Inc.                            | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     17000 | PA      | $15471.34     | 0.07%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KBR, Inc.                                                | KBR, Inc.                                                          | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19150.08     | 0.09%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                              | Endo Finance Holdings, Inc.                                        | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6351.35      | 0.03%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                          | Citigroup, Inc., Series EE                                         | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23169.37     | 0.11%             | 2030-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                        | Alliant Holdings Intermediate LLC                                  | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $74477.52     | 0.36%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                         | CCO Holdings LLC                                                   | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76502.72     | 0.37%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                           | DISH DBS Corp.                                                     | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $39818.75     | 0.19%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GrafTech Global Enterprises, Inc.                        | GrafTech Global Enterprises, Inc.                                  | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $4740.00      | 0.02%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation and Infrastructure Investors LLC | Fortress Transportation & Infrastructure Investors LLC             | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    102000 | PA      | $105614.37    | 0.51%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                    | Reworld Holding Corp.                                              | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6615.98      | 0.03%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                  | Level 3 Financing, Inc.                                            | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1710.00      | 0.01%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                         | CCO Holdings LLC                                                   | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24908.59     | 0.12%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                 | Venture Global LNG, Inc.                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43622.70     | 0.21%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                    | Axon Enterprise, Inc.                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9266.95      | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                             | Antero Midstream Partners LP                                       | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14887.29     | 0.07%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                            | Starwood Property Trust, Inc.                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5057.22      | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                              | Great Canadian Gaming Corp.                                        | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $21534.02     | 0.10%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                             | Twilio, Inc.                                                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15899.61     | 0.08%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                        | EMRLD Borrower LP                                                  | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    147000 | PA      | $150259.28    | 0.72%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP                             | Suburban Propane Partners LP                                       | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5676.58      | 0.03%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                      | Shift4 Payments LLC                                                | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |     84000 | PA      | $87239.80     | 0.42%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                       | Chemours Co. (The)                                                 | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21803.24     | 0.10%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                          | Live Nation Entertainment, Inc.                                    | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6773.51      | 0.03%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                           | 1011778 BC ULC                                                     | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     11000 | PA      | $11155.35     | 0.05%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                         | CCO Holdings LLC                                                   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4766.90      | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                      | Hilcorp Energy I LP                                                | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8800.66      | 0.04%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                          | Oceaneering International, Inc.                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5041.22      | 0.02%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                            | Starwood Property Trust, Inc.                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16829.13     | 0.08%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                     | Prime Security Services Borrower LLC                               | CUSIP: 74166MAE6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46072.04     | 0.22%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                      | CNX Resources Corp.                                                | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5177.06      | 0.02%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Veritas, Inc.                                            | Veritas, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        42 | NS      | $947.70       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Post Holdings, Inc.                                      | Post Holdings, Inc.                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19107.90     | 0.09%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                      | Herc Holdings, Inc.                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24020.22     | 0.11%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CMG Media Corp.                                          | CMG Media Corp.                                                    | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11311.96     | 0.05%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                      | Rocket Mortgage LLC                                                | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6262.68      | 0.03%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation and Infrastructure Investors LLC | Fortress Transportation & Infrastructure Investors LLC             | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26660.06     | 0.13%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                          | Gulfport Energy Operating Corp.                                    | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9223.67      | 0.04%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                  | RHP Hotel Properties LP                                            | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25718.65     | 0.12%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                  | Molina Healthcare, Inc.                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15268.48     | 0.07%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                     | Ashton Woods USA LLC                                               | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7607.56      | 0.04%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                          | Blackstone Mortgage Trust, Inc.                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2127.43      | 0.01%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                          | Goat Holdco LLC                                                    | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19314.26     | 0.09%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                            | Asbury Automotive Group, Inc.                                      | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1902.94      | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                           | Anywhere Real Estate Group LLC                                     | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5605.45      | 0.03%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                | ATI, Inc.                                                          | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7835.77      | 0.04%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                    | WR Grace Holdings LLC                                              | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14913.34     | 0.07%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                              | Allied Universal Holdco LLC                                        | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38515.43     | 0.18%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                          | Permian Resources Operating LLC                                    | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16586.91     | 0.08%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                       | Chemours Co. (The)                                                 | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30931.07     | 0.15%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                  | Quikrete Holdings, Inc.                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28891.13     | 0.14%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                       | Macquarie Airfinance Holdings Ltd.                                 | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $10583.14     | 0.05%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                      | Azorra Finance Ltd.                                                | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     10000 | PA      | $10381.25     | 0.05%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                    | Dominion Energy, Inc.                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5074.37      | 0.02%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                       | AmWINS Group, Inc.                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10192.36     | 0.05%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                           | Rivers Enterprise Borrower LLC                                     | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10012.93     | 0.05%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                   | Neptune Bidco US, Inc.                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49657.94     | 0.24%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                   | HUB International Ltd.                                             | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    170000 | PA      | $177655.95    | 0.85%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                           | Univision Communications, Inc.                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71034.53     | 0.34%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                       | United Rentals North America, Inc.                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5150.12      | 0.02%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                           | EchoStar Corp.                                                     | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     46891 | PA      | $48297.73     | 0.23%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                | Zayo Group Holdings, Inc.                                          | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107844.30    | 0.52%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                          | Concentra Health Services, Inc.                                    | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21742.64     | 0.10%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                               | Outfront Media Capital LLC                                         | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32526.91     | 0.16%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                        | Hertz Corp. (The)                                                  | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9411.83      | 0.05%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                     | Bain Capital Specialty Finance, Inc.                               | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4942.64      | 0.02%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                         | Murphy Oil Corp.                                                   | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2435.59      | 0.01%             | 2042-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                     | Noble Finance II LLC                                               | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8145.78      | 0.04%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties, Inc.                                    | VICI Properties, Inc.                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       918 | NS      | $29926.80     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                                       | HealthEquity, Inc.                                                 | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46669.57     | 0.22%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Camelot Finance SA                                       | Camelot Finance SA                                                 | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2000 | PA      | $1969.31      | 0.01%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                      | Sirius XM Radio LLC                                                | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57503.16     | 0.28%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                | UKG, Inc.                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    148000 | PA      | $153561.10    | 0.73%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                            | Tenneco, Inc.                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36589.20     | 0.17%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                 | Comstock Resources, Inc.                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23051.50     | 0.11%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AAR Escrow Issuer LLC                                    | AAR Escrow Issuer LLC                                              | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15544.77     | 0.07%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP                             | Pattern Energy Operations LP                                       | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5813.17      | 0.03%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                          | Goldman Sachs Group, Inc. (The)                                    | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25799.71     | 0.12%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Insulet Corp.                                            | Insulet Corp.                                                      | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14596.20     | 0.07%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                       | Light & Wonder International, Inc.                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14423.58     | 0.07%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                | BlackRock Liquidity Funds, T-Fund, Institutional Class             | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |    258949 | NS      | $258948.86    | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group, Inc.                             | Performance Food Group, Inc.                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37848.56     | 0.18%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                       | Nationstar Mortgage Holdings, Inc.                                 | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30643.62     | 0.15%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                             | Rockies Express Pipeline LLC                                       | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1963.39      | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                            | Fortress Intermediate 3, Inc.                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     46000 | PA      | $48190.38     | 0.23%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                       | Nationstar Mortgage Holdings, Inc.                                 | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12187.10     | 0.06%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GYP Holdings III Corp.                                   | GYP Holdings III Corp.                                             | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30069.79     | 0.14%             | 2029-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                    | Kaiser Aluminum Corp.                                              | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $44904.51     | 0.21%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                        | PennyMac Financial Services, Inc.                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28629.16     | 0.14%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                       | Chord Energy Corp.                                                 | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4086.49      | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure LP                                   | XPLR Infrastructure LP                                             | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32469.95     | 0.16%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                              | Crescent Energy Finance LLC                                        | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17575.20     | 0.08%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Ken Garff Automotive LLC                                 | Ken Garff Automotive LLC                                           | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6911.02      | 0.03%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                | Seagate Data Storage Technology Pte. Ltd.                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     14000 | PA      | $14209.01     | 0.07%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                        | Alliant Holdings Intermediate LLC                                  | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40245.65     | 0.19%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                     | Frontier Communications Holdings LLC                               | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10003.79     | 0.05%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                               | Corebridge Financial, Inc.                                         | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12956.84     | 0.06%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                             | DaVita, Inc.                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10325.97     | 0.05%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                         | Gray Media, Inc.                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     46000 | PA      | $49416.65     | 0.24%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                   | Compass Group Diversified Holdings LLC                             | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17054.47     | 0.08%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                | Standard Industries, Inc.                                          | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17935.92     | 0.09%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                    | Clydesdale Acquisition Holdings, Inc.                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85180.32     | 0.41%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                | ATI, Inc.                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32484.99     | 0.16%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                 | Lumen Technologies, Inc.                                           | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     12372 | PA      | $12634.91     | 0.06%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Wildfire Intermediate Holdings LLC                       | Wildfire Intermediate Holdings LLC                                 | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14900.57     | 0.07%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                | USI, Inc.                                                          | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31654.77     | 0.15%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                           | EchoStar Corp.                                                     | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    150230 | PA      | $137104.46    | 0.66%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                    | Clydesdale Acquisition Holdings, Inc.                              | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26579.22     | 0.13%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                       | Seagate HDD Cayman                                                 | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     13000 | PA      | $13844.97     | 0.07%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                      | Hilcorp Energy I LP                                                | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      1000 | PA      | $972.14       | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                      | Sirius XM Radio LLC                                                | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11773.62     | 0.06%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                           | Raven Acquisition Holdings LLC                                     | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18000.76     | 0.09%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                       | Venture Global Plaquemines LNG LLC                                 | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27060.55     | 0.13%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                           | Carnival Corp.                                                     | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     59000 | PA      | $60365.97     | 0.29%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                               | Esab Corp.                                                         | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16381.78     | 0.08%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                        | Alliant Holdings Intermediate LLC                                  | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $114420.35    | 0.55%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                    | Albertsons Cos., Inc.                                              | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19585.69     | 0.09%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                       | Energy Transfer LP                                                 | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32980.40     | 0.16%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                           | NCL Corp. Ltd.                                                     | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      9000 | PA      | $9076.81      | 0.04%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                     | Ally Financial, Inc.                                               | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5089.02      | 0.02%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| ERO Copper Corp.                                         | ERO Copper Corp.                                                   | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |     24000 | PA      | $23880.00     | 0.11%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                     | Clear Channel Outdoor Holdings, Inc.                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     71000 | PA      | $65667.73     | 0.31%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary LLC                                 | Cougar JV Subsidiary LLC                                           | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11724.65     | 0.06%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                     | Icahn Enterprises LP                                               | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $59104.80     | 0.28%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC                                       | HAT Holdings I LLC                                                 | CUSIP: 418751AE3<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15660.91     | 0.07%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                         | Transocean, Inc.                                                   | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      5600 | PA      | $5758.73      | 0.03%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                           | Enbridge, Inc.                                                     | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $13506.84     | 0.06%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                              | Midwest Gaming Borrower LLC                                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10595.93     | 0.05%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                              | ONEOK, Inc.                                                        | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       173 | NS      | $14121.99     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor, Inc.                                            | Avantor, Inc.                                                      | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       872 | NS      | $11737.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                                 | Lumen Technologies, Inc.                                           | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     13544 | PA      | $13205.40     | 0.06%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Central Parent, Inc.                                     | Central Parent, Inc.                                               | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3250.64      | 0.02%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                   | Fiesta Purchaser, Inc.                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3183.62      | 0.02%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                        | PennyMac Financial Services, Inc.                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14866.36     | 0.07%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                       | Light & Wonder International, Inc.                                 | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11510.53     | 0.06%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                               | Garda World Security Corp.                                         | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4880.27      | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                             | DaVita, Inc.                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8289.44      | 0.04%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                  | Digital Realty Trust LP                                            | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4205.60      | 0.02%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                            | Perrigo Finance Unlimited Co., Series USD                          | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     22000 | PA      | $22211.00     | 0.11%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                       | Nationstar Mortgage Holdings, Inc.                                 | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $45702.58     | 0.22%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                       | Energy Transfer LP, Series G                                       | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7130.65      | 0.03%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                          | TransDigm, Inc.                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49245.19     | 0.24%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Empire Communities Corp.                                 | Empire Communities Corp.                                           | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $3067.94      | 0.01%             | 2029-05-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Simmons Foods, Inc.                                      | Simmons Foods, Inc.                                                | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10385.91     | 0.05%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                               | Outfront Media Capital LLC                                         | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3980.01      | 0.02%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                    | OneMain Finance Corp.                                              | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13841.00     | 0.07%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                           | TGNR Intermediate Holdings LLC                                     | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35856.14     | 0.17%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prairie Acquiror LP                                      | Prairie Acquiror LP                                                | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12499.39     | 0.06%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                 | Venture Global LNG, Inc.                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     84000 | PA      | $91507.75     | 0.44%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                      | Stagwell Global LLC                                                | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7652.20      | 0.04%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                        | OneSky Flight LLC                                                  | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13536.13     | 0.06%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP                                     | Pebblebrook Hotel LP                                               | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7037.61      | 0.03%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Garrett Motion Holdings, Inc.                            | Garrett Motion Holdings, Inc.                                      | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11452.43     | 0.05%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                                | WEX, Inc.                                                          | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21186.94     | 0.10%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                      | Station Casinos LLC                                                | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14051.00     | 0.07%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                         | Boeing Co. (The)                                                   | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       663 | NS      | $45084.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Corp. (The)                             | Dun & Bradstreet Corp. (The)                                       | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35875.00     | 0.17%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC   | Fortress Transportation & Infrastructure Investors LLC             | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30833.15     | 0.15%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                               | Dana, Inc.                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7820.07      | 0.04%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                 | Service Properties Trust                                           | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30847.74     | 0.15%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                    | Walker & Dunlop, Inc.                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9236.10      | 0.04%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure LP                                   | XPLR Infrastructure LP                                             | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22367.50     | 0.11%             | 2025-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                        | GGAM Finance Ltd.                                                  | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      4000 | PA      | $4230.88      | 0.02%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Global Net Lease, Inc.                                   | Global Net Lease, Inc.                                             | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6685.17      | 0.03%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                           | JELD-WEN, Inc.                                                     | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5562.48      | 0.03%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                  | SS&C Technologies, Inc.                                            | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44638.99     | 0.21%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                       | Vail Resorts, Inc.                                                 | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22731.48     | 0.11%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                           | NCL Corp. Ltd.                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     31000 | PA      | $31670.48     | 0.15%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                          | Madison IAQ LLC                                                    | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36399.64     | 0.17%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                      | Hilton Domestic Operating Co., Inc.                                | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36679.61     | 0.18%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                    | JetBlue Airways Corp.                                              | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13620.34     | 0.07%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                         | NRG Energy, Inc.                                                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38865.11     | 0.19%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                            | Six Flags Entertainment Corp.                                      | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5993.55      | 0.03%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                         | Sabre GLBL, Inc.                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21578.47     | 0.10%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                 | NGL Energy Operating LLC                                           | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14144.21     | 0.07%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                       | Energy Transfer LP, Series H                                       | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30134.04     | 0.14%             | 2026-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Star Holding LLC                                         | Star Holding LLC                                                   | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14135.50     | 0.07%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                            | Magnera Corp.                                                      | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7543.20      | 0.04%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Edison International                                     | Edison International, Series A                                     | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17888.91     | 0.09%             | 2026-03-09      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                     | Frontier Communications Holdings LLC                               | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5065.38      | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                 | Comstock Resources, Inc.                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24282.98     | 0.12%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                      | Cushman & Wakefield US Borrower LLC                                | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     31000 | PA      | $33288.88     | 0.16%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                          | CoreWeave, Inc.                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17379.67     | 0.08%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                            | CommScope LLC                                                      | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45885.31     | 0.22%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                                 | Lindblad Expeditions LLC                                           | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21123.77     | 0.10%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                     | Icahn Enterprises LP                                               | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $10086.93     | 0.05%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | CDI                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    644891 | PA      | $14637.26     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                   | BWX Technologies, Inc.                                             | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7712.71      | 0.04%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                     | Alpha Generation LLC                                               | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16493.52     | 0.08%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pike Corp.                                               | Pike Corp.                                                         | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6525.47      | 0.03%             | 2031-01-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ATS Corp.                                                | ATS Corp.                                                          | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $8605.82      | 0.04%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                         | Fair Isaac Corp.                                                   | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70641.61     | 0.34%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                              | Chobani LLC                                                        | CUSIP: 17027NAB8<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32389.17     | 0.15%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                         | Goodyear Tire & Rubber Co. (The)                                   | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10200.36     | 0.05%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                           | 1011778 BC ULC                                                     | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $17705.50     | 0.08%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                     | Clear Channel Outdoor Holdings, Inc.                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14175.00     | 0.07%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                        | Blue Owl Technology Finance Corp.                                  | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3059.51      | 0.01%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                           | Walgreens Boots Alliance, Inc.                                     | CUSIP: 931427AC2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15280.00     | 0.07%             | 2044-11-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fortrea Holdings, Inc.                                   | Fortrea Holdings, Inc.                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5431.05      | 0.03%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                           | Community Health Systems, Inc.                                     | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8548.83      | 0.04%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.             | Jones Deslauriers Insurance Management, Inc.                       | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     24000 | PA      | $25579.39     | 0.12%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                          | Citigroup, Inc., Series CC                                         | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46381.95     | 0.22%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                    | WR Grace Holdings LLC                                              | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12288.22     | 0.06%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Elastic NV                                               | Elastic NV                                                         | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     30000 | PA      | $28665.63     | 0.14%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                    | NextEra Energy Capital Holdings, Inc.                              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11412.17     | 0.05%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                          | Goldman Sachs Group, Inc. (The), Series Y                          | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49064.44     | 0.23%             | 2034-11-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                         | Sealed Air Corp.                                                   | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2967.32      | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                        | Rocket Cos., Inc.                                                  | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76427.25     | 0.37%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                            | Clearway Energy Operating LLC                                      | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24229.83     | 0.12%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                         | Bombardier, Inc.                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $14579.39     | 0.07%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                    | Churchill Downs, Inc.                                              | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |       120 | NS      | $12120.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HAH Group Holding Co. LLC                                | HAH Group Holding Co. LLC                                          | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11896.96     | 0.06%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                    | OneMain Finance Corp.                                              | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18689.27     | 0.09%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                 | Spirit AeroSystems, Inc.                                           | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     32000 | PA      | $35291.23     | 0.17%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                       | Ryan Specialty LLC                                                 | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15117.99     | 0.07%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                 | Wynn Resorts Finance LLC                                           | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $35193.21     | 0.17%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                          | 1261229 BC Ltd.                                                    | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201753.99    | 0.96%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Veritas, Inc.                                            | Veritas, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        61 | NS      | $1372.95      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Clover Holdings SPV III LLC                              | Clover Holdings SPV III LLC, 1st Lien Term Loan                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2100 | PA      | $2073.83      | 0.01%             | 2027-12-09      | Variable      | 15.00%                | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                           | Olympus Water US Holding Corp.                                     | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204000.00    | 0.98%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Cable One, Inc.                                          | Cable One, Inc.                                                    | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     23000 | PA      | $17537.57     | 0.08%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp.                                           | Ingevity Corp.                                                     | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8583.15      | 0.04%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                    | Churchill Downs, Inc.                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55502.39     | 0.27%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                          | Rand Parent LLC                                                    | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15062.40     | 0.07%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                           | NCL Corp. Ltd.                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     13000 | PA      | $13822.68     | 0.07%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                            | Freedom Mortgage Holdings LLC                                      | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19584.86     | 0.09%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                               | Fertitta Entertainment LLC                                         | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3691.21      | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                        | Rocket Cos., Inc.                                                  | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $58322.43     | 0.28%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                              | Block, Inc.                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3669.07      | 0.02%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $11871.13     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                        | LYB International Finance III LLC                                  | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5189.56      | 0.02%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                               | Ares Strategic Income Fund                                         | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17945.55     | 0.09%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                   | Tenet Healthcare Corp.                                             | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67248.29     | 0.32%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                             | Hess Midstream Operations LP                                       | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14397.73     | 0.07%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                   | Amentum Holdings, Inc.                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15437.30     | 0.07%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                    | OneMain Finance Corp.                                              | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23432.58     | 0.11%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                            | Novelis Corp.                                                      | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     47000 | PA      | $42232.57     | 0.20%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                   | Playtika Holding Corp.                                             | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4537.55      | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC                              | APH Somerset Investor 2 LLC                                        | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13297.83     | 0.06%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                           | Anywhere Real Estate Group LLC, Series AI                          | CUSIP: 75606DAT8<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     21200 | PA      | $19805.93     | 0.09%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                           | NCL Corp. Ltd.                                                     | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      8000 | PA      | $8433.45      | 0.04%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                              | Block, Inc.                                                        | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2937.10      | 0.01%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                               | Lamb Weston Holdings, Inc.                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25285.49     | 0.12%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enerflex Ltd.                                            | Enerflex Ltd.                                                      | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $9280.44      | 0.04%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                       | Crown Americas LLC                                                 | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41280.24     | 0.20%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                              | Service Corp. International                                        | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24327.66     | 0.12%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                               | MajorDrive Holdings IV LLC                                         | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     23000 | PA      | $18067.40     | 0.09%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                           | Apollo Global Management, Inc.                                     | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19502.71     | 0.09%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                  | Nabors Industries, Inc.                                            | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5924.99      | 0.03%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                               | Sensata Technologies, Inc.                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24611.09     | 0.12%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                | Standard Industries, Inc.                                          | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1977.78      | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                           | Anywhere Real Estate Group LLC                                     | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7112.80      | 0.03%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                          | Citigroup, Inc., Series FF                                         | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13277.15     | 0.06%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                         | Fair Isaac Corp.                                                   | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18492.11     | 0.09%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                       | Radiate Holdco LLC                                                 | CUSIP: 75026JAC4<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17100.00     | 0.08%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                         | Goodyear Tire & Rubber Co. (The)                                   | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1914.92      | 0.01%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                      | Rocket Mortgage LLC                                                | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5562.11      | 0.03%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                 | AthenaHealth Group, Inc.                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    235000 | PA      | $231302.39    | 1.11%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                    | New Enterprise Stone & Lime Co., Inc.                              | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21055.67     | 0.10%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                    | OneMain Finance Corp.                                              | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25501.67     | 0.12%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                 | EquipmentShare.com, Inc.                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8380.76      | 0.04%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                  | Level 3 Financing, Inc.                                            | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5205.00      | 0.02%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                               | Dana, Inc.                                                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5913.65      | 0.03%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                         | NRG Energy, Inc.                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44438.50     | 0.21%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                        | Alliant Holdings Intermediate LLC                                  | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46972.27     | 0.22%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                        | Brink's Co. (The)                                                  | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43738.67     | 0.21%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                        | Brink's Co. (The)                                                  | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10307.94     | 0.05%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                 | CACI International, Inc.                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25798.70     | 0.12%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                   | Chart Industries, Inc.                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32454.71     | 0.16%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                  | Level 3 Financing, Inc.                                            | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     28947 | PA      | $32818.66     | 0.16%             | 2030-12-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                          | JH North America Holdings, Inc.                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14122.25     | 0.07%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                        | Duke Energy Corp.                                                  | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11305.94     | 0.05%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                          | TransDigm, Inc.                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63342.33     | 0.30%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                | Dream Finders Homes, Inc.                                          | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6255.16      | 0.03%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                | Vistra Operations Co. LLC                                          | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24046.09     | 0.11%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                      | Medline Borrower LP                                                | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    113000 | PA      | $112119.14    | 0.54%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                       | Vital Energy, Inc.                                                 | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4415.67      | 0.02%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                | ATI, Inc.                                                          | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20524.16     | 0.10%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                | Howard Hughes Corp. (The)                                          | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17141.26     | 0.08%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                          | Citigroup, Inc., Series DD                                         | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15767.49     | 0.08%             | 2034-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                  | Brookfield Residential Properties, Inc.                            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     15000 | PA      | $13388.88     | 0.06%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                    | Veritiv Operating Co.                                              | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8659.96      | 0.04%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                            | Starwood Property Trust, Inc.                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10328.60     | 0.05%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                               | Ares Strategic Income Fund                                         | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10034.94     | 0.05%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                      | Hilcorp Energy I LP                                                | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16601.39     | 0.08%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                     | Frontier Communications Holdings LLC                               | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $48979.37     | 0.23%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                     | Frontier Communications Holdings LLC                               | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15193.47     | 0.07%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                      | Station Casinos LLC                                                | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14315.17     | 0.07%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Deluxe Corp.                                             | Deluxe Corp.                                                       | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8256.54      | 0.04%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                       | Seagate HDD Cayman                                                 | CUSIP: 81180WBP5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     18000 | PA      | $19317.26     | 0.09%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                | Apollo Debt Solutions BDC                                          | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4085.57      | 0.02%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                    | Churchill Downs, Inc.                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29094.51     | 0.14%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                      | Buckeye Partners LP                                                | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6746.38      | 0.03%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                           | Starz Capital Holdings 1, Inc.                                     | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $13905.12     | 0.07%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                           | Enbridge, Inc.                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10273.43     | 0.05%             | 2054-06-27      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co.                                | Diamond Foreign Asset Co.                                          | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     11000 | PA      | $11453.61     | 0.05%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                               | United Natural Foods, Inc.                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10856.58     | 0.05%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                             | Twilio, Inc.                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11424.52     | 0.05%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                          | TransDigm, Inc.                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    104000 | PA      | $107680.92    | 0.51%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                  | GFL Environmental, Inc.                                            | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     31000 | PA      | $32439.11     | 0.16%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                   | HUB International Ltd.                                             | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    226000 | PA      | $236470.23    | 1.13%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Neogen Food Safety Corp.                                 | Neogen Food Safety Corp.                                           | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11377.71     | 0.05%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                      | Hilcorp Energy I LP                                                | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8882.88      | 0.04%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                         | Goodyear Tire & Rubber Co. (The)                                   | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1920.76      | 0.01%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                         | Bombardier, Inc.                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $27977.43     | 0.13%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                            | Premier Entertainment Sub LLC                                      | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $7117.50      | 0.03%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                              | Caesars Entertainment, Inc.                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53850.26     | 0.26%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                          | LCM Investments Holdings II LLC                                    | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22326.84     | 0.11%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                          | Blackstone Mortgage Trust, Inc.                                    | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13613.81     | 0.07%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                           | Park Intermediate Holdings LLC                                     | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12341.26     | 0.06%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                          | TransDigm, Inc.                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130117.84    | 0.62%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                              | Acadia Healthcare Co., Inc.                                        | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6181.39      | 0.03%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                            | Navient Corp.                                                      | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18719.98     | 0.09%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                      | Waste Pro USA, Inc.                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     84000 | PA      | $87201.91     | 0.42%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                    | New Enterprise Stone & Lime Co., Inc.                              | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14032.68     | 0.07%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                   | LifePoint Health, Inc.                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16506.64     | 0.08%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Carnival Corp.                                           | Carnival Corp.                                                     | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     33000 | PA      | $33344.59     | 0.16%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                            | Premier Entertainment Sub LLC                                      | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $5725.00      | 0.03%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                  | Civitas Resources, Inc.                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8191.29      | 0.04%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                    | Albertsons Cos., Inc.                                              | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5993.98      | 0.03%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                               | Ball Corp.                                                         | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13457.37     | 0.06%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                               | Garda World Security Corp.                                         | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $107856.95    | 0.52%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                      | Iron Mountain, Inc.                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50382.09     | 0.24%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                         | Bombardier, Inc.                                                   | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     33000 | PA      | $33198.68     | 0.16%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                              | Gates Corp.                                                        | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18690.61     | 0.09%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** BlackRock Series Fund II, Inc.

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer