# EDGAR Filing Document

**Accession Number:** 0000810573
**File Stem:** 0001752724-23-047663
**Filing Date:** 2023-2
**Character Count:** 145275
**Document Hash:** 92424411a59742ec6fb58d2820bb8617
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047663.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047663

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DEUTSCHE DWS VARIABLE SERIES II
- **CENTRAL INDEX KEY:** 0000810573
- **IRS NUMBER:** 810105002
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05002
- **FILM NUMBER:** 23685699

**BUSINESS ADDRESS:**
- **STREET 1:** 875 THIRD AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-6225
- **BUSINESS PHONE:** 212-454-4500

**MAIL ADDRESS:**
- **STREET 1:** 875 THIRD AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-6225

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DEUTSCHE VARIABLE SERIES II
- **DATE OF NAME CHANGE:** 20140811

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DWS VARIABLE SERIES II
- **DATE OF NAME CHANGE:** 20060303

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SCUDDER VARIABLE SERIES II
- **DATE OF NAME CHANGE:** 20010501

## Series and Classes Contracts Data

### DWS High Income VIP (Series ID: S000006280)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000017251 | Class A      |  |
| C000017252 | Class B      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DEUTSCHE DWS VARIABLE SERIES II

- **b. Investment Company Act file number:** 811-05002

- **c. CIK number of Registrant:** 0000810573

- **d. LEI of Registrant:** 7WRERVUOG2HKG87QIP75

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

  - **Street Address 1:** 875 Third Avenue

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10022-6225

  - **Telephone number:** 212-454-4500

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

- **a. Name of Series:** DWS High Income VIP

- **b. EDGAR series identifier (if any):** S000006280

- **c. LEI of Series:** K51EGN1IWH8SDPBCGW36

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $43315724.01

**Total Liabilities:** $1370201.15

**Net Assets:** $41945522.86

**Cash Not Reported:** $41559.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3.38000000 | **1-Year:** -231.48000000 | **5-Year:** -475.63000000 | **10-Year:** -179.76000000 | **30-Year:** -23.45000000

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

- **3-Month:** -58.62000000 | **1-Year:** -2952.94000000 | **5-Year:** -8815.56000000 | **10-Year:** -2105.16000000 | **30-Year:** -27.15000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017252 | 2.92%                | 2.27%                | -0.93%               |
| Class ID C000017251 | 2.94%                | 2.28%                | -0.74%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-274923.49              | $1286888.94                                |
| Month 2  | $-98448.36               | $875267.52                                 |
| Month 3  | $-64932.52               | $-420045.07                                |

### Schedule of Portfolio Investments

| Name                                        | Title                                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED AIRLINES INC                         | United Airlines Inc                                                                   | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    160000 | PA      | $148308.16    | 0.35%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                    | CHS/Community Health Systems Inc                                                      | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54371.20     | 0.13%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                    | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc      | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $77400.00     | 0.18%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                    | Hilcorp Energy I LP / Hilcorp Finance Co                                              | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $31675.00     | 0.08%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                    | Viking Ocean Cruises Ship VII Ltd                                                     | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     15000 | PA      | $12075.00     | 0.03%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                              | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    230000 | PA      | $221108.57    | 0.53%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                      | Chesapeake Energy Corp                                                                | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    330000 | PA      | $321288.00    | 0.77%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                    | Outfront Media Capital LLC / Outfront Media Capital Corp                              | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $58081.10     | 0.14%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hercules Trust II                           | HERCULES TR II                                                                        | CUSIP: 427098116<br>LEI: N/A                  | N/A              | DE               |  | US        |      1100 | NS      | $109636.71    | 0.26%             |  |  |  | No            |                  3 | On Loan: No      |
| PARKLAND CORP                               | Parkland Corp/Alberta                                                                 | CUSIP: 70137TAP0<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $75960.00     | 0.18%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                    | Hilcorp Energy I LP / Hilcorp Finance Co                                              | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $94881.45     | 0.23%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                      | Southwestern Energy Co                                                                | CUSIP: 845467AP4<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51547.03     | 0.12%             | 2028-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                    | Moog Inc                                                                              | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    160000 | PA      | $148000.00    | 0.35%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                | Calpine Corp                                                                          | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25741.62     | 0.06%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                    | Acadia Healthcare Co Inc                                                              | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229925.00    | 0.55%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                           | DISH Network Corp                                                                     | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77242.50     | 0.18%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                        | EnLink Midstream LLC                                                                  | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29691.00     | 0.07%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                     | Macy's Retail Holdings LLC                                                            | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $65947.48     | 0.16%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                          | Viking Cruises Ltd                                                                    | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     90000 | PA      | $74475.00     | 0.18%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                     | DCP Midstream Operating LP                                                            | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    527000 | PA      | $522098.90    | 1.24%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                   | Arko Corp                                                                             | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $47112.00     | 0.11%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                    | NCR Corp                                                                              | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85253.43     | 0.20%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                    | CHS/Community Health Systems Inc                                                      | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    115000 | PA      | $83492.30     | 0.20%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                       | Caesars Entertainment Inc                                                             | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    410000 | PA      | $402845.50    | 0.96%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MASONITE INTERNATIONAL C                    | Masonite International Corp                                                           | CUSIP: 575385AD1<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |     74000 | PA      | $68421.14     | 0.16%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                    | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd                  | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    200000 | PA      | $181000.00    | 0.43%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                          | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $349526.25    | 0.83%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DWS                                         | DWS Government & Agency Securities Portfolio DWS Government Cash Institutional Shares | CUSIP: 147539670<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1212645 | NS      | $1212644.75   | 2.89%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                        | Range Resources Corp                                                                  | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    280000 | PA      | $288524.60    | 0.69%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                          | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $226997.50    | 0.54%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Corp.               | Frontier Communications Corp. 2021 1st Lien Term Loan                                 | CUSIP: 35906EAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148489 | PA      | $142191.28    | 0.34%             | 2028-05-01      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                           | Post Holdings Inc                                                                     | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106378.80    | 0.25%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                           | PURCHASED USD / SOLD EUR                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-24579.71    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                           | Iliad Holding SASU                                                                    | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $185490.77    | 0.44%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                    | Occidental Petroleum Corp                                                             | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206676.00    | 0.49%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                            | Boyd Gaming Corp                                                                      | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121079.40    | 0.29%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                      | Harvest Midstream I LP                                                                | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147938.20    | 0.35%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                    | Ford Motor Credit Co LLC                                                              | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197370.00    | 0.47%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                               | Carnival Corp                                                                         | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     80000 | PA      | $80380.80     | 0.19%             | 2026-02-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NCR CORP                                    | NCR Corp                                                                              | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    110000 | PA      | $91995.55     | 0.22%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                    | Outfront Media Capital LLC / Outfront Media Capital Corp                              | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $126034.50    | 0.30%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                       | Nabors Industries Inc                                                                 | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101712.95    | 0.24%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                      | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                 | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $136808.24    | 0.33%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AME                    | Roller Bearing Co of America Inc                                                      | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69176.00     | 0.16%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                     | United Rentals North America Inc                                                      | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198750.00    | 0.47%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                   | PG&E Corp                                                                             | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    135000 | PA      | $122850.00    | 0.29%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                              | Sabre GLBL Inc                                                                        | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66932.13     | 0.16%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                          | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $7960.00      | 0.02%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                      | Williams Scotsman International Inc                                                   | CUSIP: 71953LAA9<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    122000 | PA      | $120780.00    | 0.29%             | 2025-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                               | TransDigm Inc                                                                         | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    205000 | PA      | $180250.35    | 0.43%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                             | Gen Digital Inc                                                                       | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98000.00     | 0.23%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                | Calpine Corp                                                                          | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44614.64     | 0.11%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                           | Iron Mountain Inc                                                                     | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    100000 | PA      | $86900.00     | 0.21%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                    | Jaguar Land Rover Automotive PLC                                                      | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $152089.82    | 0.36%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                    | EQM Midstream Partners LP                                                             | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76460.00     | 0.18%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                  | Sprint LLC                                                                            | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    245000 | PA      | $257814.97    | 0.61%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                    | Hilcorp Energy I LP / Hilcorp Finance Co                                              | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $137960.32    | 0.33%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                            | DT Midstream Inc                                                                      | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $133162.05    | 0.32%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                         | NCL Corp Ltd                                                                          | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    130000 | PA      | $102111.10    | 0.24%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                    | EQM Midstream Partners LP                                                             | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49178.69     | 0.12%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                    | Advanced Drainage Systems Inc                                                         | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87449.40     | 0.21%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                    | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $115911.90    | 0.28%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                               | DISH DBS Corp                                                                         | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $99765.63     | 0.24%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                        | Las Vegas Sands Corp                                                                  | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135419.88    | 0.32%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx High Yield Corporate Bond ETF | iShares iBoxx High Yield Corporate Bond ETF                                           | CUSIP: 464288513<br>LEI: 549300WY6QQ9HGWLNX87 | Long             | EC               | RF                | US        |      4800 | NS      | $353424.00    | 0.84%             |  |  |  | No            |                  1 | On Loan: —       |
| CARNIVAL CORP                               | Carnival Corp                                                                         | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     30000 | PA      | $19991.46     | 0.05%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                     | United Rentals North America Inc                                                      | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75166.40     | 0.18%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COTY INC                                    | Coty Inc                                                                              | CUSIP: 000000000<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99389.95     | 0.24%             | 2026-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                    | Clear Channel Outdoor Holdings Inc                                                    | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $277280.00    | 0.66%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                   | IQVIA Inc                                                                             | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    220000 | PA      | $209726.00    | 0.50%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                    | Catalent Pharma Solutions Inc                                                         | CUSIP: 000000000<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86552.48     | 0.21%             | 2028-03-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                | Arconic Corp                                                                          | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    245000 | PA      | $229874.94    | 0.55%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                      | Sunoco LP / Sunoco Finance Corp                                                       | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $48983.20     | 0.12%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                       | Caesars Entertainment Inc                                                             | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    210000 | PA      | $170900.10    | 0.41%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                        | Teva Pharmaceutical Finance Netherlands II BV                                         | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $102474.13    | 0.24%             | 2025-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                       | Directv Financing LLC / Directv Financing Co-Obligor Inc                              | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $40259.70     | 0.10%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                    | Scientific Games International Inc                                                    | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51010.10     | 0.12%             | 2025-07-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                          | CommScope Technologies LLC                                                            | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68250.00     | 0.16%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                       | Tenet Healthcare Corp                                                                 | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236410.69    | 0.56%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Transocean Poseidon Ltd                     | Transocean Poseidon Ltd                                                               | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    179375 | PA      | $174553.40    | 0.42%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                           | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    340000 | PA      | $349384.00    | 0.83%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                       | Uber Technologies Inc                                                                 | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17425.10     | 0.04%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                 | Avient Corp                                                                           | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29325.96     | 0.07%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                               | Carnival Corp                                                                         | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    130000 | PA      | $122850.00    | 0.29%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCE                    | Endeavor Energy Resources LP / EER Finance Inc                                        | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $138840.40    | 0.33%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                       | American Airlines Inc                                                                 | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    120000 | PA      | $128711.91    | 0.31%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                              | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186580.00    | 0.44%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                           | Post Holdings Inc                                                                     | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70600.88     | 0.17%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                            | Altice France SA/France                                                               | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $156624.00    | 0.37%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                        | Chart Industries Inc                                                                  | CUSIP: 000000000<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41024.40     | 0.10%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                      | Telecom Italia Capital SA                                                             | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    305000 | PA      | $249517.45    | 0.59%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                         | Travel + Leisure Co                                                                   | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81483.01     | 0.19%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                | Calpine Corp                                                                          | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178395.64    | 0.43%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                    | Antero Midstream Partners LP / Antero Midstream Finance Corp                          | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $122896.45    | 0.29%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                    | Option Care Health, Inc. 2021 Term Loan B                                             | CUSIP: 68404YAB0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |    128700 | PA      | $127976.06    | 0.31%             | 2028-10-27      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                     | Iron Mountain Information Management Services Inc                                     | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |     40000 | PA      | $33228.02     | 0.08%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                     | MPT Operating Partnership LP / MPT Finance Corp                                       | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              |  | US        |    140000 | PA      | $106761.85    | 0.25%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                               | TransDigm Inc                                                                         | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    535000 | PA      | $527611.65    | 1.26%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                            | Ford Motor Credit Co LLC                                                              | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    240000 | PA      | $188533.94    | 0.45%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                           | Chord Energy Corp                                                                     | CUSIP: 674215AL2<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38957.20     | 0.09%             | 2026-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                          | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $120738.10    | 0.29%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                           | Iron Mountain Inc                                                                     | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     75000 | PA      | $67363.54     | 0.16%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                         | Sprint Capital Corp                                                                   | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103794.00    | 0.25%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                    | Builders FirstSource Inc                                                              | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    105000 | PA      | $85126.42     | 0.20%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                     | United Rentals North America Inc                                                      | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    330000 | PA      | $312724.50    | 0.75%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                              | Constellium SE                                                                        | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $203109.35    | 0.48%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                        | Cleveland-Cliffs Inc                                                                  | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    101000 | PA      | $89182.11     | 0.21%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                    | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                  | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $89998.65     | 0.21%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                       | Gray Television, Inc. 2017 Term Loan B                                                | CUSIP: 389376AX2<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     61978 | PA      | $61999.21     | 0.15%             | 2024-02-07      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| COLGATE ENERGY P                            | Colgate Energy Partners III LLC                                                       | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |    225000 | PA      | $193243.63    | 0.46%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                    | Clarios Global LP / Clarios US Finance Co                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $98784.29     | 0.24%             | 2026-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                         | NuStar Logistics LP                                                                   | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76906.66     | 0.18%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                              | Hertz Corp/The                                                                        | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    270000 | PA      | $226125.00    | 0.54%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                    | Vistra Operations Co LLC                                                              | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    135000 | PA      | $116318.28    | 0.28%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                 | Chemours Co/The                                                                       | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    290000 | PA      | $260486.70    | 0.62%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                    | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23841.20     | 0.06%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                            | Ziggo Bond Co BV                                                                      | CUSIP: 000000000<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    270000 | PA      | $207430.63    | 0.49%             | 2030-02-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                               | Carnival Corp                                                                         | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    170000 | PA      | $121386.80    | 0.29%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                       | GFL Environmental Inc                                                                 | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $75600.00     | 0.18%             | 2025-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                       | NESCO Holdings II Inc                                                                 | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     95000 | PA      | $83125.00     | 0.20%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DWS                                         | DWS Central Cash Management Government Fund                                           | CUSIP: 25160K306<br>LEI: 5493003GD84DGSXJ7618 | Long             | STIV             | RF                | US        |   1468062 | NS      | $1468062.04   | 3.50%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                       | Uber Technologies Inc                                                                 | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24000.00     | 0.06%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                | SM Energy Co                                                                          | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76701.60     | 0.18%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clearwater Paper Corp                       | Clearwater Paper Corp                                                                 | CUSIP: 18538RAH6<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106880.64    | 0.25%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SIGNATURE AVIATION US                       | Signature Aviation US Holdings Inc                                                    | CUSIP: 05545MAC6<br>LEI: 213800CSNQ87U1MC8N11 | Long             | DBT              | CORP              | US        |    155000 | PA      | $146853.17    | 0.35%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                    | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd             | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117008 | PA      | $116329.12    | 0.28%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                      | AmeriGas Partners LP / AmeriGas Finance Corp                                          | CUSIP: 030981AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $196969.06    | 0.47%             | 2025-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                       | Melco Resorts Finance Ltd                                                             | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    200000 | PA      | $159918.00    | 0.38%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                      | Southwestern Energy Co                                                                | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59821.30     | 0.14%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                       | Encompass Health Corp                                                                 | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40878.00     | 0.10%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ISTAR INC                                   | iStar Inc                                                                             | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              |  | US        |    100000 | PA      | $97992.46     | 0.23%             | 2025-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                         | Sirius XM Radio Inc                                                                   | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65272.50     | 0.16%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                     | LCPR Senior Secured Financing DAC                                                     | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    189000 | PA      | $176715.00    | 0.42%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                           | Iron Mountain Inc                                                                     | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    145000 | PA      | $133381.15    | 0.32%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                       | Caesars Entertainment Inc                                                             | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    270000 | PA      | $262352.39    | 0.63%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                        | Cleveland-Cliffs Inc                                                                  | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     31000 | PA      | $27512.50     | 0.07%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                        | Pilgrim's Pride Corp                                                                  | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    245000 | PA      | $208385.98    | 0.50%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                       | Molina Healthcare Inc                                                                 | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84743.97     | 0.20%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/GENESI                    | Genesis Energy LP / Genesis Energy Finance Corp                                       | CUSIP: 37185LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $82024.54     | 0.20%             | 2024-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                | Novelis Corp                                                                          | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    195000 | PA      | $174819.45    | 0.42%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SPDR Bloomberg High Yield Bond ETF          | SPDR Bloomberg High Yield Bond ETF                                                    | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             | EC               | RF                | US        |      6600 | NS      | $594000.00    | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| USA COM PART/USA COM FIN                    | USA Compression Partners LP / USA Compression Finance Corp                            | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93500.03     | 0.22%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                                      | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $141166.00    | 0.34%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                       | Genesis Energy LP / Genesis Energy Finance Corp                                       | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $69036.00     | 0.16%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                               | DISH DBS Corp                                                                         | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $117926.90    | 0.28%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                        | SRS Distribution Inc                                                                  | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47751.19     | 0.11%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                    | Antero Midstream Partners LP / Antero Midstream Finance Corp                          | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $83484.90     | 0.20%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                    | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc      | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $24484.59     | 0.06%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                               | DISH DBS Corp                                                                         | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221000 | PA      | $205360.69    | 0.49%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                    | Antero Midstream Partners LP / Antero Midstream Finance Corp                          | CUSIP: 03690EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156000 | PA      | $157913.53    | 0.38%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY IN                    | Beacon Roofing Supply Inc                                                             | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83099.13     | 0.20%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Athenahealth, Inc.                          | Athenahealth, Inc. 2022 Term Loan B                                                   | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     63810 | PA      | $57770.81     | 0.14%             | 2029-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                       | GFL Environmental Inc                                                                 | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $38207.87     | 0.09%             | 2025-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                        | SRS Distribution Inc                                                                  | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44323.51     | 0.11%             | 2028-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                          | Viking Cruises Ltd                                                                    | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    105000 | PA      | $85592.27     | 0.20%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                         | Buckeye Partners LP                                                                   | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70319.66     | 0.17%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Company              | Pacific Gas & Electric Company 2020 Term Loan                                         | CUSIP: 69338CAH4<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | LON              | CORP              | US        |    197970 | PA      | $196732.25    | 0.47%             | 2025-06-23      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                              | NRG Energy Inc                                                                        | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187734.00    | 0.45%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                    | Antero Midstream Partners LP / Antero Midstream Finance Corp                          | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $63996.80     | 0.15%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                 | Chemours Co/The                                                                       | CUSIP: 000000000<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95553.67     | 0.23%             | 2026-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                           | Owens & Minor Inc                                                                     | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42970.00     | 0.10%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                         | Meritage Homes Corp                                                                   | CUSIP: 59001AAY8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89566.94     | 0.21%             | 2025-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                      | Lumen Technologies Inc                                                                | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    400000 | PA      | $347720.00    | 0.83%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Bausch Health Cos Inc                       | Bausch Health Cos Inc                                                                 | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     51000 | PA      | $43325.35     | 0.10%             | 2025-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| AFFINITY GAMING                             | Affinity Gaming                                                                       | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $135654.24    | 0.32%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                              | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    209000 | PA      | $188938.68    | 0.45%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                       | Bath & Body Works Inc                                                                 | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65688.21     | 0.16%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing, LLC                      | DirecTV Financing, LLC Term Loan                                                      | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    270432 | PA      | $263868.56    | 0.63%             | 2027-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                             | CommScope, Inc. 2019 Term Loan B                                                      | CUSIP: 20337EAQ4<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |    149421 | PA      | $141240.29    | 0.34%             | 2026-04-06      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                        | LifePoint Health Inc                                                                  | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    115000 | PA      | $64986.50     | 0.15%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                    | Archrock Partners LP / Archrock Partners Finance Corp                                 | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $105013.07    | 0.25%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                              | Open Text Corp                                                                        | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30000.00     | 0.07%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                      | Comstock Resources Inc                                                                | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25791.00     | 0.06%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                    | EQM Midstream Partners LP                                                             | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50179.83     | 0.12%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                    | Venture Global Calcasieu Pass LLC                                                     | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25559.85     | 0.06%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                    | Archrock Partners LP / Archrock Partners Finance Corp                                 | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $201302.65    | 0.48%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                    | Virgin Media Secured Finance PLC                                                      | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    345000 | PA      | $309044.10    | 0.74%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                     | Frontier Communications Holdings LLC                                                  | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $231085.30    | 0.55%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                            | FirstEnergy Corp                                                                      | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83722.36     | 0.20%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                           | Iron Mountain Inc                                                                     | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     60000 | PA      | $52332.00     | 0.12%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                           | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    110000 | PA      | $110465.30    | 0.26%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                    | Catalent Pharma Solutions Inc                                                         | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116314.77    | 0.28%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                           | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     30000 | PA      | $32175.00     | 0.08%             | 2025-06-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                       | Bausch Health Cos Inc                                                                 | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $86203.75     | 0.21%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                    | Ford Motor Credit Co LLC                                                              | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181109.00    | 0.43%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                       | Bath & Body Works Inc                                                                 | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88890.00     | 0.21%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                    | American Airlines Inc/AAdvantage Loyalty IP Ltd                                       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    135000 | PA      | $123384.04    | 0.29%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                    | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                      | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     30000 | PA      | $30153.90     | 0.07%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                         | Sirius XM Radio Inc                                                                   | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97673.40     | 0.23%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                    | Virgin Media Finance PLC                                                              | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $160412.00    | 0.38%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                    | Occidental Petroleum Corp                                                             | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107680.58    | 0.26%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                          | CommScope Technologies LLC                                                            | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     65000 | PA      | $44148.10     | 0.11%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                        | Las Vegas Sands Corp                                                                  | CUSIP: 517834AH0<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91897.17     | 0.22%             | 2025-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                       | Playtika Holding Corp                                                                 | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86344.50     | 0.21%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                      | Clearway Energy Operating LLC                                                         | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106138.75    | 0.25%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                         | Hudbay Minerals Inc                                                                   | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $90554.98     | 0.22%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                       | Tenet Healthcare Corp                                                                 | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139535.99    | 0.33%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                      | Sunoco LP / Sunoco Finance Corp                                                       | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33146.44     | 0.08%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                       | Clearwater Paper Corp                                                                 | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |    155000 | PA      | $136194.76    | 0.32%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                | Navient Corp                                                                          | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    393000 | PA      | $384990.35    | 0.92%             | 2024-03-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                             | Yum! Brands Inc                                                                       | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92625.00     | 0.22%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                 | Chemours Co/The                                                                       | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81750.00     | 0.19%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                    | Telenet Finance Luxembourg Notes Sarl                                                 | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $180000.00    | 0.43%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                  | Viasat Inc                                                                            | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    136000 | PA      | $126179.11    | 0.30%             | 2025-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                     | Consolidated Energy Finance SA                                                        | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $127451.52    | 0.30%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                       | GFL Environmental Inc                                                                 | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $85500.00     | 0.20%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.        | Clear Channel Outdoor Holdings, Inc. Term Loan B                                      | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    197954 | PA      | $180756.71    | 0.43%             | 2026-08-21      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| CARGO AIRCRAFT MANAGEMEN                    | Cargo Aircraft Management Inc                                                         | CUSIP: 14180LAA4<br>LEI: 549300GH5J7LOMV44F11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90761.00     | 0.22%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                       | Uber Technologies Inc                                                                 | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50035.00     | 0.12%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                            | CSC Holdings LLC                                                                      | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163500.00    | 0.39%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                    | Ziggo BV                                                                              | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $242663.30    | 0.58%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Athenahealth, Inc.                          | Athenahealth, Inc. 2022 Delayed Draw Term Loan                                        | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     10870 | PA      | $9840.87      | 0.02%             | 2029-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                        | Pilgrim's Pride Corp                                                                  | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    230000 | PA      | $223094.55    | 0.53%             | 2027-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                      | Southwestern Energy Co                                                                | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    155000 | PA      | $143694.30    | 0.34%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                    | First Quantum Minerals Ltd                                                            | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $281466.98    | 0.67%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROCKCLIFF ENERGY II LLC                     | Rockcliff Energy II LLC                                                               | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27448.50     | 0.07%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                             | Sands China Ltd                                                                       | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $175756.00    | 0.42%             | 2030-06-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                    | CHS/Community Health Systems Inc                                                      | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    135000 | PA      | $115757.10    | 0.28%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                    | NCR Corp                                                                              | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20625.00     | 0.05%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                     | SBA Communications Corp                                                               | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49889.40     | 0.12%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                      | Chesapeake Energy Corp                                                                | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71061.39     | 0.17%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                         | Avantor Funding Inc                                                                   | CUSIP: 000000000<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98320.79     | 0.23%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                         | Delta Air Lines Inc                                                                   | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72557.79     | 0.17%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                         | NCL Corp Ltd                                                                          | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $85435.80     | 0.20%             | 2024-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                         | Select Medical Corp                                                                   | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118853.75    | 0.28%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                    | Marriott Ownership Resorts Inc                                                        | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    125000 | PA      | $103703.28    | 0.25%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                    | Summit Materials LLC / Summit Materials Finance Corp                                  | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $50275.35     | 0.12%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                    | CHS/Community Health Systems Inc                                                      | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     50000 | PA      | $24758.91     | 0.06%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| HESS MIDSTREAM OPERATION                    | Hess Midstream Operations LP                                                          | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $69352.25     | 0.17%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                           | Newell Brands Inc                                                                     | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47824.44     | 0.11%             | 2046-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                              | Wynn Macau Ltd                                                                        | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $161818.00    | 0.39%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                     | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                  | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $85543.86     | 0.20%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| VICI PROPERTIES / NOTE                      | VICI Properties LP / VICI Note Co Inc                                                 | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |    310000 | PA      | $302175.88    | 0.72%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                               | Carnival Corp                                                                         | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    100000 | PA      | $105828.92    | 0.25%             | 2026-02-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                     | Teva Pharmaceutical Finance Netherlands III BV                                        | CUSIP: 88167AAL5<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $196016.58    | 0.47%             | 2024-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                    | Altice France Holding SA                                                              | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $118058.34    | 0.28%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| PRECISION DRILLING CORP                     | Precision Drilling Corp                                                               | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $27930.20     | 0.07%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                         | Travel + Leisure Co                                                                   | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117391.40    | 0.28%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                     | Starwood Property Trust Inc                                                           | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     50000 | PA      | $43750.00     | 0.10%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                             | NCL Finance Ltd                                                                       | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     60000 | PA      | $44293.28     | 0.11%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                    | American Airlines Inc/AAdvantage Loyalty IP Ltd                                       | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    275000 | PA      | $264452.79    | 0.63%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                           | Imola Merger Corp                                                                     | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $91099.43     | 0.22%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                            | DT Midstream Inc                                                                      | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $25167.00     | 0.06%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                    | Hess Midstream Operations LP                                                          | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $94041.31     | 0.22%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                       | Tenet Healthcare Corp                                                                 | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    215000 | PA      | $204852.00    | 0.49%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp                          | CNX Resources Corp                                                                    | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9925.00      | 0.02%             | 2027-03-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                          | Tronox Finance LLC 2021 Term Loan B                                                   | CUSIP: 89705DAG7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |    200000 | PA      | $194103.00    | 0.46%             | 2028-03-10      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                    | PURCHASED EUR / SOLD USD                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $134.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                       | Uber Technologies Inc                                                                 | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159883.46    | 0.38%             | 2025-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                       | Bath & Body Works Inc                                                                 | CUSIP: 501797AU8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37281.48     | 0.09%             | 2025-07-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                     | Howard Midstream Energy Partners LLC                                                  | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38341.84     | 0.09%             | 2027-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                         | Hudbay Minerals Inc                                                                   | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $54500.38     | 0.13%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                              | NRG Energy Inc                                                                        | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    157000 | PA      | $138590.18    | 0.33%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                            | Vail Resorts Inc                                                                      | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100000.08    | 0.24%             | 2025-05-15      | Fixed         | 6.25%                 | 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      | $177508.00    | 0.42%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                    | Clarios Global LP / Clarios US Finance Co                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197568.58    | 0.47%             | 2026-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                            | Organon & Co / Organon Foreign Debt Co-Issuer BV                                      | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $177080.00    | 0.42%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                     | Legacy LifePoint Health LLC                                                           | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $63436.50     | 0.15%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                             | Naked Juice LLC Term Loan                                                             | CUSIP: 62984CAD5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     22885 | PA      | $20580.59     | 0.05%             | 2029-01-24      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                    | Prime Security Services Borrower LLC / Prime Finance Inc                              | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $56107.00     | 0.13%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                             | Gen Digital Inc                                                                       | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68775.00     | 0.16%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                    | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                      | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    189000 | PA      | $189608.58    | 0.45%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                 | Staples Inc                                                                           | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    240000 | PA      | $206563.20    | 0.49%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                    | Occidental Petroleum Corp                                                             | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    255000 | PA      | $257343.36    | 0.61%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ISTAR INC                                   | iStar Inc                                                                             | CUSIP: 45031UCF6<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              |  | US        |    170000 | PA      | $168723.02    | 0.40%             | 2024-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                    | First Quantum Minerals Ltd                                                            | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $189404.32    | 0.45%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                      | Southwestern Energy Co                                                                | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35369.94     | 0.08%             | 2025-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                            | Lamar Media Corp                                                                      | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $73454.14     | 0.18%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                      | Southwestern Energy Co                                                                | CUSIP: 845467AN9<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203824.17    | 0.49%             | 2027-10-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                       | Genesis Energy LP / Genesis Energy Finance Corp                                       | CUSIP: 37185LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $86013.90     | 0.21%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                     | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                           | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              |  | US        |     40000 | PA      | $25311.17     | 0.06%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CHEMOURS CO                                 | Chemours Co/The                                                                       | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87726.80     | 0.21%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                               | Methanex Corp                                                                         | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $106470.53    | 0.25%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                    | USA Compression Partners LP / USA Compression Finance Corp                            | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142000 | PA      | $136219.18    | 0.32%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                          | Murphy Oil USA Inc                                                                    | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50326.65     | 0.12%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                    | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                             | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $85086.42     | 0.20%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                           | Owens & Minor Inc                                                                     | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43851.50     | 0.10%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATS CORP                                    | ATS Corp                                                                              | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $25882.80     | 0.06%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                       | Antero Resources Corp                                                                 | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    138000 | PA      | $138759.85    | 0.33%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                        | Cleveland-Cliffs Inc                                                                  | CUSIP: 185899AG6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175437.50    | 0.42%             | 2026-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                       | Antero Resources Corp                                                                 | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46355.50     | 0.11%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                    | Scientific Games International Inc                                                    | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    235000 | PA      | $224168.85    | 0.53%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                     | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                  | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $81630.00     | 0.19%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                          | Vodafone Group PLC                                                                    | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $266438.95    | 0.64%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                      | AmeriGas Partners LP / AmeriGas Finance Corp                                          | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $102230.34    | 0.24%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                     | Darling Ingredients Inc                                                               | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29325.00     | 0.07%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                    | Prime Security Services Borrower LLC / Prime Finance Inc                              | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $122871.60    | 0.29%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                     | Frontier Communications Holdings LLC                                                  | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $86413.00     | 0.21%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                    | EQM Midstream Partners LP                                                             | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88944.21     | 0.21%             | 2026-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                           | Iron Mountain Inc                                                                     | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    100000 | PA      | $91960.00     | 0.22%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                    | EQM Midstream Partners LP                                                             | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41996.35     | 0.10%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                        | Howmet Aerospace Inc                                                                  | CUSIP: 443201AA6<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143663.80    | 0.34%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                               | TransDigm Inc                                                                         | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107990.75    | 0.26%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                     | MPT Operating Partnership LP / MPT Finance Corp                                       | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |    105000 | PA      | $71975.78     | 0.17%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                            | Boyd Gaming Corp                                                                      | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87000.00     | 0.21%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                    | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    272000 | PA      | $244588.23    | 0.58%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                 | Apache Corp                                                                           | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     57000 | PA      | $47236.61     | 0.11%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                           | Clean Harbors Inc                                                                     | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83470.67     | 0.20%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                      | Comstock Resources Inc                                                                | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    155000 | PA      | $139887.50    | 0.33%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                | ADT Security Corp/The                                                                 | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42491.44     | 0.10%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                    | CHS/Community Health Systems Inc                                                      | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     90000 | PA      | $67863.34     | 0.16%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                              | Bombardier Inc                                                                        | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $184944.00    | 0.44%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                    | Charles River Laboratories International Inc                                          | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57486.00     | 0.14%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nabors Industries Inc                       | Nabors Industries Inc                                                                 | CUSIP: 62957HAF2<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100129.05    | 0.24%             | 2025-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                       | GFL Environmental Inc                                                                 | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47815.38     | 0.11%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                          | CNX Resources Corp                                                                    | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    135000 | PA      | $124219.45    | 0.30%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                        | Range Resources Corp                                                                  | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8811.07      | 0.02%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Quad/Graphics Inc                           | Quad/Graphics Inc                                                                     | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |       287 | NS      | $1170.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                    | SK Invictus Intermediate II Sarl                                                      | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     45000 | PA      | $36900.00     | 0.09%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                         | Delta Air Lines Inc                                                                   | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     51000 | PA      | $42392.19     | 0.10%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy Inc                                                                        | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    145000 | PA      | $110228.64    | 0.26%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                      | VICI Properties LP / VICI Note Co Inc                                                 | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    233000 | PA      | $223388.75    | 0.53%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RAPTOR ACQ/RAPTOR CO-ISS                    | Raptor Acquisition Corp / Raptor Co-Issuer LLC                                        | CUSIP: 75383KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $151028.05    | 0.36%             | 2026-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                  | Tronox Inc                                                                            | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    205000 | PA      | $170406.25    | 0.41%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                    | Weatherford International Ltd                                                         | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    222000 | PA      | $213188.42    | 0.51%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                        | Teva Pharmaceutical Finance Netherlands II BV                                         | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $88086.43     | 0.21%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                    | Altice France Holding SA                                                              | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $152500.00    | 0.36%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                          | CNX Resources Corp                                                                    | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67094.30     | 0.16%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                | Novelis Corp                                                                          | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    375000 | PA      | $332461.88    | 0.79%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                            | Taseko Mines Ltd                                                                      | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $109917.41    | 0.26%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                              | Transocean Inc                                                                        | CUSIP: 893830BF5<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     50000 | PA      | $42092.00     | 0.10%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                     | Teva Pharmaceutical Finance Netherlands III BV                                        | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $178109.43    | 0.42%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| TRANSALTA CORP                              | TransAlta Corp                                                                        | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $86808.91     | 0.21%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                          | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $316494.50    | 0.75%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                    | Prime Security Services Borrower LLC / Prime Finance Inc                              | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $129937.50    | 0.31%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                    | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                | CUSIP: 04364VAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $63712.97     | 0.15%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                              | PURCHASED EUR / SOLD USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $55.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                    | EQM Midstream Partners LP                                                             | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44066.70     | 0.11%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                       | Encompass Health Corp                                                                 | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    137000 | PA      | $120305.46    | 0.29%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                    | Pattern Energy Operations LP / Pattern Energy Operations Inc                          | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $80697.10     | 0.19%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                              | Bombardier Inc                                                                        | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     82000 | PA      | $81205.75     | 0.19%             | 2025-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                        | Chart Industries Inc                                                                  | CUSIP: 000000000<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110581.90    | 0.26%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

**Name of Applicant:** DEUTSCHE DWS VARIABLE SERIES II

**Signature:** Diane Kenneally

**Name of Signer:** Diane Kenneally

**Title:** Treasurer and Chief Financial Officer