# EDGAR Filing Document

**Accession Number:** 0001491978
**File Stem:** 0002071691-26-014805
**Filing Date:** 2026-6
**Character Count:** 462118
**Document Hash:** 13c12a13cea3507c1558a48a54f81805
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-014805.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0002071691-26-014805

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FLEXSHARES TRUST
- **CENTRAL INDEX KEY:** 0001491978

**ORGANIZATION NAME:**
- **EIN:** 272560399
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22555
- **FILM NUMBER:** 261119252

**BUSINESS ADDRESS:**
- **STREET 1:** 50 SOUTH LASALLE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603
- **BUSINESS PHONE:** (855) 353-9383

**MAIL ADDRESS:**
- **STREET 1:** 50 SOUTH LASALLE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FlexShares Trust
- **DATE OF NAME CHANGE:** 20110414

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NT ETF Trust
- **DATE OF NAME CHANGE:** 20100513

## Series and Classes Contracts Data

### FlexShares High Yield Value-Scored Bond Index Fund (Series ID: S000062125)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000201101 | FlexShares High Yield Value-Scored Bond Index Fund | HYGV            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** FlexShares Trust

- **b. Investment Company Act file number:** 811-22555

- **c. CIK number of Registrant:** 0001491978

- **d. LEI of Registrant:** 5493007FU2RQX77I4604

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

  - **Street Address 1:** 50 South LaSalle Street

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60603

  - **Telephone number:** 855-353-9383

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

- **a. Name of Series:** FlexShares High Yield Value - Scored Bond Index Fund

- **b. EDGAR series identifier (if any):** S000062125

- **c. LEI of Series:** 549300B4LW8BWJ0FRG92

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1328431859.60

**Total Liabilities:** $217768386.22

**Net Assets:** $1110663473.38

**Cash Not Reported:** $667746.87

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 14.00000000 | **1-Year:** 32494.00000000 | **5-Year:** 231741.00000000 | **10-Year:** 45433.00000000 | **30-Year:** 13003.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000201101 | 0.01%                | -1.29%               | 1.95%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1182220.16             | $-4866199.87                               |
| Month 2  | $-1155320.98             | $-20908884.17                              |
| Month 3  | $-1678625.01             | $16599077.82                               |

**Designated Index Information**

- **Index Name:** Northern Trust High Yield Value-Scored US Corporate Bond Index

- **Index Identifier:** NTUHYVSCB

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Global Auto Holdings Ltd.                                    | Global Auto Holdings Ltd.                                                                                   | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    900000 | PA      | $854694.00    | 0.08%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Global Auto Holdings Ltd.                                    | Global Auto Holdings Ltd.                                                                                   | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    750000 | PA      | $689936.40    | 0.06%             | 2032-01-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Global Auto Holdings Ltd.                                    | Global Auto Holdings Ltd.                                                                                   | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1015480.00   | 0.09%             | 2029-08-15      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: —       |
| ACCO Brands Corp.                                            | ACCO Brands Corp.                                                                                           | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |   3660000 | PA      | $3268343.40   | 0.29%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| ADT Security Corp. (The)                                     | ADT Security Corp. (The)                                                                                    | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    635000 | PA      | $610687.46    | 0.05%             | 2029-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: —       |
| ADT Security Corp. (The)                                     | ADT Security Corp. (The)                                                                                    | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    750000 | PA      | $738860.48    | 0.07%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| AMC Global Media, Inc.                                       | AMC Global Media, Inc.                                                                                      | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $1958336.27   | 0.18%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC Global Media, Inc.                                       | AMC Global Media, Inc.                                                                                      | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   4132000 | PA      | $4259551.04   | 0.38%             | 2032-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| AMN Healthcare, Inc.                                         | AMN Healthcare, Inc.                                                                                        | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448418.12    | 0.04%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Angi Group LLC                                               | Angi Group LLC                                                                                              | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $526125.00    | 0.05%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| APi Group DE, Inc.                                           | APi Group DE, Inc.                                                                                          | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269471.78    | 0.02%             | 2029-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| APi Group DE, Inc.                                           | APi Group DE, Inc.                                                                                          | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    600000 | PA      | $584737.92    | 0.05%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC                                  | APH Somerset Investor 2 LLC                                                                                 | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1694262.50   | 0.15%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| Everforth, Inc.                                              | Everforth, Inc.                                                                                             | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    490000 | PA      | $458022.45    | 0.04%             | 2028-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| ASP Unifrax Holdings, Inc.                                   | ASP Unifrax Holdings, Inc.                                                                                  | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |   3037135 | PA      | $7592.84      | 0.00%             | 2029-09-30      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                  | Acadia Healthcare Co., Inc.                                                                                 | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218887.55    | 0.02%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Acrisure LLC                                                 | Acrisure LLC                                                                                                | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $329514.78    | 0.03%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| Adams Homes, Inc.                                            | Adams Homes, Inc.                                                                                           | CUSIP: 00623PAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $485838.53    | 0.04%             | 2028-10-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Adapthealth LLC                                              | Adapthealth LLC                                                                                             | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $324938.45    | 0.03%             | 2028-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| Adapthealth LLC                                              | Adapthealth LLC                                                                                             | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $242083.95    | 0.02%             | 2029-08-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Adapthealth LLC                                              | Adapthealth LLC                                                                                             | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1342051.52   | 0.12%             | 2030-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                  | Adient Global Holdings Ltd.                                                                                 | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      5000 | PA      | $5215.68      | 0.00%             | 2031-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                  | Adient Global Holdings Ltd.                                                                                 | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |   1780000 | PA      | $1820840.32   | 0.16%             | 2033-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Advance Auto Parts, Inc.                                     | Advance Auto Parts, Inc.                                                                                    | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175367.92    | 0.02%             | 2030-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Advance Auto Parts, Inc.                                     | Advance Auto Parts, Inc.                                                                                    | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206366.00    | 0.02%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| AECOM                                                        | AECOM                                                                                                       | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6048.98      | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Affinity Interactive                                         | Affinity Interactive                                                                                        | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $420597.05    | 0.04%             | 2027-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                        | Albertsons Cos., Inc.                                                                                       | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $753728.82    | 0.07%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| Albertsons Cos., Inc.                                        | Albertsons Cos., Inc.                                                                                       | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1606882.56   | 0.14%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                        | Albertsons Cos., Inc.                                                                                       | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $354154.50    | 0.03%             | 2028-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                        | Albertsons Cos., Inc.                                                                                       | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $958428.40    | 0.09%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Albertsons Cos., Inc.                                        | Albertsons Cos., Inc.                                                                                       | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1085472.01   | 0.10%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Albion Financing 1 SARL                                      | Albion Financing 1 Sarl                                                                                     | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1400000 | PA      | $1446200.00   | 0.13%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Allen Media LLC                                              | Allen Media LLC                                                                                             | CUSIP: 01771YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1830000 | PA      | $713700.00    | 0.06%             | 2028-02-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                               | Bread Financial Holdings, Inc.                                                                              | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $419456.80    | 0.04%             | 2035-06-15      | Floating      | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Alliance Resource Operating Partners LP                      | Alliance Resource Operating Partners LP                                                                     | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2384000 | PA      | $2489959.26   | 0.22%             | 2029-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                            | Alliant Holdings Intermediate LLC                                                                           | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $306177.90    | 0.03%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                  | Allied Universal Holdco LLC                                                                                 | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $272872.45    | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Allied Universal Holdco LLC                                  | Allied Universal Holdco LLC                                                                                 | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    590000 | PA      | $618834.48    | 0.06%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| Allied Universal Holdco LLC                                  | Allied Universal Holdco LLC                                                                                 | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $359814.08    | 0.03%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Allison Transmission, Inc.                                   | Allison Transmission, Inc.                                                                                  | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   1563000 | PA      | $1468613.56   | 0.13%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| Ally Financial, Inc.                                         | Ally Financial, Inc.                                                                                        | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1260440.28   | 0.11%             | 2040-01-17      | Variable      | 6.65%                 | No            |                  2 | On Loan: —       |
| Altice France SA                                             | Altice France SA                                                                                            | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    444355 | PA      | $453617.58    | 0.04%             | 2029-11-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| Altice France SA                                             | Altice France SA                                                                                            | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1450000 | PA      | $1426127.49   | 0.13%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                             | Altice France SA                                                                                            | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2125366 | PA      | $2090636.24   | 0.19%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Altice France Lux 3/Altice Holdings 1                        | Altice France Lux 3/Altice Holdings 1                                                                       | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    700000 | PA      | $692389.45    | 0.06%             | 2033-01-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Alta Equipment Group, Inc.                                   | Alta Equipment Group, Inc.                                                                                  | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1006539.75   | 0.09%             | 2029-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| AltaGas Ltd.                                                 | AltaGas Ltd.                                                                                                | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |   1930000 | PA      | $2005148.41   | 0.18%             | 2054-10-15      | Variable      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Altice Financing SA                                          | Altice Financing SA                                                                                         | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   2355000 | PA      | $1753975.03   | 0.16%             | 2028-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Altice Financing SA                                          | Altice Financing SA                                                                                         | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1680000 | PA      | $1236660.10   | 0.11%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Alteryx, Inc.                                                | Alteryx, Inc.                                                                                               | CUSIP: 02156BAG8<br>LEI: 549300XWZG0JHL7I0827 | Long             | DBT              | CORP              | US        |    450000 | PA      | $475875.00    | 0.04%             | 2028-03-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                          | American Axle & Manufacturing, Inc.                                                                         | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18020.70     | 0.00%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| American Axle & Manufacturing, Inc.                          | American Axle & Manufacturing, Inc.                                                                         | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1010558.87   | 0.09%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                          | American Axle & Manufacturing, Inc.                                                                         | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4881.64      | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.             | American Builders & Contractors Supply Co., Inc.                                                            | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    535000 | PA      | $528411.15    | 0.05%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| AmeriGas Partners LP                                         | AmeriGas Partners LP                                                                                        | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1065078.46   | 0.10%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| AmeriGas Partners LP                                         | AmeriGas Partners LP                                                                                        | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4519000 | PA      | $4636272.57   | 0.42%             | 2028-06-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| AmeriGas Partners LP                                         | AmeriGas Partners LP                                                                                        | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4590000 | PA      | $4901036.76   | 0.44%             | 2030-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| AmWINS Group, Inc.                                           | AmWINS Group, Inc.                                                                                          | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    290000 | PA      | $280458.94    | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                 | Antero Midstream Partners LP                                                                                | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1509796.45   | 0.14%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                 | Antero Midstream Partners LP                                                                                | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1230561.60   | 0.11%             | 2032-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| Apollo Commercial Real Estate Finance, Inc.                  | Apollo Commercial Real Estate Finance, Inc.                                                                 | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |    380000 | PA      | $379914.61    | 0.03%             | 2029-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Aptiv Swiss Holdings Ltd.                                    | Aptiv Swiss Holdings Ltd.                                                                                   | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    900000 | PA      | $922655.06    | 0.08%             | 2054-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: —       |
| Arches Buyer, Inc.                                           | Arches Buyer, Inc.                                                                                          | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293597.10    | 0.03%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| Arches Buyer, Inc.                                           | Arches Buyer, Inc.                                                                                          | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    390000 | PA      | $379174.46    | 0.03%             | 2028-12-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Arcosa, Inc.                                                 | Arcosa, Inc.                                                                                                | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    710000 | PA      | $692561.55    | 0.06%             | 2029-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| Ardonagh Finco Ltd.                                          | Ardonagh Finco Ltd.                                                                                         | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   1010000 | PA      | $1031090.32   | 0.09%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Ardonagh Group Finance Ltd.                                  | Ardonagh Group Finance Ltd.                                                                                 | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |   1220000 | PA      | $1214248.07   | 0.11%             | 2032-02-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: —       |
| Aretec Group, Inc.                                           | Aretec Group, Inc.                                                                                          | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100124.92    | 0.01%             | 2029-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Aretec Group, Inc.                                           | Aretec Group, Inc.                                                                                          | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    858000 | PA      | $908712.95    | 0.08%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: —       |
| Arko Corp.                                                   | Arko Corp.                                                                                                  | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1099556.84   | 0.10%             | 2029-11-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| Arsenal AIC Parent LLC                                       | Arsenal AIC Parent LLC                                                                                      | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    735000 | PA      | $768400.61    | 0.07%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                       | Arsenal AIC Parent LLC                                                                                      | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    810000 | PA      | $876266.10    | 0.08%             | 2031-10-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| Artera Services LLC                                          | Artera Services LLC                                                                                         | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    870000 | PA      | $749252.35    | 0.07%             | 2031-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Asbury Automotive Group, Inc.                                | Asbury Automotive Group, Inc.                                                                               | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     99000 | PA      | $94934.07     | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ashland, Inc.                                                | Ashland, Inc.                                                                                               | CUSIP: 044209AM6<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    415000 | PA      | $409290.60    | 0.04%             | 2043-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ashland, Inc.                                                | Ashland, Inc.                                                                                               | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    697000 | PA      | $621726.71    | 0.06%             | 2031-09-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: —       |
| Ashton Woods USA LLC                                         | Ashton Woods USA LLC                                                                                        | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $143575.13    | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                         | Ashton Woods USA LLC                                                                                        | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $499850.66    | 0.05%             | 2030-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Ashton Woods USA LLC                                         | Ashton Woods USA LLC                                                                                        | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $284542.95    | 0.03%             | 2033-08-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Asurion LLC                                                  | Asurion LLC                                                                                                 | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1963827.32   | 0.18%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                                  | Asurion LLC                                                                                                 | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    760000 | PA      | $749822.00    | 0.07%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Assurant, Inc.                                               | Assurant, Inc.                                                                                              | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141808.58    | 0.01%             | 2048-03-27      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Atkore, Inc.                                                 | Atkore, Inc.                                                                                                | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95371.29     | 0.01%             | 2031-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                  | Allied Universal Holdco LLC                                                                                 | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $256112.27    | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                        | Avantor Funding, Inc.                                                                                       | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197118.18    | 0.02%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                   | Avis Budget Car Rental LLC                                                                                  | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    581000 | PA      | $584119.39    | 0.05%             | 2032-06-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Axon Enterprise, Inc.                                        | Axon Enterprise, Inc.                                                                                       | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    595000 | PA      | $608396.95    | 0.05%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                          | Azorra Finance Ltd.                                                                                         | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1035935.00   | 0.09%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                          | Azorra Finance Ltd.                                                                                         | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $102433.50    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| B&G Foods, Inc.                                              | B&G Foods, Inc.                                                                                             | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1475284.14   | 0.13%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                          | LBM Acquisition LLC                                                                                         | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    850000 | PA      | $589050.71    | 0.05%             | 2029-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| BWX Technologies, Inc.                                       | BWX Technologies, Inc.                                                                                      | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1136303.90   | 0.10%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                       | BWX Technologies, Inc.                                                                                      | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3885.99      | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BKV Upstream Midstream LLC                                   | BKV Upstream Midstream LLC                                                                                  | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2580044.04   | 0.23%             | 2030-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC                         | Baldwin Insurance Group Holdings LLC                                                                        | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1311164.19   | 0.12%             | 2031-05-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: —       |
| Banijay Entertainment SAS                                    | Banijay Entertainment SAS                                                                                   | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |   1570000 | PA      | $1620508.47   | 0.15%             | 2029-05-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: —       |
| Bausch Health Cos., Inc.                                     | Bausch Health Cos., Inc.                                                                                    | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2348325.00   | 0.21%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer, Inc. | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer, Inc.                                                | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1120000 | PA      | $976880.46    | 0.09%             | 2032-07-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| Beach Acquisition Bidco LLC                                  | Beach Acquisition Bidco LLC                                                                                 | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |   1908097 | PA      | $2098923.87   | 0.19%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Beazer Homes USA, Inc.                                       | Beazer Homes USA, Inc.                                                                                      | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506490.00    | 0.05%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Beazer Homes USA, Inc.                                       | Beazer Homes USA, Inc.                                                                                      | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597519.71    | 0.05%             | 2031-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                  | Bell Canada                                                                                                 | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1141526.10   | 0.10%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| BellRing Brands, Inc.                                        | BellRing Brands, Inc.                                                                                       | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |   4580000 | PA      | $4650967.83   | 0.42%             | 2030-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Belo Corp.                                                   | Belo Corp.                                                                                                  | CUSIP: 080555AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1277265.42   | 0.12%             | 2027-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                        | Belron UK Finance plc                                                                                       | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |   3056000 | PA      | $3086686.49   | 0.28%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| BioMarin Pharmaceutical, Inc.                                | BioMarin Pharmaceutical, Inc.                                                                               | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1539100.87   | 0.14%             | 2034-02-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Blackstone Mortgage Trust, Inc.                              | Blackstone Mortgage Trust, Inc.                                                                             | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    385000 | PA      | $379302.46    | 0.03%             | 2027-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                              | Blackstone Mortgage Trust, Inc.                                                                             | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1325923.75   | 0.12%             | 2029-12-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BlackRock TCP Capital Corp.                                  | BlackRock TCP Capital Corp.                                                                                 | CUSIP: 09259EAC2<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1226034.74   | 0.11%             | 2029-05-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Brightline East LLC                                          | Brightline East LLC                                                                                         | CUSIP: 093536AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3050000 | PA      | $274853.22    | 0.02%             | 2030-01-31      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: —       |
| Block Communications, Inc.                                   | Block Communications, Inc.                                                                                  | CUSIP: 093645AK5<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1055489.41   | 0.10%             | 2031-03-01      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                     | Blue Racer Midstream LLC                                                                                    | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $807865.50    | 0.07%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Blue Racer Midstream LLC                                     | Blue Racer Midstream LLC                                                                                    | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2756357.56   | 0.25%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BlueLinx Holdings, Inc.                                      | BlueLinx Holdings, Inc.                                                                                     | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |    565000 | PA      | $548711.84    | 0.05%             | 2029-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Boise Cascade Co.                                            | Boise Cascade Co.                                                                                           | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |    990000 | PA      | $974081.59    | 0.09%             | 2030-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Borr IHC Ltd.                                                | Borr IHC Ltd.                                                                                               | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    964635 | PA      | $1007752.96   | 0.09%             | 2028-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: —       |
| Boyd Gaming Corp.                                            | Boyd Gaming Corp.                                                                                           | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1826355.63   | 0.16%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Boyne USA, Inc.                                              | Boyne USA, Inc.                                                                                             | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $351925.63    | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Brand Industrial Services, Inc.                              | Brand Industrial Services, Inc.                                                                             | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2301525.00   | 0.21%             | 2030-08-01      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: —       |
| Brandywine Operating Partnership LP                          | Brandywine Operating Partnership LP                                                                         | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1339511.33   | 0.12%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                          | Brandywine Operating Partnership LP                                                                         | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    600000 | PA      | $585470.90    | 0.05%             | 2027-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                          | Brandywine Operating Partnership LP                                                                         | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1046594.00   | 0.09%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Brandywine Operating Partnership LP                          | Brandywine Operating Partnership LP                                                                         | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1833450.63   | 0.17%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Breakwater Energy Holdings Sarl                              | Breakwater Energy Holdings Sarl                                                                             | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $1277982.00   | 0.12%             | 2030-11-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Brinker International, Inc.                                  | Brinker International, Inc.                                                                                 | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1347164.28   | 0.12%             | 2030-07-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Brink's Co. (The)                                            | Brink's Co. (The)                                                                                           | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102307.60    | 0.01%             | 2029-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Brookfield Residential Properties, Inc.                      | Brookfield Residential Properties, Inc.                                                                     | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    710000 | PA      | $710169.69    | 0.06%             | 2027-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                      | Brookfield Residential Properties, Inc.                                                                     | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    510000 | PA      | $478140.91    | 0.04%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| Brookfield Residential Properties, Inc.                      | Brookfield Residential Properties, Inc.                                                                     | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     65000 | PA      | $62606.38     | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| Brookfield Property REIT, Inc.                               | Brookfield Property REIT, Inc.                                                                              | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $391483.87    | 0.04%             | 2027-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Buckeye Partners LP                                          | Buckeye Partners LP                                                                                         | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250689.12    | 0.02%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Buckeye Partners LP                                          | Buckeye Partners LP                                                                                         | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    305000 | PA      | $302189.88    | 0.03%             | 2028-03-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Buckeye Partners LP                                          | Buckeye Partners LP                                                                                         | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    310000 | PA      | $320077.17    | 0.03%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Builders FirstSource, Inc.                                   | Builders FirstSource, Inc.                                                                                  | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1555213.66   | 0.14%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Burford Capital Global Finance LLC                           | Burford Capital Global Finance LLC                                                                          | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1327168.70   | 0.12%             | 2030-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Burford Capital Global Finance LLC                           | Burford Capital Global Finance LLC                                                                          | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1182687.50   | 0.11%             | 2031-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: —       |
| Burford Capital Global Finance LLC                           | Burford Capital Global Finance LLC                                                                          | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    255000 | PA      | $209573.03    | 0.02%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Burford Capital Global Finance LLC                           | Burford Capital Global Finance LLC                                                                          | CUSIP: 12116LAJ8<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    165000 | PA      | $139425.00    | 0.01%             | 2034-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| C&S Group Enterprises LLC                                    | C&S Group Enterprises LLC                                                                                   | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $265843.78    | 0.02%             | 2028-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                             | CCO Holdings LLC                                                                                            | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4994.48      | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                             | CCO Holdings LLC                                                                                            | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1269179.27   | 0.11%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| CCO Holdings LLC                                             | CCO Holdings LLC                                                                                            | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2549930.09   | 0.23%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| CCO Holdings LLC                                             | CCO Holdings LLC                                                                                            | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2672372.07   | 0.24%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| CCO Holdings LLC                                             | CCO Holdings LLC                                                                                            | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3420000 | PA      | $3106256.86   | 0.28%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| CCO Holdings LLC                                             | CCO Holdings LLC                                                                                            | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1181270.28   | 0.11%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| CCO Holdings LLC                                             | CCO Holdings LLC                                                                                            | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2957000 | PA      | $2596712.02   | 0.23%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CCO Holdings LLC                                             | CCO Holdings LLC                                                                                            | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1073607.04   | 0.10%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| CCO Holdings LLC                                             | CCO Holdings LLC                                                                                            | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1781905.70   | 0.16%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| CCO Holdings LLC                                             | CCO Holdings LLC                                                                                            | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1532662.26   | 0.14%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                             | CCO Holdings LLC                                                                                            | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    682000 | PA      | $690335.40    | 0.06%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| CCO Holdings LLC                                             | CCO Holdings LLC                                                                                            | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1744747.87   | 0.16%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| CCO Holdings LLC                                             | CCO Holdings LLC                                                                                            | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $970555.52    | 0.09%             | 2036-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| Churchill Downs, Inc.                                        | Churchill Downs, Inc.                                                                                       | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2013404.50   | 0.18%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| CD&R Smokey Buyer, Inc.                                      | CD&R Smokey Buyer, Inc.                                                                                     | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1426768.72   | 0.13%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| Viridien                                                     | Viridien                                                                                                    | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    567000 | PA      | $608897.90    | 0.05%             | 2030-10-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: —       |
| Community Health Systems, Inc.                               | Community Health Systems, Inc.                                                                              | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    825000 | PA      | $811673.94    | 0.07%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Community Health Systems, Inc.                               | Community Health Systems, Inc.                                                                              | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $2712857.69   | 0.24%             | 2030-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                               | Community Health Systems, Inc.                                                                              | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47211.80     | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Community Health Systems, Inc.                               | Community Health Systems, Inc.                                                                              | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   3669000 | PA      | $3940465.64   | 0.35%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: —       |
| Community Health Systems, Inc.                               | Community Health Systems, Inc.                                                                              | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2743551.24   | 0.25%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| CHC Group LLC                                                | CHC Group LLC                                                                                               | CUSIP: 12550EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    515000 | PA      | $465364.30    | 0.04%             | 2030-09-01      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: —       |
| CMG Media Corp.                                              | CMG Media Corp.                                                                                             | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $721879.78    | 0.06%             | 2029-06-18      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: —       |
| CP Atlas Buyer, Inc.                                         | CP Atlas Buyer, Inc.                                                                                        | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $929681.47    | 0.08%             | 2030-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: —       |
| CP Atlas Buyer, Inc.                                         | CP Atlas Buyer, Inc.                                                                                        | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |   1386009 | PA      | $1025757.26   | 0.09%             | 2031-01-15      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CPI CG, Inc.                                                 | CPI CG, Inc.                                                                                                | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |    744000 | PA      | $781834.26    | 0.07%             | 2029-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                             | CSC Holdings LLC                                                                                            | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54830.40     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| CSC Holdings LLC                                             | CSC Holdings LLC                                                                                            | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1224384.64   | 0.11%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| CSC Holdings LLC                                             | CSC Holdings LLC                                                                                            | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    950000 | PA      | $591420.03    | 0.05%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                             | CSC Holdings LLC                                                                                            | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $116249.38    | 0.01%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                             | CSC Holdings LLC                                                                                            | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1195535.71   | 0.11%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                             | CSC Holdings LLC                                                                                            | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    800000 | PA      | $572869.52    | 0.05%             | 2029-01-31      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: —       |
| CNX Resources Corp.                                          | CNX Resources Corp.                                                                                         | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    935000 | PA      | $974118.19    | 0.09%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| CNX Resources Corp.                                          | CNX Resources Corp.                                                                                         | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    355000 | PA      | $352154.82    | 0.03%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CNX Midstream Partners LP                                    | CNX Midstream Partners LP                                                                                   | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1287053.24   | 0.12%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| CQP Holdco LP                                                | CQP Holdco LP                                                                                               | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1521229.86   | 0.14%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CQP Holdco LP                                                | CQP Holdco LP                                                                                               | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $478455.75    | 0.04%             | 2033-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CVR Energy, Inc.                                             | CVR Energy, Inc.                                                                                            | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    288000 | PA      | $286988.00    | 0.03%             | 2028-02-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CVR Partners LP                                              | CVR Partners LP                                                                                             | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3630000 | PA      | $3627550.51   | 0.33%             | 2028-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp.                                             | CVS Health Corp.                                                                                            | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1481517.18   | 0.13%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: —       |
| CVS Health Corp.                                             | CVS Health Corp.                                                                                            | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    540000 | PA      | $560259.34    | 0.05%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| Cable One, Inc.                                              | Cable One, Inc.                                                                                             | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   2452573 | PA      | $1710176.21   | 0.15%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Caesars Entertainment, Inc.                                  | Caesars Entertainment, Inc.                                                                                 | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    375000 | PA      | $380701.35    | 0.03%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Caesars Entertainment, Inc.                                  | Caesars Entertainment, Inc.                                                                                 | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   8290000 | PA      | $7429768.09   | 0.67%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Calderys Financing II LLC                                    | Calderys Financing II LLC                                                                                   | CUSIP: 12878AAA9<br>LEI: 254900CB1N9CREDQAK86 | Long             | DBT              | CORP              | US        |    265624 | PA      | $269474.22    | 0.02%             | 2028-06-01      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| California Buyer Ltd.                                        | California Buyer Ltd.                                                                                       | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    580000 | PA      | $576476.85    | 0.05%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| California Resources Corp.                                   | California Resources Corp.                                                                                  | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3128.22      | 0.00%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corp.                                   | California Resources Corp.                                                                                  | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |   4389000 | PA      | $4478671.66   | 0.40%             | 2034-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Calumet Specialty Products Partners LP                       | Calumet Specialty Products Partners LP                                                                      | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1133000.00   | 0.10%             | 2028-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Calumet Specialty Products Partners LP                       | Calumet Specialty Products Partners LP                                                                      | CUSIP: 131477BA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4760000 | PA      | $5044181.52   | 0.45%             | 2031-02-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Capstone Borrower, Inc.                                      | Capstone Borrower, Inc.                                                                                     | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1181676.04   | 0.11%             | 2030-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Carriage Services, Inc.                                      | Carriage Services, Inc.                                                                                     | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1190809.49   | 0.11%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                   | Carpenter Technology Corp.                                                                                  | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290174.58    | 0.03%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| Cars.com, Inc.                                               | Cars.com, Inc.                                                                                              | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |    316000 | PA      | $310661.18    | 0.03%             | 2028-11-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Carvana Co.                                                  | Carvana Co.                                                                                                 | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   7971444 | PA      | $8818383.75   | 0.79%             | 2031-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| Carvana Co.                                                  | Carvana Co.                                                                                                 | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   6090000 | PA      | $6335145.46   | 0.57%             | 2030-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| Cascades, Inc.                                               | Cascades, Inc.                                                                                              | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1228058.25   | 0.11%             | 2028-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Cascades, Inc.                                               | Cascades, Inc.                                                                                              | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2009701.00   | 0.18%             | 2030-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Caturus Energy LLC                                           | Caturus Energy LLC                                                                                          | CUSIP: 149482AA9<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    385000 | PA      | $386061.78    | 0.03%             | 2031-05-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                | Six Flags Entertainment Corp.                                                                               | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $762133.32    | 0.07%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                     | Central Garden & Pet Co.                                                                                    | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    205000 | PA      | $193606.28    | 0.02%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Central Garden & Pet Co.                                     | Central Garden & Pet Co.                                                                                    | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    550000 | PA      | $515940.98    | 0.05%             | 2031-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: —       |
| Central Parent, Inc.                                         | Central Parent, Inc.                                                                                        | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $472725.00    | 0.04%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Century Communities, Inc.                                    | Century Communities, Inc.                                                                                   | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    850000 | PA      | $804929.86    | 0.07%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Century Communities, Inc.                                    | Century Communities, Inc.                                                                                   | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198995.80    | 0.02%             | 2033-09-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                     | Lumen Technologies, Inc., Series P                                                                          | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96250.00     | 0.01%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Cerdia Finanz GmbH                                           | Cerdia Finanz GmbH                                                                                          | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |   1833000 | PA      | $1755097.50   | 0.16%             | 2031-10-03      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Champion Iron Canada, Inc.                                   | Champion Iron Canada, Inc.                                                                                  | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3190000 | PA      | $3343445.38   | 0.30%             | 2032-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| Champions Financing, Inc.                                    | Champions Financing, Inc.                                                                                   | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |    885000 | PA      | $861206.95    | 0.08%             | 2029-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Charles River Laboratories International, Inc.               | Charles River Laboratories International, Inc.                                                              | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186577.15    | 0.02%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| Charles River Laboratories International, Inc.               | Charles River Laboratories International, Inc.                                                              | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4781.34      | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.               | Charles River Laboratories International, Inc.                                                              | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    190000 | PA      | $177390.65    | 0.02%             | 2031-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co. (The)                                           | Chemours Co. (The)                                                                                          | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1736129.56   | 0.16%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Chemours Co. (The)                                           | Chemours Co. (The)                                                                                          | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    442000 | PA      | $455564.98    | 0.04%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co. (The)                                           | Chemours Co. (The)                                                                                          | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   4080000 | PA      | $4172285.52   | 0.38%             | 2034-03-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                        | Churchill Downs, Inc.                                                                                       | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4956.42      | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                        | Churchill Downs, Inc.                                                                                       | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168764.81    | 0.02%             | 2031-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Cimpress plc                                                 | Cimpress plc                                                                                                | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |   2430000 | PA      | $2460836.70   | 0.22%             | 2032-09-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| Cinemark USA, Inc.                                           | Cinemark USA, Inc.                                                                                          | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1021042.37   | 0.09%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Cinemark USA, Inc.                                           | Cinemark USA, Inc.                                                                                          | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196359.30    | 0.02%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| SM Energy Co.                                                | SM Energy Co.                                                                                               | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1914541.80   | 0.17%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| SM Energy Co.                                                | SM Energy Co.                                                                                               | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    565000 | PA      | $597642.88    | 0.05%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: —       |
| SM Energy Co.                                                | SM Energy Co.                                                                                               | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1314850.40   | 0.12%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: —       |
| Clarivate Science Holdings Corp.                             | Clarivate Science Holdings Corp.                                                                            | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1478267.86   | 0.13%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| Clean Harbors, Inc.                                          | Clean Harbors, Inc.                                                                                         | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1256906.43   | 0.11%             | 2031-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| Clean Harbors, Inc.                                          | Clean Harbors, Inc.                                                                                         | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353249.75    | 0.03%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                   | Cloud Software Group, Inc.                                                                                  | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1836125.21   | 0.17%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                        | Clydesdale Acquisition Holdings, Inc.                                                                       | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    665000 | PA      | $654540.68    | 0.06%             | 2029-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| Clydesdale Acquisition Holdings, Inc.                        | Clydesdale Acquisition Holdings, Inc.                                                                       | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    999000 | PA      | $906418.82    | 0.08%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Clydesdale Acquisition Holdings, Inc.                        | Clydesdale Acquisition Holdings, Inc.                                                                       | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    824000 | PA      | $775233.32    | 0.07%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Cobra AcquisitionCo LLC                                      | Cobra Acquisition Co. LLC                                                                                   | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $104924.41    | 0.01%             | 2029-11-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Coeur Mining, Inc.                                           | Coeur Mining, Inc.                                                                                          | CUSIP: 192120AA1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103062.50    | 0.01%             | 2032-04-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                        | Coinbase Global, Inc.                                                                                       | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    804000 | PA      | $770893.53    | 0.07%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                        | Coinbase Global, Inc.                                                                                       | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1222740.52   | 0.11%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Commercial Metals Co.                                        | Commercial Metals Co.                                                                                       | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    790000 | PA      | $789218.53    | 0.07%             | 2035-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Compass Minerals International, Inc.                         | Compass Minerals International, Inc.                                                                        | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313161.90    | 0.03%             | 2030-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                       | Compass Group Diversified Holdings LLC                                                                      | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    852111 | PA      | $806387.66    | 0.07%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Comstock Resources, Inc.                                     | Comstock Resources, Inc.                                                                                    | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2739032.15   | 0.25%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                     | Comstock Resources, Inc.                                                                                    | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6199315.84   | 0.56%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| Comstock Resources, Inc.                                     | Comstock Resources, Inc.                                                                                    | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   4560000 | PA      | $4544651.50   | 0.41%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Conduent Business Services LLC                               | Conduent Business Services LLC                                                                              | CUSIP: 20679LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $487069.18    | 0.04%             | 2029-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Connect Holding II LLC                                       | Connect Holding II LLC                                                                                      | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3322049.01   | 0.30%             | 2031-04-03      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Consensus Cloud Solutions, Inc.                              | Consensus Cloud Solutions, Inc.                                                                             | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $461042.39    | 0.04%             | 2028-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                               | Consolidated Energy Finance SA                                                                              | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |   1030000 | PA      | $978500.00    | 0.09%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                               | Consolidated Energy Finance SA                                                                              | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |   1120000 | PA      | $1148000.00   | 0.10%             | 2031-02-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: —       |
| CoreLogic, Inc.                                              | CoreLogic, Inc.                                                                                             | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    725000 | PA      | $704961.33    | 0.06%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CoreCivic, Inc.                                              | CoreCivic, Inc.                                                                                             | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218402.07    | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Coronado Finance Pty. Ltd.                                   | Coronado Finance Pty. Ltd.                                                                                  | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $541016.84    | 0.05%             | 2029-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Reworld Holding Corp.                                        | Reworld Holding Corp.                                                                                       | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    440000 | PA      | $420532.16    | 0.04%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Crane NXT Co.                                                | Crane NXT Co.                                                                                               | CUSIP: 224399AP0<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408342.40    | 0.04%             | 2036-11-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Crane NXT Co.                                                | Crane NXT Co.                                                                                               | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |    790000 | PA      | $515427.60    | 0.05%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp.                                      | Credit Acceptance Corp.                                                                                     | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $88638.68     | 0.01%             | 2028-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Corp.                                      | Credit Acceptance Corp.                                                                                     | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1544823.00   | 0.14%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| Crocs, Inc.                                                  | Crocs, Inc.                                                                                                 | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    550000 | PA      | $533946.49    | 0.05%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| Crocs, Inc.                                                  | Crocs, Inc.                                                                                                 | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1093378.91   | 0.10%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Crown Americas LLC                                           | Crown Americas LLC                                                                                          | CUSIP: 22819KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4986.19      | 0.00%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                          | Cushman & Wakefield US Borrower LLC                                                                         | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300024.95    | 0.03%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Dcli Bidco LLC                                               | Dcli Bidco LLC                                                                                              | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |   1242000 | PA      | $1275917.78   | 0.11%             | 2029-11-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| DaVita, Inc.                                                 | DaVita, Inc.                                                                                                | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   2318000 | PA      | $2243945.93   | 0.20%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| DaVita, Inc.                                                 | DaVita, Inc.                                                                                                | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1783000 | PA      | $1654068.77   | 0.15%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| Delek Logistics Partners LP                                  | Delek Logistics Partners LP                                                                                 | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1433000 | PA      | $1432835.92   | 0.13%             | 2028-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                  | Delek Logistics Partners LP                                                                                 | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $392176.63    | 0.04%             | 2033-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Deluxe Corp.                                                 | Deluxe Corp.                                                                                                | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2892726.98   | 0.26%             | 2029-06-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Deluxe Corp.                                                 | Deluxe Corp.                                                                                                | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1136685.79   | 0.10%             | 2029-09-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| DENTSPLY SIRONA, Inc.                                        | Dentsply Sirona, Inc.                                                                                       | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1789542.58   | 0.16%             | 2055-09-12      | Variable      | 8.38%                 | No            |                  2 | On Loan: —       |
| Dexko Global, Inc.                                           | Dexko Global, Inc.                                                                                          | CUSIP: 252142AB0<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | DBT              | CORP              | US        |    896100 | PA      | $806283.90    | 0.07%             | 2032-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Diamond Foreign Asset Co.                                    | Diamond Foreign Asset Co.                                                                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    396000 | PA      | $417591.50    | 0.04%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Diebold Nixdorf, Inc.                                        | Diebold Nixdorf, Inc.                                                                                       | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2111435.33   | 0.19%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV Holdings LLC                                         | Directv Financing LLC                                                                                       | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $189140.24    | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC                                        | Directv Financing LLC                                                                                       | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $132159.82    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: —       |
| Directv Financing LLC                                        | Directv Financing LLC                                                                                       | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1363041.90   | 0.12%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: —       |
| DISH DBS Corp.                                               | DISH DBS Corp.                                                                                              | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3259624.21   | 0.29%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                        | Directv Financing LLC                                                                                       | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $824962.32    | 0.07%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: —       |
| RR Donnelley & Sons Co.                                      | RR Donnelley & Sons Co.                                                                                     | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1589487.90   | 0.14%             | 2029-08-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                      | RR Donnelley & Sons Co.                                                                                     | CUSIP: 257867BK6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    650000 | PA      | $667815.85    | 0.06%             | 2029-08-01      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: —       |
| Dotdash Meredith, Inc.                                       | Dotdash Meredith, Inc.                                                                                      | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $3350837.70   | 0.30%             | 2032-06-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: —       |
| TD SECURITIES (USA) LLC                                      | Other Repurchase Agreement                                                                                  | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Long             | RA               | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| CF SECURED LLC                                               | Treasury Repurchase Agreement                                                                               | CUSIP: N/A<br>LEI: 254900OXTV81I73FAT50       | Long             | RA               | CORP              | US        | 153290032 | PA      | $153290031.75 | 13.80%            |  |  |  | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                    | Dream Finders Homes, Inc.                                                                                   | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1863254.53   | 0.17%             | 2030-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Dresdner Funding Trust I                                     | Dresdner Funding Trust I                                                                                    | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |    761000 | PA      | $823794.07    | 0.07%             | 2031-06-30      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                       | Dycom Industries, Inc.                                                                                      | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    348000 | PA      | $339906.60    | 0.03%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Dye & Durham Ltd.                                            | Dye & Durham Ltd.                                                                                           | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1260000 | PA      | $1099009.80   | 0.10%             | 2029-04-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: —       |
| Edgewell Personal Care Co.                                   | Edgewell Personal Care Co.                                                                                  | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    205000 | PA      | $195921.58    | 0.02%             | 2029-04-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                         | Edison International                                                                                        | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1846679.40   | 0.17%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Edison International                                         | Edison International                                                                                        | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206308.00    | 0.02%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Efesto Bidco SpA Efesto US LLC                               | Efesto Bidco SpA Efesto US LLC, Series XR                                                                   | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    230000 | PA      | $229049.92    | 0.02%             | 2032-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EG Global Finance plc                                        | EG Global Finance plc                                                                                       | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   1015000 | PA      | $1082740.09   | 0.10%             | 2028-11-30      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Elastic NV                                                   | Elastic NV                                                                                                  | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    395000 | PA      | $374926.97    | 0.03%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Eldorado Gold Corp.                                          | Eldorado Gold Corp.                                                                                         | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    791000 | PA      | $789324.82    | 0.07%             | 2029-09-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Element Solutions, Inc.                                      | Element Solutions, Inc.                                                                                     | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1033438.10   | 0.09%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Embecta Corp.                                                | Embecta Corp.                                                                                               | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2419125.72   | 0.22%             | 2030-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| Embecta Corp.                                                | Embecta Corp.                                                                                               | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    823000 | PA      | $769836.86    | 0.07%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Empire Communities Corp.                                     | Empire Communities Corp.                                                                                    | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |   1144000 | PA      | $1166016.28   | 0.10%             | 2029-05-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: —       |
| Encore Capital Group, Inc.                                   | Encore Capital Group, Inc.                                                                                  | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    220000 | PA      | $229900.00    | 0.02%             | 2029-04-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: —       |
| Encompass Health Corp.                                       | Encompass Health Corp.                                                                                      | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84340.99     | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                       | Encompass Health Corp.                                                                                      | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    965000 | PA      | $938529.76    | 0.08%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Energizer Holdings, Inc.                                     | Energizer Holdings, Inc.                                                                                    | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1573261.90   | 0.14%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                     | Energizer Holdings, Inc.                                                                                    | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1428527.38   | 0.13%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| Energy Transfer LP                                           | Energy Transfer LP                                                                                          | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1335633.60   | 0.12%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                           | Energy Transfer LP                                                                                          | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    655000 | PA      | $672506.19    | 0.06%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: —       |
| Energy Transfer LP                                           | Energy Transfer LP                                                                                          | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2145767.30   | 0.19%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| EnerSys                                                      | EnerSys                                                                                                     | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    810000 | PA      | $799519.25    | 0.07%             | 2027-12-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Enpro, Inc.                                                  | Enpro, Inc.                                                                                                 | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152867.10    | 0.01%             | 2033-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| EnQuest plc                                                  | EnQuest plc                                                                                                 | CUSIP: 29357JAC0<br>LEI: 2138008LJU6WFQWOXJ73 | Long             | DBT              | CORP              | GB        |   1380000 | PA      | $1420105.56   | 0.13%             | 2027-11-01      | Fixed         | 11.62%                | Yes           |                  2 | On Loan: No      |
| Enova International, Inc.                                    | Enova International, Inc.                                                                                   | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2787407.04   | 0.25%             | 2028-12-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| Enova International, Inc.                                    | Enova International, Inc.                                                                                   | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2393537.50   | 0.22%             | 2029-08-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: —       |
| EquipmentShare.com, Inc.                                     | EquipmentShare.com, Inc.                                                                                    | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1130050.96   | 0.10%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| EquipmentShare.com, Inc.                                     | EquipmentShare.com, Inc.                                                                                    | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    395000 | PA      | $418923.18    | 0.04%             | 2032-05-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Esab Corp.                                                   | Esab Corp.                                                                                                  | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2097340.56   | 0.19%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Esab Corp.                                                   | Esab Corp.                                                                                                  | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    355000 | PA      | $358269.13    | 0.03%             | 2031-04-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| EUSHI Finance, Inc.                                          | EUSHI Finance, Inc.                                                                                         | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3157669.45   | 0.28%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: —       |
| SK Invictus Intermediate II Sarl                             | SK Invictus Intermediate II Sarl                                                                            | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    320000 | PA      | $315327.87    | 0.03%             | 2029-10-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| EZCORP, Inc.                                                 | EZCORP, Inc.                                                                                                | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105716.00    | 0.01%             | 2032-04-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| FMC Corp.                                                    | FMC Corp.                                                                                                   | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    320000 | PA      | $289574.28    | 0.03%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| FMC Corp.                                                    | FMC Corp.                                                                                                   | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    620000 | PA      | $548025.38    | 0.05%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| FMC Corp.                                                    | FMC Corp.                                                                                                   | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $782025.88    | 0.07%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: —       |
| Fortescue Treasury Pty. Ltd.                                 | Fortescue Treasury Pty. Ltd.                                                                                | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      5000 | PA      | $4961.00      | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                 | Fortescue Treasury Pty. Ltd.                                                                                | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   4401000 | PA      | $4205323.13   | 0.38%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                 | Fortescue Treasury Pty. Ltd.                                                                                | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    762000 | PA      | $777499.38    | 0.07%             | 2030-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| Fortescue Treasury Pty. Ltd.                                 | Fortescue Treasury Pty. Ltd.                                                                                | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   5120000 | PA      | $5291411.97   | 0.48%             | 2032-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corp.                                             | Fair Isaac Corp.                                                                                            | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487467.65    | 0.04%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corp.                                             | Fair Isaac Corp.                                                                                            | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1863963.55   | 0.17%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corp.                                             | Fair Isaac Corp.                                                                                            | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167339.06    | 0.02%             | 2034-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                         | Federal National Mortgage Association Discount                                                              | CUSIP: 313589WF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGA              | US        |  16000000 | PA      | $15998404.48  | 1.44%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                   | Macy's Retail Holdings LLC                                                                                  | CUSIP: 314275AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $669849.10    | 0.06%             | 2037-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ferrellgas LP                                                | Ferrellgas LP                                                                                               | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1395890.21   | 0.13%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| Ferrellgas LP                                                | Ferrellgas LP                                                                                               | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $703237.36    | 0.06%             | 2031-01-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                   | Fertitta Entertainment LLC                                                                                  | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1020000 | PA      | $993020.08    | 0.09%             | 2029-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Fertitta Entertainment LLC                                   | Fertitta Entertainment LLC                                                                                  | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $673412.81    | 0.06%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| EF Holdco                                                    | EF Holdco                                                                                                   | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2742311.99   | 0.25%             | 2030-09-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| Fiesta Purchaser, Inc.                                       | Fiesta Purchaser, Inc.                                                                                      | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $609278.25    | 0.05%             | 2031-03-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                       | Fiesta Purchaser, Inc.                                                                                      | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $351618.14    | 0.03%             | 2032-09-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: —       |
| FirstCash, Inc.                                              | FirstCash, Inc.                                                                                             | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1104656.24   | 0.10%             | 2030-01-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                    | First Student Bidco, Inc.                                                                                   | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $707935.36    | 0.06%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| FirstCash, Inc.                                              | FirstCash, Inc.                                                                                             | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1622251.46   | 0.15%             | 2028-09-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FirstCash, Inc.                                              | FirstCash, Inc.                                                                                             | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    695000 | PA      | $712292.05    | 0.06%             | 2032-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Five Point Operating Co. LP                                  | Five Point Operating Co. LP                                                                                 | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2970000 | PA      | $3045473.64   | 0.27%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Flash Compute LLC                                            | Flash Compute LLC                                                                                           | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1091474.99   | 0.10%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Forestar Group, Inc.                                         | Forestar Group, Inc.                                                                                        | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    305000 | PA      | $302632.35    | 0.03%             | 2028-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| Forestar Group, Inc.                                         | Forestar Group, Inc.                                                                                        | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    335000 | PA      | $337027.76    | 0.03%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| FTAI Aviation Investors LLC                                  | FTAI Aviation Investors LLC                                                                                 | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    570000 | PA      | $569764.93    | 0.05%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                  | FTAI Aviation Investors LLC                                                                                 | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    780000 | PA      | $818981.28    | 0.07%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                  | FTAI Aviation Investors LLC                                                                                 | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517461.00    | 0.05%             | 2031-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Freedom Mortgage Corp.                                       | Freedom Mortgage Corp.                                                                                      | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    960000 | PA      | $959088.00    | 0.09%             | 2027-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                       | Freedom Mortgage Corp.                                                                                      | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    225000 | PA      | $244183.50    | 0.02%             | 2030-10-01      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                | Freedom Mortgage Holdings LLC                                                                               | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    320000 | PA      | $331444.48    | 0.03%             | 2031-05-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                | Freedom Mortgage Holdings LLC                                                                               | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    324000 | PA      | $328489.02    | 0.03%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| HB Fuller Co.                                                | HB Fuller Co.                                                                                               | CUSIP: 359694AB2<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    205000 | PA      | $203173.45    | 0.02%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| FXI Holdings, Inc.                                           | FXI Holdings, Inc.                                                                                          | CUSIP: 36120RAG4<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |     38000 | PA      | $31816.73     | 0.00%             | 2030-11-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: —       |
| FXI Holdings, Inc.                                           | FXI Holdings, Inc.                                                                                          | CUSIP: 36120RAJ8<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |    601997 | PA      | $270898.65    | 0.02%             | 2029-11-15      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| GEO Group, Inc. (The)                                        | GEO Group, Inc. (The)                                                                                       | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |   1451000 | PA      | $1509652.32   | 0.14%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GEO Group, Inc. (The)                                        | GEO Group, Inc. (The)                                                                                       | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $3182196.75   | 0.29%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| GCI LLC                                                      | GCI LLC                                                                                                     | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1306167.47   | 0.12%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| GFL Environmental, Inc.                                      | GFL Environmental, Inc.                                                                                     | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $48911.29     | 0.00%             | 2029-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| GGAM Finance Ltd.                                            | GGAM Finance Ltd.                                                                                           | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    485000 | PA      | $505171.64    | 0.05%             | 2028-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| GPD Cos., Inc.                                               | GPD Cos., Inc.                                                                                              | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353657 | PA      | $221035.63    | 0.02%             | 2029-12-31      | Fixed         | 10.12%                | Yes           |                  2 | On Loan: No      |
| GPS Hospitality Holding Co. LLC                              | GPS Hospitality Holding Co. LLC                                                                             | CUSIP: 36262BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1290000 | PA      | $625650.00    | 0.06%             | 2028-08-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental Holdings US, Inc.                          | GFL Environmental Holdings US, Inc.                                                                         | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $157388.59    | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Gap, Inc. (The)                                              | Gap, Inc. (The)                                                                                             | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    590000 | PA      | $556650.88    | 0.05%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Gap, Inc. (The)                                              | Gap, Inc. (The)                                                                                             | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    348000 | PA      | $318392.33    | 0.03%             | 2031-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Garda World Security Corp.                                   | Garda World Security Corp.                                                                                  | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $325756.80    | 0.03%             | 2028-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| Garda World Security Corp.                                   | Garda World Security Corp.                                                                                  | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $404142.28    | 0.04%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| Garda World Security Corp.                                   | Garda World Security Corp.                                                                                  | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    515000 | PA      | $531365.67    | 0.05%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Garrett Motion Holdings, Inc.                                | Garrett Motion Holdings, Inc.                                                                               | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1586977.28   | 0.14%             | 2032-05-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| Gates Corp.                                                  | Gates Corp.                                                                                                 | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1285921.98   | 0.12%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP                                            | Genesis Energy LP                                                                                           | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $146676.74    | 0.01%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Genesis Energy LP                                            | Genesis Energy LP                                                                                           | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2222571.96   | 0.20%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Genesis Energy LP                                            | Genesis Energy LP                                                                                           | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1073795.82   | 0.10%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| GENMAB A/S                                                   | GENMAB A/S                                                                                                  | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    550000 | PA      | $564437.50    | 0.05%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| GENMAB A/S                                                   | GENMAB A/S                                                                                                  | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |   1590000 | PA      | $1657841.31   | 0.15%             | 2033-12-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Genting New York LLC                                         | Genting New York LLC                                                                                        | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3070000 | PA      | $3117566.46   | 0.28%             | 2029-10-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Getty Images, Inc.                                           | Getty Images, Inc.                                                                                          | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1402575.20   | 0.13%             | 2030-02-21      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| Getty Images, Inc.                                           | Getty Images, Inc.                                                                                          | CUSIP: 374276AP8<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232500.00    | 0.02%             | 2028-03-01      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                        | Wrangler Holdco Corp.                                                                                       | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $206323.60    | 0.02%             | 2032-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Global Partners LP                                           | Global Partners LP                                                                                          | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $539912.91    | 0.05%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Global Partners LP                                           | Global Partners LP                                                                                          | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1147819.78   | 0.10%             | 2033-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: —       |
| Global Atlantic Fin Co.                                      | Global Atlantic Fin Co.                                                                                     | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    755000 | PA      | $757136.65    | 0.07%             | 2054-10-15      | Variable      | 7.95%                 | Yes           |                  2 | On Loan: —       |
| Global Atlantic Fin Co.                                      | Global Atlantic Fin Co.                                                                                     | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187275.93    | 0.02%             | 2056-03-01      | Variable      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                                   | Go Daddy Operating Co. LLC                                                                                  | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3680000 | PA      | $3438950.43   | 0.31%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: —       |
| goeasy Ltd.                                                  | goeasy Ltd.                                                                                                 | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $44808.43     | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: —       |
| goeasy Ltd.                                                  | goeasy Ltd.                                                                                                 | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1055577.46   | 0.10%             | 2030-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| goeasy Ltd.                                                  | goeasy Ltd.                                                                                                 | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    880000 | PA      | $748772.29    | 0.07%             | 2030-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| goeasy Ltd.                                                  | goeasy Ltd.                                                                                                 | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    875000 | PA      | $726865.04    | 0.07%             | 2031-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Golar LNG Ltd.                                               | Golar LNG Ltd.                                                                                              | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |   2325000 | PA      | $2382401.93   | 0.21%             | 2030-10-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Goodyear Tire & Rubber Co. (The)                             | Goodyear Tire & Rubber Co. (The)                                                                            | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   4920000 | PA      | $4411895.36   | 0.40%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| GoTo Group, Inc.                                             | GoTo Group, Inc.                                                                                            | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |   1180220 | PA      | $902868.30    | 0.08%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| GoTo Group, Inc.                                             | GoTo Group, Inc.                                                                                            | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    340780 | PA      | $85195.00     | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Graham Holdings Co.                                          | Graham Holdings Co.                                                                                         | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148470.86    | 0.01%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Grand Canyon University                                      | Grand Canyon University                                                                                     | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $426034.22    | 0.04%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                          | Graphic Packaging International LLC                                                                         | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138816.10    | 0.01%             | 2027-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                          | Graphic Packaging International LLC                                                                         | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    340000 | PA      | $328856.19    | 0.03%             | 2028-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                          | Graphic Packaging International LLC                                                                         | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107410.43    | 0.01%             | 2030-02-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                             | Gray Media, Inc.                                                                                            | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   2029000 | PA      | $1584628.71   | 0.14%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| Gray Media, Inc.                                             | Gray Media, Inc.                                                                                            | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1717000 | PA      | $1374516.88   | 0.12%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Greystar Real Estate Partners LLC                            | Greystar Real Estate Partners LLC                                                                           | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |    270000 | PA      | $281280.06    | 0.03%             | 2030-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Griffon Corp.                                                | Griffon Corp.                                                                                               | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1626037.47   | 0.15%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Group 1 Automotive, Inc.                                     | Group 1 Automotive, Inc.                                                                                    | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    565000 | PA      | $550092.48    | 0.05%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GrubHub Holdings, Inc.                                       | GrubHub Holdings, Inc.                                                                                      | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    888345 | PA      | $727678.75    | 0.07%             | 2030-07-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Gulfport Energy Operating Corp.                              | Gulfport Energy Operating Corp.                                                                             | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2123635.77   | 0.19%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HLF Financing Sarl LLC                                       | HLF Financing Sarl LLC                                                                                      | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1518597.66   | 0.14%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| HNI Corp.                                                    | HNI Corp.                                                                                                   | CUSIP: 404251AA8<br>LEI: 549300SKRADLC4O5HV93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98761.96     | 0.01%             | 2029-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HTA Group Ltd.                                               | HTA Group Ltd.                                                                                              | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |   1750000 | PA      | $1801799.21   | 0.16%             | 2029-06-04      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HAH Group Holding Co. LLC                                    | HAH Group Holding Co. LLC                                                                                   | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1372895.10   | 0.12%             | 2031-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: —       |
| HA Sustainable Infrastructure Capital, Inc.                  | HA Sustainable Infrastructure Capital, Inc.                                                                 | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106150.00    | 0.01%             | 2056-06-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Harrow, Inc.                                                 | Harrow, Inc.                                                                                                | CUSIP: 415858AC3<br>LEI: 529900AP4LIRLNV8A089 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1273099.20   | 0.11%             | 2030-09-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Harvest Midstream I LP                                       | Harvest Midstream I LP                                                                                      | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1341783.14   | 0.12%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Harvest Midstream I LP                                       | Harvest Midstream I LP                                                                                      | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520575.00    | 0.05%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HealthEquity, Inc.                                           | HealthEquity, Inc.                                                                                          | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    925000 | PA      | $897822.48    | 0.08%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Helix Energy Solutions Group, Inc.                           | Helix Energy Solutions Group, Inc.                                                                          | CUSIP: 42330PAL1<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1927293.16   | 0.17%             | 2029-03-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Herens Holdco Sarl                                           | Herens Holdco Sarl                                                                                          | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    275000 | PA      | $243375.00    | 0.02%             | 2028-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                            | Hertz Corp. (The)                                                                                           | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    969000 | PA      | $476370.09    | 0.04%             | 2029-12-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                            | Hertz Corp. (The)                                                                                           | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2290795.75   | 0.21%             | 2029-07-15      | Fixed         | 12.62%                | Yes           |                  2 | On Loan: —       |
| Hightower Holding LLC                                        | Hightower Holding LLC                                                                                       | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248296.43    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                          | Hilcorp Energy I LP                                                                                         | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $175925.23    | 0.02%             | 2028-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Hilcorp Energy I LP                                          | Hilcorp Energy I LP                                                                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $264835.17    | 0.02%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                          | Hilcorp Energy I LP                                                                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $256957.35    | 0.02%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                          | Hilcorp Energy I LP                                                                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $448217.91    | 0.04%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Hilcorp Energy I LP                                          | Hilcorp Energy I LP                                                                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $263262.55    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Hilcorp Energy I LP                                          | Hilcorp Energy I LP                                                                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $320790.60    | 0.03%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Hilcorp Energy I LP                                          | Hilcorp Energy I LP                                                                                         | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $216067.91    | 0.02%             | 2034-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Hilcorp Energy I LP                                          | Hilcorp Energy I LP                                                                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $367160.62    | 0.03%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Hilton Domestic Operating Co., Inc.                          | Hilton Domestic Operating Co., Inc.                                                                         | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1467882.09   | 0.13%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Hilton Domestic Operating Co., Inc.                          | Hilton Domestic Operating Co., Inc.                                                                         | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2393989.09   | 0.22%             | 2032-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: —       |
| Hilton Domestic Operating Co., Inc.                          | Hilton Domestic Operating Co., Inc.                                                                         | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    530000 | PA      | $537290.15    | 0.05%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                          | Hilton Domestic Operating Co., Inc.                                                                         | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    470000 | PA      | $473156.05    | 0.04%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                          | Hilton Grand Vacations Borrower LLC                                                                         | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $701626.22    | 0.06%             | 2029-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| Hilton Grand Vacations Borrower LLC                          | Hilton Grand Vacations Borrower LLC                                                                         | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2128457.95   | 0.19%             | 2031-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| Hilton Worldwide Finance LLC                                 | Hilton Worldwide Finance LLC                                                                                | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19951.13     | 0.00%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                     | Service Properties Trust                                                                                    | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    480000 | PA      | $451080.00    | 0.04%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Howard Hughes Corp. (The)                                    | Howard Hughes Corp. (The)                                                                                   | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    330000 | PA      | $317741.06    | 0.03%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: —       |
| Howard Hughes Corp. (The)                                    | Howard Hughes Corp. (The)                                                                                   | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    860000 | PA      | $805257.47    | 0.07%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| Howard Midstream Energy Partners LLC                         | Howard Midstream Energy Partners LLC                                                                        | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $646509.96    | 0.06%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                         | Howard Midstream Energy Partners LLC                                                                        | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $630722.28    | 0.06%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Howden UK Refinance plc                                      | Howden UK Refinance plc                                                                                     | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    730000 | PA      | $697294.18    | 0.06%             | 2032-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: —       |
| Hunt Cos., Inc.                                              | Hunt Cos., Inc.                                                                                             | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |    505000 | PA      | $489213.55    | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| IHO Verwaltungs GmbH                                         | IHO Verwaltungs GmbH                                                                                        | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    820000 | PA      | $823689.18    | 0.07%             | 2029-05-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                         | IHO Verwaltungs GmbH                                                                                        | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $827144.00    | 0.07%             | 2032-11-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Iliad Holding SAS                                            | Iliad Holding SAS                                                                                           | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    725000 | PA      | $729958.28    | 0.07%             | 2028-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| INEOS Finance plc                                            | INEOS Finance plc                                                                                           | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    760000 | PA      | $763290.04    | 0.07%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| INEOS Finance plc                                            | INEOS Finance plc                                                                                           | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |   1585000 | PA      | $1565351.86   | 0.14%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| ITT Holdings LLC                                             | ITT Holdings LLC                                                                                            | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   2222000 | PA      | $2190424.71   | 0.20%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| IAMGOLD Corp.                                                | IAMGOLD Corp.                                                                                               | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $372688.46    | 0.03%             | 2028-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Icahn Enterprises LP                                         | Icahn Enterprises LP                                                                                        | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    850000 | PA      | $841845.95    | 0.08%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Icahn Enterprises LP                                         | Icahn Enterprises LP                                                                                        | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    490000 | PA      | $429521.85    | 0.04%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                         | Icahn Enterprises LP                                                                                        | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301526.70    | 0.03%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                         | Icahn Enterprises LP                                                                                        | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    990000 | PA      | $953450.29    | 0.09%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Icahn Enterprises LP                                         | Icahn Enterprises LP                                                                                        | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    334000 | PA      | $336915.65    | 0.03%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                   | iHeartCommunications, Inc.                                                                                  | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   2189000 | PA      | $2193082.49   | 0.20%             | 2029-05-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                   | iHeartCommunications, Inc.                                                                                  | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1962150.00   | 0.18%             | 2030-05-01      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Ingram Micro, Inc.                                           | Ingram Micro, Inc.                                                                                          | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2043936.75   | 0.18%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                  | Crescent Energy Finance LLC                                                                                 | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    330000 | PA      | $339793.41    | 0.03%             | 2032-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: —       |
| Crescent Energy Finance LLC                                  | Crescent Energy Finance LLC                                                                                 | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1101235.43   | 0.10%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| INEOS Quattro Finance 2 plc                                  | INEOS Quattro Finance 2 plc                                                                                 | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |   1150000 | PA      | $1115500.00   | 0.10%             | 2029-03-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: —       |
| Infrabuild Australia Pty. Ltd.                               | Infrabuild Australia Pty. Ltd.                                                                              | CUSIP: 45682RAC4<br>LEI: 549300W2CPB5W6GFH859 | Long             | DBT              | CORP              | AU        |    940000 | PA      | $1004254.67   | 0.09%             | 2028-11-15      | Fixed         | 14.50%                | Yes           |                  2 | On Loan: No      |
| Ingevity Corp.                                               | Ingevity Corp.                                                                                              | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    495000 | PA      | $477493.29    | 0.04%             | 2028-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Ingles Markets, Inc.                                         | Ingles Markets, Inc.                                                                                        | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $997212.59    | 0.09%             | 2031-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Insight Enterprises, Inc.                                    | Insight Enterprises, Inc.                                                                                   | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1304339.43   | 0.12%             | 2032-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| Innophos Holdings, Inc.                                      | Innophos Holdings, Inc.                                                                                     | CUSIP: 45774NAD0<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |    642000 | PA      | $592245.00    | 0.05%             | 2029-06-15      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: —       |
| Insulet Corp.                                                | Insulet Corp.                                                                                               | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2899066.32   | 0.26%             | 2033-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| ION Platform Finance US, Inc.                                | ION Platform Finance US, Inc.                                                                               | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    559000 | PA      | $516264.28    | 0.05%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                | ION Platform Finance US, Inc.                                                                               | CUSIP: 46206AAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1247283.50   | 0.11%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| IQVIA, Inc.                                                  | IQVIA, Inc.                                                                                                 | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101839.60    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                          | Iron Mountain, Inc.                                                                                         | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299329.68    | 0.03%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                          | Iron Mountain, Inc.                                                                                         | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1248862.00   | 0.11%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                          | Iron Mountain, Inc.                                                                                         | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19723.74     | 0.00%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                          | Iron Mountain, Inc.                                                                                         | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99673.04     | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                          | Iron Mountain, Inc.                                                                                         | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1350874.53   | 0.12%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                          | Iron Mountain, Inc.                                                                                         | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    144000 | PA      | $142974.14    | 0.01%             | 2032-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| Iron Mountain, Inc.                                          | Iron Mountain, Inc.                                                                                         | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3843.90      | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                          | Iron Mountain, Inc.                                                                                         | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    660000 | PA      | $674484.36    | 0.06%             | 2029-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Information Management Services, Inc.          | Iron Mountain Information Management Services, Inc.                                                         | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1709037.31   | 0.15%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| Iris Holding, Inc.                                           | Iris Holding, Inc.                                                                                          | CUSIP: 462914AA0<br>LEI: 54930013SPZ2NB3I3V40 | Long             | DBT              | CORP              | US        |    625000 | PA      | $529687.50    | 0.05%             | 2028-12-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Ithaca Energy North Sea plc                                  | Ithaca Energy North Sea plc                                                                                 | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |   6450000 | PA      | $6740643.45   | 0.61%             | 2029-10-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: —       |
| JB Poindexter & Co., Inc.                                    | JB Poindexter & Co., Inc.                                                                                   | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1398928.05   | 0.13%             | 2031-12-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| JW Aluminum Continuous Cast Co.                              | JW Aluminum Continuous Cast Co.                                                                             | CUSIP: 46648XAB4<br>LEI: 5493008HJ8BWQC8XAF08 | Long             | DBT              | CORP              | US        |    850000 | PA      | $877965.00    | 0.08%             | 2030-04-01      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Jacobs Entertainment, Inc.                                   | Jacobs Entertainment, Inc.                                                                                  | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    760000 | PA      | $744800.00    | 0.07%             | 2029-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Jaguar Land Rover Automotive plc                             | Jaguar Land Rover Automotive plc                                                                            | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |   1975000 | PA      | $1952242.53   | 0.18%             | 2027-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                             | Jaguar Land Rover Automotive plc                                                                            | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |   3816000 | PA      | $3814671.76   | 0.34%             | 2028-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| Jaguar Land Rover Automotive plc                             | Jaguar Land Rover Automotive plc                                                                            | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |   1157000 | PA      | $1144054.44   | 0.10%             | 2029-07-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Jefferies Finance LLC                                        | Jefferies Finance LLC                                                                                       | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1472585.67   | 0.13%             | 2028-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| Jefferies Finance LLC                                        | Jefferies Finance LLC                                                                                       | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $770841.71    | 0.07%             | 2031-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                               | Jefferson Capital Holdings LLC                                                                              | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $631350.60    | 0.06%             | 2029-02-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                               | Jefferson Capital Holdings LLC                                                                              | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $837252.80    | 0.08%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| Jones Deslauriers Insurance Management, Inc.                 | Jones Deslauriers Insurance Management, Inc.                                                                | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   1450000 | PA      | $1494674.50   | 0.13%             | 2030-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Ziff Davis, Inc.                                             | Ziff Davis, Inc.                                                                                            | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    628000 | PA      | $593569.71    | 0.05%             | 2030-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| KBR, Inc.                                                    | KBR, Inc.                                                                                                   | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |    167000 | PA      | $164298.61    | 0.01%             | 2028-09-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                               | K. Hovnanian Enterprises, Inc.                                                                              | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2490624.50   | 0.22%             | 2031-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| K. Hovnanian Enterprises, Inc.                               | K. Hovnanian Enterprises, Inc.                                                                              | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |   4395000 | PA      | $4415375.22   | 0.40%             | 2033-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| KB Home                                                      | KB Home                                                                                                     | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92583.47     | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KB Home                                                      | KB Home                                                                                                     | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102107.80    | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Kedrion SpA                                                  | Kedrion SpA                                                                                                 | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |   1619000 | PA      | $1579311.59   | 0.14%             | 2029-09-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Caturus Energy LLC                                           | Caturus Energy LLC                                                                                          | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    600000 | PA      | $627344.52    | 0.06%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                        | Kioxia Holdings Corp.                                                                                       | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    490000 | PA      | $512227.21    | 0.05%             | 2033-07-24      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Knife River Corp.                                            | Knife River Corp.                                                                                           | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $134983.81    | 0.01%             | 2031-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| Kohl's Corp.                                                 | Kohl's Corp.                                                                                                | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   4260000 | PA      | $3484059.83   | 0.31%             | 2031-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Kohl's Corp.                                                 | Kohl's Corp.                                                                                                | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54099.30     | 0.00%             | 2030-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: —       |
| Kontoor Brands, Inc.                                         | Kontoor Brands, Inc.                                                                                        | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1619597.67   | 0.15%             | 2029-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: —       |
| Kraken Oil & Gas Partners LLC                                | Kraken Oil & Gas Partners LLC                                                                               | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    770000 | PA      | $784587.29    | 0.07%             | 2029-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: —       |
| Kronos Acquisition Holdings, Inc.                            | Kronos Acquisition Holdings, Inc.                                                                           | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1263000 | PA      | $772008.75    | 0.07%             | 2031-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Kronos Acquisition Holdings, Inc.                            | Kronos Acquisition Holdings, Inc.                                                                           | CUSIP: 50106GAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $162000.00    | 0.01%             | 2032-06-30      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| LABL, Inc.                                                   | LABL, Inc.                                                                                                  | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    742000 | PA      | $319060.00    | 0.03%             | 2028-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LABL, Inc.                                                   | LABL, Inc.                                                                                                  | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    135000 | PA      | $58050.00     | 0.01%             | 2028-11-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| LABL, Inc.                                                   | LABL, Inc.                                                                                                  | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $430000.00    | 0.04%             | 2031-10-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                      | Bath & Body Works, Inc.                                                                                     | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1888000 | PA      | $1862432.33   | 0.17%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Bath & Body Works, Inc.                                      | Bath & Body Works, Inc.                                                                                     | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1424709.75   | 0.13%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                              | LGI Homes, Inc.                                                                                             | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $920707.82    | 0.08%             | 2029-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| LGI Homes, Inc.                                              | LGI Homes, Inc.                                                                                             | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1384930.52   | 0.12%             | 2028-12-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| LGI Homes, Inc.                                              | LGI Homes, Inc.                                                                                             | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2237779.05   | 0.20%             | 2032-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| LCM Investments Holdings II LLC                              | LCM Investments Holdings II LLC                                                                             | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    523000 | PA      | $512042.73    | 0.05%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                              | LCM Investments Holdings II LLC                                                                             | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    320000 | PA      | $335224.00    | 0.03%             | 2031-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| LFS Topco LLC                                                | LFS Topco LLC                                                                                               | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $821331.97    | 0.07%             | 2030-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| LSB Industries, Inc.                                         | LSB Industries, Inc.                                                                                        | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100039.10    | 0.01%             | 2028-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Lamar Media Corp.                                            | Lamar Media Corp.                                                                                           | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $191773.26    | 0.02%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Lamar Media Corp.                                            | Lamar Media Corp.                                                                                           | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $365960.56    | 0.03%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Lamar Media Corp.                                            | Lamar Media Corp.                                                                                           | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $67278.53     | 0.01%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                   | Lamb Weston Holdings, Inc.                                                                                  | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238308.48    | 0.02%             | 2028-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| Lamb Weston Holdings, Inc.                                   | Lamb Weston Holdings, Inc.                                                                                  | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    643000 | PA      | $605609.16    | 0.05%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| LBM Acquisition LLC                                          | LBM Acquisition LLC                                                                                         | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1137480.11   | 0.10%             | 2031-06-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| Leeward Renewable Energy Operations LLC                      | Leeward Renewable Energy Operations LLC                                                                     | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162650.88    | 0.01%             | 2029-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| Liberty Mutual Group, Inc.                                   | Liberty Mutual Group, Inc.                                                                                  | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    325000 | PA      | $361710.24    | 0.03%             | 2037-03-15      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                   | Liberty Mutual Group, Inc.                                                                                  | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    850000 | PA      | $539723.52    | 0.05%             | 2061-02-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                       | LifePoint Health, Inc.                                                                                      | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    645000 | PA      | $622112.30    | 0.06%             | 2029-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                       | LifePoint Health, Inc.                                                                                      | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1192720.50   | 0.11%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                       | LifePoint Health, Inc.                                                                                      | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157379.10    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                      | Bath & Body Works, Inc.                                                                                     | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    964000 | PA      | $936820.89    | 0.08%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                      | Bath & Body Works, Inc.                                                                                     | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $998117.65    | 0.09%             | 2037-07-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Long Ridge Energy LLC                                        | Long Ridge Energy LLC                                                                                       | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |    690000 | PA      | $737479.59    | 0.07%             | 2032-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Luna 1.5 Sarl                                                | Luna 1.5 Sarl                                                                                               | CUSIP: 550356AA7<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | LU        |    970000 | PA      | $1030719.57   | 0.09%             | 2032-07-01      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| M/I Homes, Inc.                                              | M/I Homes, Inc.                                                                                             | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99527.97     | 0.01%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                           | MIWD Holdco II LLC                                                                                          | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $553538.94    | 0.05%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| MPT Operating Partnership LP                                 | MPT Operating Partnership LP                                                                                | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1154339.76   | 0.10%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Macy's Retail Holdings LLC                                   | Macy's Retail Holdings LLC                                                                                  | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $189032.25    | 0.02%             | 2042-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                   | Macy's Retail Holdings LLC                                                                                  | CUSIP: 55617LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1150563.95   | 0.10%             | 2034-07-15      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                   | Macy's Retail Holdings LLC                                                                                  | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $159564.98    | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                   | Macy's Retail Holdings LLC                                                                                  | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1020491.64   | 0.09%             | 2032-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| Macy's Retail Holdings LLC                                   | Macy's Retail Holdings LLC                                                                                  | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $312485.40    | 0.03%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                              | Discovery Global Holdings, Inc.                                                                             | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2680960.80   | 0.24%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| Discovery Global Holdings, Inc.                              | Discovery Global Holdings, Inc.                                                                             | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $5565534.00   | 0.50%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Magnolia Oil & Gas Operating LLC                             | Magnolia Oil & Gas Operating LLC                                                                            | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1660659.80   | 0.15%             | 2032-12-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                   | MajorDrive Holdings IV LLC                                                                                  | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $978339.49    | 0.09%             | 2029-06-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| Manitowoc Co., Inc. (The)                                    | Manitowoc Co., Inc. (The)                                                                                   | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |   1442000 | PA      | $1541796.49   | 0.14%             | 2031-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: —       |
| Marriott Ownership Resorts, Inc.                             | Marriott Ownership Resorts, Inc.                                                                            | CUSIP: 57164PAF3<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     76000 | PA      | $74927.70     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Marriott Ownership Resorts, Inc.                             | Marriott Ownership Resorts, Inc.                                                                            | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    400000 | PA      | $382495.07    | 0.03%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                             | Marriott Ownership Resorts, Inc.                                                                            | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    900000 | PA      | $865390.32    | 0.08%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Martin Midstream Partners LP                                 | Martin Midstream Partners LP                                                                                | CUSIP: 573334AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    311000 | PA      | $319945.60    | 0.03%             | 2028-02-15      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| Masterbrand, Inc.                                            | Masterbrand, Inc.                                                                                           | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    381000 | PA      | $378929.57    | 0.03%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Matador Resources Co.                                        | Matador Resources Co.                                                                                       | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    375000 | PA      | $381362.02    | 0.03%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Match Group Holdings II LLC                                  | Match Group Holdings II LLC                                                                                 | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134421.26    | 0.01%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: —       |
| Mattamy Group Corp.                                          | Mattamy Group Corp.                                                                                         | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $668510.43    | 0.06%             | 2030-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Mauser Packaging Solutions Holding Co.                       | Mauser Packaging Solutions Holding Co.                                                                      | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404466.00    | 0.04%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| Mauser Packaging Solutions Holding Co.                       | Mauser Packaging Solutions Holding Co.                                                                      | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1337000 | PA      | $1274242.56   | 0.11%             | 2030-04-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: —       |
| McGraw-Hill Education, Inc.                                  | McGraw-Hill Education, Inc.                                                                                 | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400138.80    | 0.04%             | 2029-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Maxim Crane Works Holdings Capital LLC                       | Maxim Crane Works Holdings Capital LLC                                                                      | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $412252.02    | 0.04%             | 2028-09-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| Maxam Prill Sarl                                             | Maxam Prill Sarl                                                                                            | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $723452.10    | 0.07%             | 2030-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| McAfee Corp.                                                 | McAfee Corp.                                                                                                | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |   3530000 | PA      | $2860198.03   | 0.26%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| Pediatrix Medical Group, Inc.                                | Pediatrix Medical Group, Inc.                                                                               | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89488.63     | 0.01%             | 2030-02-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Mercer International, Inc.                                   | Mercer International, Inc.                                                                                  | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    235000 | PA      | $94000.00     | 0.01%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Merlin Entertainments Group US Holdings, Inc.                | Merlin Entertainments Group US Holdings, Inc.                                                               | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $964618.79    | 0.09%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| Michaels Cos., Inc. (The)                                    | Michaels Cos., Inc. (The)                                                                                   | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1090454.26   | 0.10%             | 2034-03-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: —       |
| Michaels Cos., Inc. (The)                                    | Michaels Cos., Inc. (The)                                                                                   | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    835000 | PA      | $824604.17    | 0.07%             | 2033-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Midcontinent Communications                                  | Midcontinent Communications                                                                                 | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1082297.55   | 0.10%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Midwest Gaming Borrower LLC                                  | Midwest Gaming Borrower LLC                                                                                 | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $552399.77    | 0.05%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| Millicom International Cellular SA                           | Millicom International Cellular SA                                                                          | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    675000 | PA      | $672313.16    | 0.06%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular SA                           | Millicom International Cellular SA                                                                          | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    360000 | PA      | $361647.95    | 0.03%             | 2029-03-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Millicom International Cellular SA                           | Millicom International Cellular SA                                                                          | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   2480000 | PA      | $2314921.33   | 0.21%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Millicom International Cellular SA                           | Millicom International Cellular SA                                                                          | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    175000 | PA      | $181072.50    | 0.02%             | 2032-04-02      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                    | Millrose Properties, Inc.                                                                                   | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6030000 | PA      | $6106966.92   | 0.55%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| Millrose Properties, Inc.                                    | Millrose Properties, Inc.                                                                                   | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4135000 | PA      | $4153116.92   | 0.37%             | 2032-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Mineral Resources Ltd.                                       | Mineral Resources Ltd.                                                                                      | CUSIP: 603051AG8<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    415000 | PA      | $411782.59    | 0.04%             | 2032-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                       | Mineral Resources Ltd.                                                                                      | CUSIP: 603051AH6<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    410000 | PA      | $404845.13    | 0.04%             | 2034-05-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                     | AthenaHealth Group, Inc.                                                                                    | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1801448.43   | 0.16%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                        | Miter Brands Acquisition Holdco, Inc.                                                                       | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1062572.46   | 0.10%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Mobius Merger Sub, Inc.                                      | Mobius Merger Sub, Inc.                                                                                     | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1105000 | PA      | $750215.44    | 0.07%             | 2030-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                              | Mohegan Tribal Gaming Authority                                                                             | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    317000 | PA      | $329995.44    | 0.03%             | 2030-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| Mohegan Tribal Gaming Authority                              | Mohegan Tribal Gaming Authority                                                                             | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1824443.40   | 0.16%             | 2031-04-15      | Fixed         | 11.88%                | Yes           |                  2 | On Loan: —       |
| Molina Healthcare, Inc.                                      | Molina Healthcare, Inc.                                                                                     | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    920000 | PA      | $907035.45    | 0.08%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                      | Molina Healthcare, Inc.                                                                                     | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2047958.38   | 0.18%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Molina Healthcare, Inc.                                      | Molina Healthcare, Inc.                                                                                     | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1705383.99   | 0.15%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Molina Healthcare, Inc.                                      | Molina Healthcare, Inc.                                                                                     | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349631.84    | 0.03%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Moss Creek Resources Holdings, Inc.                          | Moss Creek Resources Holdings, Inc.                                                                         | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |   7215000 | PA      | $7304155.76   | 0.66%             | 2031-09-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Murphy Oil Corp.                                             | Murphy Oil Corp.                                                                                            | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    525000 | PA      | $455639.89    | 0.04%             | 2042-12-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: —       |
| Murphy Oil USA, Inc.                                         | Murphy Oil USA, Inc.                                                                                        | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173188.14    | 0.02%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Murphy Oil USA, Inc.                                         | Murphy Oil USA, Inc.                                                                                        | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1055457.06   | 0.10%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                               | NCL Corp. Ltd.                                                                                              | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $49754.69     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                     | NGL Energy Operating LLC                                                                                    | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $678958.48    | 0.06%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                     | NGL Energy Operating LLC                                                                                    | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1911000 | PA      | $2005766.49   | 0.18%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| NRG Energy, Inc.                                             | NRG Energy, Inc.                                                                                            | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298886.46    | 0.03%             | 2029-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                             | NRG Energy, Inc.                                                                                            | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    550000 | PA      | $510915.19    | 0.05%             | 2031-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: —       |
| NRG Energy, Inc.                                             | NRG Energy, Inc.                                                                                            | CUSIP: 629377DF6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99640.24     | 0.01%             | 2034-05-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                             | NRG Energy, Inc.                                                                                            | CUSIP: 629377DG4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99622.15     | 0.01%             | 2036-05-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                      | Nabors Industries, Inc.                                                                                     | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    550000 | PA      | $573885.40    | 0.05%             | 2032-11-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: —       |
| Nassau Cos. of New York (The)                                | Nassau Cos. of New York (The)                                                                               | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    965000 | PA      | $900229.97    | 0.08%             | 2030-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| National Mentor Holdings, Inc.                               | National Mentor Holdings, Inc.                                                                              | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |   1482000 | PA      | $1550385.96   | 0.14%             | 2030-12-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                       | Neptune Bidco US, Inc.                                                                                      | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1608045.69   | 0.14%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: —       |
| Neptune Bidco US, Inc.                                       | Neptune Bidco US, Inc.                                                                                      | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    940000 | PA      | $970052.74    | 0.09%             | 2031-05-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: —       |
| NESCO Holdings II, Inc.                                      | NESCO Holdings II, Inc.                                                                                     | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    665000 | PA      | $661683.65    | 0.06%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| New Flyer Holdings, Inc.                                     | New Flyer Holdings, Inc.                                                                                    | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $755334.30    | 0.07%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: —       |
| Risewell Homes, Inc.                                         | Risewell Homes, Inc.                                                                                        | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    900000 | PA      | $933840.90    | 0.08%             | 2029-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Risewell Homes, Inc.                                         | Risewell Homes, Inc.                                                                                        | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51086.16     | 0.00%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Rithm Capital Corp.                                          | Rithm Capital Corp.                                                                                         | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |   6305000 | PA      | $6334003.00   | 0.57%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Rithm Capital Corp.                                          | Rithm Capital Corp.                                                                                         | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |   4165000 | PA      | $4168027.96   | 0.38%             | 2030-07-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Newell Brands, Inc.                                          | Newell Brands, Inc.                                                                                         | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1121636.49   | 0.10%             | 2046-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Newell Brands, Inc.                                          | Newell Brands, Inc.                                                                                         | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159890.08    | 0.01%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Newell Brands, Inc.                                          | Newell Brands, Inc.                                                                                         | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77662.67     | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Nexstar Media, Inc.                                          | Nexstar Media, Inc.                                                                                         | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    610000 | PA      | $601009.14    | 0.05%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                    | XPLR Infrastructure Operating Partners LP                                                                   | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    365000 | PA      | $379575.55    | 0.03%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Nissan Motor Co. Ltd.                                        | Nissan Motor Co. Ltd.                                                                                       | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1070000 | PA      | $1128926.82   | 0.10%             | 2035-07-17      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Noble Finance II LLC                                         | Noble Finance II LLC                                                                                        | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2740573.91   | 0.25%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Nordstrom, Inc.                                              | Nordstrom, Inc.                                                                                             | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $699117.80    | 0.06%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                              | Nordstrom, Inc.                                                                                             | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343230.76    | 0.03%             | 2027-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                              | Nordstrom, Inc.                                                                                             | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47513.23     | 0.00%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Northern Oil & Gas, Inc.                                     | Northern Oil & Gas, Inc.                                                                                    | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3498170.50   | 0.31%             | 2031-06-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Northern Oil & Gas, Inc.                                     | Northern Oil & Gas, Inc.                                                                                    | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   2862000 | PA      | $2966161.06   | 0.27%             | 2033-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| Gen Digital, Inc.                                            | Gen Digital, Inc.                                                                                           | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    960000 | PA      | $935515.65    | 0.08%             | 2033-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| NOVA Chemicals Corp.                                         | NOVA Chemicals Corp.                                                                                        | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $39982.71     | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                         | NOVA Chemicals Corp.                                                                                        | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $210927.40    | 0.02%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| Brundage-Bone Concrete Pumping Holdings, Inc.                | Brundage-Bone Concrete Pumping Holdings, Inc.                                                               | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2662703.38   | 0.24%             | 2032-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Novelis Corp.                                                | Novelis Corp.                                                                                               | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $5987392.69   | 0.54%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Novelis Corp.                                                | Novelis Corp.                                                                                               | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    540000 | PA      | $540675.00    | 0.05%             | 2026-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp.                                                | Novelis Corp.                                                                                               | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2377112.93   | 0.21%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Novelis Corp.                                                | Novelis Corp.                                                                                               | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   3830000 | PA      | $3926577.28   | 0.35%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Novelis Corp.                                                | Novelis Corp.                                                                                               | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1787470.66   | 0.16%             | 2033-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| Nufarm Australia Ltd.                                        | Nufarm Australia Ltd.                                                                                       | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   1470000 | PA      | $1351332.79   | 0.12%             | 2030-01-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NuStar Logistics LP                                          | NuStar Logistics LP                                                                                         | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    375000 | PA      | $389821.88    | 0.04%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| OAK-Eagle Acquireco, Inc.                                    | OAK-Eagle Acquireco, Inc.                                                                                   | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    835000 | PA      | $860397.39    | 0.08%             | 2033-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| OAK-Eagle Acquireco, Inc.                                    | OAK-Eagle Acquireco, Inc.                                                                                   | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    715000 | PA      | $744048.23    | 0.07%             | 2034-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp.                                           | Chord Energy Corp.                                                                                          | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1170643.50   | 0.11%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Chord Energy Corp.                                           | Chord Energy Corp.                                                                                          | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1049872.82   | 0.09%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Oceaneering International, Inc.                              | Oceaneering International, Inc.                                                                             | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    495000 | PA      | $498463.02    | 0.04%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Olin Corp.                                                   | Olin Corp.                                                                                                  | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1327467.11   | 0.12%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| Olympus Water US Holding Corp.                               | Olympus Water US Holding Corp.                                                                              | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    340000 | PA      | $330696.17    | 0.03%             | 2028-10-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| Olympus Water US Holding Corp.                               | Olympus Water US Holding Corp.                                                                              | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195486.80    | 0.02%             | 2029-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                               | Olympus Water US Holding Corp.                                                                              | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    410000 | PA      | $412430.89    | 0.04%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Olympus Water US Holding Corp.                               | Olympus Water US Holding Corp.                                                                              | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1583457.34   | 0.14%             | 2033-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| 1011778 BC ULC                                               | 1011778 BC ULC                                                                                              | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2560000 | PA      | $2512366.52   | 0.23%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC                                               | 1011778 BC ULC                                                                                              | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    720000 | PA      | $710922.53    | 0.06%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| 1011778 BC ULC                                               | 1011778 BC ULC                                                                                              | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5635000 | PA      | $5360904.47   | 0.48%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| OneMain Finance Corp.                                        | OneMain Finance Corp.                                                                                       | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2122537.78   | 0.19%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| OneMain Finance Corp.                                        | OneMain Finance Corp.                                                                                       | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    790000 | PA      | $823563.94    | 0.07%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                        | OneMain Finance Corp.                                                                                       | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    755000 | PA      | $774070.55    | 0.07%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                        | OneMain Finance Corp.                                                                                       | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    865000 | PA      | $877152.39    | 0.08%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| OneMain Finance Corp.                                        | OneMain Finance Corp.                                                                                       | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    380000 | PA      | $379867.76    | 0.03%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                        | OneMain Finance Corp.                                                                                       | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176296.83    | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| OneMain Finance Corp.                                        | OneMain Finance Corp.                                                                                       | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1396709.30   | 0.13%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| OneSky Flight LLC                                            | OneSky Flight LLC                                                                                           | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    620000 | PA      | $654809.28    | 0.06%             | 2029-12-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: —       |
| 1261229 BC Ltd.                                              | 1261229 BC Ltd.                                                                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5163890.00   | 0.46%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: —       |
| Open Text Corp.                                              | Open Text Corp.                                                                                             | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   3630000 | PA      | $3271676.46   | 0.29%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Open Text Holdings, Inc.                                     | Open Text Holdings, Inc.                                                                                    | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7016000 | PA      | $6316040.34   | 0.57%             | 2030-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: —       |
| Open Text Holdings, Inc.                                     | Open Text Holdings, Inc.                                                                                    | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1750442.11   | 0.16%             | 2031-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: —       |
| Fibercop SpA                                                 | Fibercop SpA                                                                                                | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    250000 | PA      | $239738.78    | 0.02%             | 2034-09-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fibercop SpA                                                 | Fibercop SpA                                                                                                | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    550000 | PA      | $548625.00    | 0.05%             | 2036-07-18      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: —       |
| Fibercop SpA                                                 | Fibercop SpA                                                                                                | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    538000 | PA      | $539424.62    | 0.05%             | 2038-06-04      | Fixed         | 7.72%                 | Yes           |                  2 | On Loan: No      |
| Option Care Health, Inc.                                     | Option Care Health, Inc.                                                                                    | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1625981.62   | 0.15%             | 2029-10-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                                | Organon & Co.                                                                                               | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1339015.61   | 0.12%             | 2034-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Organon & Co.                                                | Organon & Co.                                                                                               | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1880212.72   | 0.17%             | 2034-05-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| Organon & Co.                                                | Organon & Co.                                                                                               | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1337000 | PA      | $1328506.25   | 0.12%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| Oscar AcquisitionCo LLC                                      | Oscar Acquisition Co. LLC                                                                                   | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1285000 | PA      | $636075.00    | 0.06%             | 2030-04-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| OT Merger Corp.                                              | OT Merger Corp.                                                                                             | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    985000 | PA      | $256100.00    | 0.02%             | 2029-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                         | Owens-Brockway Glass Container, Inc.                                                                        | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4539412.22   | 0.41%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Owens-Brockway Glass Container, Inc.                         | Owens-Brockway Glass Container, Inc.                                                                        | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1294402.30   | 0.12%             | 2032-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| P&L Development LLC                                          | P&L Development LLC                                                                                         | CUSIP: 69306RAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    529134 | PA      | $525165.50    | 0.05%             | 2029-05-15      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: —       |
| PBF Holding Co. LLC                                          | PBF Holding Co. LLC                                                                                         | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79930.52     | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| PBF Holding Co. LLC                                          | PBF Holding Co. LLC                                                                                         | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $317783.20    | 0.03%             | 2030-09-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| PG&E Corp.                                                   | PG&E Corp.                                                                                                  | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    485000 | PA      | $482626.46    | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                   | PG&E Corp.                                                                                                  | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    610000 | PA      | $603879.01    | 0.05%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                              | PRA Group, Inc.                                                                                             | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    570000 | PA      | $579003.72    | 0.05%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| PRA Group, Inc.                                              | PRA Group, Inc.                                                                                             | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |   5380000 | PA      | $5566664.48   | 0.50%             | 2030-01-31      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| PM General Purchaser LLC                                     | PM General Purchaser LLC                                                                                    | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1090287.90   | 0.10%             | 2028-10-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| PacifiCorp                                                   | PacifiCorp                                                                                                  | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1855383.91   | 0.17%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                   | PacifiCorp                                                                                                  | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    202000 | PA      | $201340.95    | 0.02%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: —       |
| Paradigm Parent LLC and Paradigm Parent CO-Issuer, Inc.      | Paradigm Parent LLC and Paradigm Parent CO-Issuer, Inc.                                                     | CUSIP: 69902PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1452799.60   | 0.13%             | 2032-04-17      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Park-Ohio Industries, Inc.                                   | Park-Ohio Industries, Inc.                                                                                  | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |   2109000 | PA      | $2195070.40   | 0.20%             | 2030-08-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Park River Holdings, Inc.                                    | Park River Holdings, Inc.                                                                                   | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $1260881.95   | 0.11%             | 2031-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Patrick Industries, Inc.                                     | Patrick Industries, Inc.                                                                                    | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    640000 | PA      | $628779.14    | 0.06%             | 2029-05-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Patrick Industries, Inc.                                     | Patrick Industries, Inc.                                                                                    | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    717000 | PA      | $721400.95    | 0.06%             | 2032-11-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| Domtar Corp.                                                 | Domtar Corp.                                                                                                | CUSIP: 70478JAA2<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1026158.00   | 0.09%             | 2028-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Penn Entertainment, Inc.                                     | Penn Entertainment, Inc.                                                                                    | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $499872.05    | 0.05%             | 2027-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| PennyMac Financial Services, Inc.                            | PennyMac Financial Services, Inc.                                                                           | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119437.39    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                            | PennyMac Financial Services, Inc.                                                                           | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1689169.41   | 0.15%             | 2031-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| PennyMac Financial Services, Inc.                            | PennyMac Financial Services, Inc.                                                                           | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1562658.71   | 0.14%             | 2032-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Perenti Finance Pty. Ltd.                                    | Perenti Finance Pty. Ltd.                                                                                   | CUSIP: 71367VAB5<br>LEI: 894500ZDIIAOXSQHE612 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $618776.78    | 0.06%             | 2029-04-26      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                 | Performance Food Group, Inc.                                                                                | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506835.00    | 0.05%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| Performance Food Group, Inc.                                 | Performance Food Group, Inc.                                                                                | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    660000 | PA      | $646246.71    | 0.06%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                | Perrigo Finance Unlimited Co.                                                                               | CUSIP: 714295AA0<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $146077.38    | 0.01%             | 2044-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| PetSmart LLC                                                 | PetSmart LLC                                                                                                | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $516425.29    | 0.05%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| PetSmart LLC                                                 | PetSmart LLC                                                                                                | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1181788.92   | 0.11%             | 2033-09-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| PHH Escrow Issuer LLC                                        | PHH Escrow Issuer LLC                                                                                       | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5020000 | PA      | $5069918.88   | 0.46%             | 2029-11-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Phinia, Inc.                                                 | Phinia, Inc.                                                                                                | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    265000 | PA      | $271238.37    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Phinia, Inc.                                                 | Phinia, Inc.                                                                                                | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153679.50    | 0.01%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| Phoenix Aviation Capital Ltd.                                | Phoenix Aviation Capital Ltd.                                                                               | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    750000 | PA      | $765418.50    | 0.07%             | 2030-07-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: —       |
| Pitney Bowes, Inc.                                           | Pitney Bowes, Inc.                                                                                          | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1114405.48   | 0.10%             | 2027-03-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Pitney Bowes, Inc.                                           | Pitney Bowes, Inc.                                                                                          | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2398539.65   | 0.22%             | 2029-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Planet Financial Group LLC                                   | Planet Financial Group LLC                                                                                  | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1496747.41   | 0.13%             | 2029-12-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                          | Post Holdings, Inc.                                                                                         | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3596029.38   | 0.32%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                          | Post Holdings, Inc.                                                                                         | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    800000 | PA      | $815277.60    | 0.07%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                          | Post Holdings, Inc.                                                                                         | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2499027.50   | 0.23%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| Post Holdings, Inc.                                          | Post Holdings, Inc.                                                                                         | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3208276.50   | 0.29%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Post Holdings, Inc.                                          | Post Holdings, Inc.                                                                                         | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1062965.71   | 0.10%             | 2036-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Prairie Acquiror LP                                          | Prairie Acquiror LP                                                                                         | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    600000 | PA      | $626563.20    | 0.06%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| Precision Drilling Corp.                                     | Precision Drilling Corp.                                                                                    | CUSIP: 740212AM7<br>LEI: 8945003E8R4T2TZ7G795 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $257302.14    | 0.02%             | 2029-01-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                                | Premier Entertainment Sub LLC                                                                               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $651650.63    | 0.06%             | 2029-09-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                                | Premier Entertainment Sub LLC                                                                               | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $684250.00    | 0.06%             | 2031-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                        | Prestige Brands, Inc.                                                                                       | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1123330.95   | 0.10%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                        | Prestige Brands, Inc.                                                                                       | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1787282.87   | 0.16%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                              | Prime Healthcare Services, Inc.                                                                             | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2436889.30   | 0.22%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: —       |
| Prime Security Services Borrower LLC                         | Prime Security Services Borrower LLC                                                                        | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1338411.03   | 0.12%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: —       |
| ADT Security Corp. (The)                                     | ADT Security Corp. (The)                                                                                    | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    671000 | PA      | $639039.20    | 0.06%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| PROG Holdings, Inc.                                          | PROG Holdings, Inc.                                                                                         | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |   1984000 | PA      | $1938506.88   | 0.17%             | 2029-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Prospect Capital Corp.                                       | Prospect Capital Corp.                                                                                      | CUSIP: 74348TAW2<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44408.50     | 0.00%             | 2028-10-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Provident Funding Associates LP                              | Provident Funding Associates LP                                                                             | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1322565.30   | 0.12%             | 2029-09-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                      | Qnity Electronics, Inc.                                                                                     | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    794000 | PA      | $812362.04    | 0.07%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                  | QXO Building Products, Inc.                                                                                 | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2488898.72   | 0.22%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| RHP Hotel Properties LP                                      | RHP Hotel Properties LP                                                                                     | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | PA      | $899517.83    | 0.08%             | 2029-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| RHP Hotel Properties LP                                      | RHP Hotel Properties LP                                                                                     | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $513056.00    | 0.05%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                         | RLJ Lodging Trust LP                                                                                        | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    615000 | PA      | $613541.96    | 0.06%             | 2026-07-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| RLJ Lodging Trust LP                                         | RLJ Lodging Trust LP                                                                                        | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    650000 | PA      | $614183.51    | 0.06%             | 2029-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| RXO, Inc.                                                    | RXO, Inc.                                                                                                   | CUSIP: 74982TAA1<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247561.44    | 0.02%             | 2031-05-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Rfna LP                                                      | Rfna LP                                                                                                     | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    690000 | PA      | $684856.95    | 0.06%             | 2030-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| Radiate Holdco LLC                                           | Radiate Holdco LLC                                                                                          | CUSIP: 75026JAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1703548 | PA      | $1419907.26   | 0.13%             | 2029-09-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Radiate Holdco LLC                                           | Radiate Holdco LLC                                                                                          | CUSIP: 75026JAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260407 | PA      | $210989.31    | 0.02%             | 2030-03-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                     | Radiology Partners, Inc.                                                                                    | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   1022963 | PA      | $930896.33    | 0.08%             | 2030-02-15      | Fixed         | 9.78%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                     | Radiology Partners, Inc.                                                                                    | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1242850.00   | 0.11%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Rain Carbon, Inc.                                            | Rain Carbon, Inc.                                                                                           | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1188903.51   | 0.11%             | 2029-09-01      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: —       |
| Railworks Holdings LP                                        | Railworks Holdings LP                                                                                       | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $275593.45    | 0.02%             | 2028-11-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                          | Rakuten Group, Inc.                                                                                         | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    820000 | PA      | $899549.33    | 0.08%             | 2029-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: —       |
| Rand Parent LLC                                              | Rand Parent LLC                                                                                             | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2035000 | PA      | $2113854.22   | 0.19%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Anywhere Real Estate Group LLC                               | Anywhere Real Estate Group LLC                                                                              | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1538373.45   | 0.14%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                               | Anywhere Real Estate Group LLC                                                                              | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1011479.35   | 0.09%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                               | Anywhere Real Estate Group LLC                                                                              | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2161017.17   | 0.19%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Anywhere Real Estate Group LLC                               | Anywhere Real Estate Group LLC                                                                              | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2905000 | PA      | $3102168.97   | 0.28%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Upbound Group, Inc.                                          | Upbound Group, Inc.                                                                                         | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1378516.14   | 0.12%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                     | RB Global Holdings, Inc.                                                                                    | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    900000 | PA      | $912202.47    | 0.08%             | 2028-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                     | RB Global Holdings, Inc.                                                                                    | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311483.86    | 0.03%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ROBLOX Corp.                                                 | ROBLOX Corp.                                                                                                | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |    560000 | PA      | $530426.34    | 0.05%             | 2030-05-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                               | TGNR Intermediate Holdings LLC                                                                              | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    545000 | PA      | $537583.91    | 0.05%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Rocket Cos., Inc.                                            | Rocket Cos., Inc.                                                                                           | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014835.00   | 0.09%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| Rocket Software, Inc.                                        | Rocket Software, Inc.                                                                                       | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    490000 | PA      | $437520.90    | 0.04%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Rocket Software, Inc.                                        | Rocket Software, Inc.                                                                                       | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398020.44    | 0.04%             | 2028-11-28      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| Rockies Express Pipeline LLC                                 | Rockies Express Pipeline LLC                                                                                | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263433.25    | 0.02%             | 2038-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                 | Rockies Express Pipeline LLC                                                                                | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    510000 | PA      | $515040.33    | 0.05%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                 | Rockies Express Pipeline LLC                                                                                | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    545000 | PA      | $537542.60    | 0.05%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: —       |
| Rockies Express Pipeline LLC                                 | Rockies Express Pipeline LLC                                                                                | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    370000 | PA      | $360539.14    | 0.03%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                  | Rogers Communications, Inc.                                                                                 | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2270000 | PA      | $2341755.90   | 0.21%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Roller Bearing Co. of America, Inc.                          | Roller Bearing Co. of America, Inc.                                                                         | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117334.06    | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| SESI LLC                                                     | SESI LLC                                                                                                    | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |    550000 | PA      | $567953.65    | 0.05%             | 2030-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                     | SCIH Salt Holdings, Inc.                                                                                    | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1037735.36   | 0.09%             | 2028-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| SM Energy Co.                                                | SM Energy Co.                                                                                               | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307738.80    | 0.03%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| SM Energy Co.                                                | SM Energy Co.                                                                                               | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513259.50    | 0.05%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                      | SS&C Technologies, Inc.                                                                                     | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1183960.76   | 0.11%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                      | SS&C Technologies, Inc.                                                                                     | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1882008.73   | 0.17%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                  | SV RNO Property Owner 1 LLC                                                                                 | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $421893.94    | 0.04%             | 2031-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| S&S Holdings LLC                                             | S&S Holdings LLC                                                                                            | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $805108.15    | 0.07%             | 2031-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                             | Sabre GLBL, Inc.                                                                                            | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174138.00    | 0.02%             | 2029-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: —       |
| Sabre Financial Borrower LLC                                 | Sabre Financial Borrower LLC                                                                                | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4730000 | PA      | $4855430.14   | 0.44%             | 2029-06-15      | Fixed         | 11.12%                | Yes           |                  2 | On Loan: No      |
| Saturn Oil & Gas, Inc.                                       | Saturn Oil & Gas, Inc.                                                                                      | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |    384000 | PA      | $402672.77    | 0.04%             | 2029-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: —       |
| Science Applications International Corp.                     | Science Applications International Corp.                                                                    | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187404.43    | 0.02%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| Scientific Games Holdings LP                                 | Scientific Games Holdings LP                                                                                | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1308079.72   | 0.12%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| Scotts Miracle-Gro Co. (The)                                 | Scotts Miracle-Gro Co. (The)                                                                                | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    540000 | PA      | $503866.06    | 0.05%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| EW Scripps Co. (The)                                         | EW Scripps Co. (The)                                                                                        | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    585000 | PA      | $586733.57    | 0.05%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: —       |
| Scripps Escrow II, Inc.                                      | Scripps Escrow II, Inc.                                                                                     | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4737.69      | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Seadrill Finance Ltd.                                        | Seadrill Finance Ltd.                                                                                       | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |   2700000 | PA      | $2830467.29   | 0.25%             | 2030-08-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Seagate Data Storage Technology Pte. Ltd.                    | Seagate Data Storage Technology Pte. Ltd.                                                                   | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    150000 | PA      | $156762.60    | 0.01%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                    | Seagate Data Storage Technology Pte. Ltd.                                                                   | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    810000 | PA      | $848457.18    | 0.08%             | 2031-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                    | Seagate Data Storage Technology Pte. Ltd.                                                                   | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1145000 | PA      | $1273379.69   | 0.11%             | 2032-12-01      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: —       |
| Seagate Data Storage Technology Pte. Ltd.                    | Seagate Data Storage Technology Pte. Ltd.                                                                   | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1590000 | PA      | $1617336.87   | 0.15%             | 2034-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp.                                             | Sealed Air Corp.                                                                                            | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $3870165.62   | 0.35%             | 2033-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| SeaWorld Parks & Entertainment, Inc.                         | SeaWorld Parks & Entertainment, Inc.                                                                        | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1227825.71   | 0.11%             | 2029-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Select Medical Corp.                                         | Select Medical Corp.                                                                                        | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2136260.72   | 0.19%             | 2032-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Sensata Technologies, Inc.                                   | Sensata Technologies, Inc.                                                                                  | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $979258.43    | 0.09%             | 2030-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| Shea Homes LP                                                | Shea Homes LP                                                                                               | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $42621.72     | 0.00%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                          | Shift4 Payments LLC                                                                                         | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1157707.84   | 0.10%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Simmons Foods, Inc.                                          | Simmons Foods, Inc.                                                                                         | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $747742.01    | 0.07%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Sinclair Television Group, Inc.                              | Sinclair Television Group, Inc.                                                                             | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2735750.00   | 0.25%             | 2030-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                              | Sinclair Television Group, Inc.                                                                             | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1213915.50   | 0.11%             | 2032-12-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                              | Sinclair Television Group, Inc.                                                                             | CUSIP: 829259BG4<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    600000 | PA      | $661500.00    | 0.06%             | 2033-02-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                              | Sinclair Television Group, Inc.                                                                             | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1221972.60   | 0.11%             | 2033-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: —       |
| Sirius XM Radio LLC                                          | Sirius XM Radio LLC                                                                                         | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    992000 | PA      | $984845.00    | 0.09%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Sirius XM Radio LLC                                          | Sirius XM Radio LLC                                                                                         | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1093324.81   | 0.10%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: —       |
| Sirius XM Radio LLC                                          | Sirius XM Radio LLC                                                                                         | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1014807.23   | 0.09%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                | Six Flags Entertainment Corp.                                                                               | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    530000 | PA      | $522581.70    | 0.05%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                | Smyrna Ready Mix Concrete LLC                                                                               | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1094179.79   | 0.10%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: —       |
| Snap, Inc.                                                   | Snap, Inc.                                                                                                  | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146030.58    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Snap, Inc.                                                   | Snap, Inc.                                                                                                  | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1461487.13   | 0.13%             | 2034-03-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                       | Sonic Automotive, Inc.                                                                                      | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    325000 | PA      | $317938.30    | 0.03%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Sonic Automotive, Inc.                                       | Sonic Automotive, Inc.                                                                                      | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    745000 | PA      | $716295.82    | 0.06%             | 2031-11-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| Sotheby's                                                    | Sotheby's                                                                                                   | CUSIP: 835898AJ6<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    595000 | PA      | $578036.67    | 0.05%             | 2031-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                   | Sotera Health Holdings LLC                                                                                  | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155916.24    | 0.01%             | 2031-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| Specialty Building Products Holdings LLC                     | Specialty Building Products Holdings LLC                                                                    | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1168000 | PA      | $1030866.22   | 0.09%             | 2029-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| Block, Inc.                                                  | Block, Inc.                                                                                                 | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    820000 | PA      | $835623.98    | 0.08%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                | Smyrna Ready Mix Concrete LLC                                                                               | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $1011173.09   | 0.09%             | 2028-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Standard Industries, Inc.                                    | Standard Industries, Inc.                                                                                   | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $420100.97    | 0.04%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Standard Industries, Inc.                                    | Standard Industries, Inc.                                                                                   | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9076.81      | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Star Leasing Co. LLC                                         | Star Leasing Co. LLC                                                                                        | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1635370.92   | 0.15%             | 2030-02-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: —       |
| Staples, Inc.                                                | Staples, Inc.                                                                                               | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   1974000 | PA      | $1886847.11   | 0.17%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                                | Staples, Inc.                                                                                               | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    610000 | PA      | $458025.66    | 0.04%             | 2030-01-15      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: —       |
| Star Holding LLC                                             | Star Holding LLC                                                                                            | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408133.20    | 0.04%             | 2031-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Star Parent, Inc.                                            | Star Parent, Inc.                                                                                           | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1917023.82   | 0.17%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| Starwood Property Trust, Inc.                                | Starwood Property Trust, Inc.                                                                               | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $2020703.10   | 0.18%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Starwood Property Trust, Inc.                                | Starwood Property Trust, Inc.                                                                               | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607012.20    | 0.05%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                | Starwood Property Trust, Inc.                                                                               | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    630000 | PA      | $645463.98    | 0.06%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Starwood Property Trust, Inc.                                | Starwood Property Trust, Inc.                                                                               | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    760000 | PA      | $781663.80    | 0.07%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Station Casinos LLC                                          | Station Casinos LLC                                                                                         | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122362.63    | 0.01%             | 2031-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Stena International SA                                       | Stena International SA                                                                                      | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |   1495000 | PA      | $1520068.16   | 0.14%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Stena International SA                                       | Stena International SA                                                                                      | CUSIP: 85858EAE3<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    675000 | PA      | $691878.38    | 0.06%             | 2031-02-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| STL Holding Co. LLC                                          | STL Holding Co. LLC                                                                                         | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207534.00    | 0.02%             | 2029-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Stonebriar ABF Issuer LLC                                    | Stonebriar ABF Issuer LLC                                                                                   | CUSIP: 86177CAA7<br>LEI: 984500A76E25968C4F70 | Long             | DBT              | CORP              | US        |    900000 | PA      | $945396.90    | 0.09%             | 2030-12-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: —       |
| StoneMor, Inc.                                               | StoneMor, Inc.                                                                                              | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $266465.94    | 0.02%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| StoneX Group, Inc.                                           | StoneX Group, Inc.                                                                                          | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    170000 | PA      | $178998.61    | 0.02%             | 2031-03-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Stonex Escrow Issuer LLC                                     | Stonex Escrow Issuer LLC                                                                                    | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $713422.05    | 0.06%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Stonepeak Nile Parent LLC                                    | Stonepeak Nile Parent LLC                                                                                   | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $627787.45    | 0.06%             | 2032-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Suburban Propane Partners LP                                 | Suburban Propane Partners LP                                                                                | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3395000 | PA      | $3259395.21   | 0.29%             | 2031-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| Suburban Propane Partners LP                                 | Suburban Propane Partners LP                                                                                | CUSIP: 864486AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1904456.83   | 0.17%             | 2035-12-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| SunCoke Energy, Inc.                                         | SunCoke Energy, Inc.                                                                                        | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    880000 | PA      | $811304.21    | 0.07%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| Sunoco LP                                                    | Sunoco LP                                                                                                   | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    965000 | PA      | $945694.50    | 0.09%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Sunoco LP                                                    | Sunoco LP                                                                                                   | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $437007.44    | 0.04%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Surgery Center Holdings, Inc.                                | Surgery Center Holdings, Inc.                                                                               | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    960000 | PA      | $957437.09    | 0.09%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Synchrony Financial                                          | Synchrony Financial                                                                                         | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1591286.41   | 0.14%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| TGS ASA                                                      | TGS ASA                                                                                                     | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |   1850000 | PA      | $1931941.07   | 0.17%             | 2030-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TKC Holdings, Inc.                                           | TKC Holdings, Inc.                                                                                          | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1351142.76   | 0.12%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| TMS International Corp.                                      | TMS International Corp.                                                                                     | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |    435000 | PA      | $424573.05    | 0.04%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Tri Pointe Homes, Inc.                                       | Tri Pointe Homes, Inc.                                                                                      | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $549126.95    | 0.05%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tri Pointe Homes, Inc.                                       | Tri Pointe Homes, Inc.                                                                                      | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $433930.63    | 0.04%             | 2028-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Tallgrass Energy Partners LP                                 | Tallgrass Energy Partners LP                                                                                | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $842965.16    | 0.08%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                 | Tallgrass Energy Partners LP                                                                                | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $437307.24    | 0.04%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Tallgrass Energy Partners LP                                 | Tallgrass Energy Partners LP                                                                                | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $242104.52    | 0.02%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Talos Production, Inc.                                       | Talos Production, Inc.                                                                                      | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    865000 | PA      | $920307.24    | 0.08%             | 2031-02-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: —       |
| Taylor Morrison Communities, Inc.                            | Taylor Morrison Communities, Inc.                                                                           | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    715000 | PA      | $721452.88    | 0.06%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                                   | Team Health Holdings, Inc.                                                                                  | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |   2537000 | PA      | $2545575.06   | 0.23%             | 2028-06-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Telecom Italia Capital SA                                    | Telecom Italia Capital SA                                                                                   | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    690000 | PA      | $781262.16    | 0.07%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Teleflex, Inc.                                               | Teleflex, Inc.                                                                                              | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1103734.91   | 0.10%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| TELUS Corp.                                                  | TELUS Corp.                                                                                                 | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   1310000 | PA      | $1324634.01   | 0.12%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                  | TELUS Corp.                                                                                                 | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   1810000 | PA      | $1872133.68   | 0.17%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| Somnigroup International, Inc.                               | Somnigroup International, Inc.                                                                              | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1073784.81   | 0.10%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Somnigroup International, Inc.                               | Somnigroup International, Inc.                                                                              | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   1498000 | PA      | $1385496.16   | 0.12%             | 2031-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Tenneco, Inc.                                                | Tenneco, Inc.                                                                                               | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |   8235000 | PA      | $8332848.27   | 0.75%             | 2028-11-17      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Thor Industries, Inc.                                        | Thor Industries, Inc.                                                                                       | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1420184.40   | 0.13%             | 2029-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Cloud Software Group, Inc.                                   | Cloud Software Group, Inc.                                                                                  | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1406932.91   | 0.13%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Tidewater, Inc.                                              | Tidewater, Inc.                                                                                             | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |   6215000 | PA      | $6690435.07   | 0.60%             | 2030-07-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Toucan FinCo. Ltd.                                           | Toucan FinCo. Ltd.                                                                                          | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2260000 | PA      | $1980444.55   | 0.18%             | 2030-05-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| TransDigm, Inc.                                              | TransDigm, Inc.                                                                                             | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    790000 | PA      | $779547.59    | 0.07%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| TransDigm, Inc.                                              | TransDigm, Inc.                                                                                             | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1733098.68   | 0.16%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                              | TransDigm, Inc.                                                                                             | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1004839.88   | 0.09%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| TransDigm, Inc.                                              | TransDigm, Inc.                                                                                             | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2528498.80   | 0.23%             | 2031-12-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                              | TransDigm, Inc.                                                                                             | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2391794.48   | 0.22%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| TransDigm, Inc.                                              | TransDigm, Inc.                                                                                             | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1130462.30   | 0.10%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                              | TransDigm, Inc.                                                                                             | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1024703.04   | 0.09%             | 2033-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| TransDigm, Inc.                                              | TransDigm, Inc.                                                                                             | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $3053297.67   | 0.27%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                              | TransDigm, Inc.                                                                                             | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102260.60    | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TransMontaigne Partners LLC                                  | TransMontaigne Partners LLC                                                                                 | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $87969.22     | 0.01%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd.                                | Transocean International Ltd.                                                                               | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     60000 | PA      | $64292.64     | 0.01%             | 2032-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd.                                | Transocean International Ltd.                                                                               | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    720000 | PA      | $741750.48    | 0.07%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                | Transocean International Ltd.                                                                               | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    540000 | PA      | $524352.84    | 0.05%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: —       |
| Transocean International Ltd.                                | Transocean International Ltd.                                                                               | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    760000 | PA      | $789089.76    | 0.07%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| Transocean International Ltd.                                | Transocean International Ltd.                                                                               | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    650000 | PA      | $687357.45    | 0.06%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Travel + Leisure Co.                                         | Travel + Leisure Co.                                                                                        | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    320000 | PA      | $309194.56    | 0.03%             | 2029-12-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Trident TPI Holdings, Inc.                                   | Trident TPI Holdings, Inc.                                                                                  | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    940000 | PA      | $942803.08    | 0.08%             | 2028-12-31      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: —       |
| TriMas Corp.                                                 | TriMas Corp.                                                                                                | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1731698.80   | 0.16%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TriNet Group, Inc.                                           | TriNet Group, Inc.                                                                                          | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |   3126000 | PA      | $2905695.34   | 0.26%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TriNet Group, Inc.                                           | TriNet Group, Inc.                                                                                          | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3474167.90   | 0.31%             | 2031-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: —       |
| Trivium Packaging Finance BV                                 | Trivium Packaging Finance BV                                                                                | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    435000 | PA      | $474271.37    | 0.04%             | 2031-01-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: —       |
| TrueNoord Capital DAC                                        | TrueNoord Capital DAC                                                                                       | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $203921.73    | 0.02%             | 2030-03-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Turning Point Brands, Inc.                                   | Turning Point Brands, Inc.                                                                                  | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1957490.20   | 0.18%             | 2032-03-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: —       |
| Tutor Perini Corp.                                           | Tutor Perini Corp.                                                                                          | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |    870000 | PA      | $948509.67    | 0.09%             | 2029-04-30      | Fixed         | 11.88%                | Yes           |                  2 | On Loan: No      |
| Twilio, Inc.                                                 | Twilio, Inc.                                                                                                | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62509.82     | 0.01%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| UKG, Inc.                                                    | UKG, Inc.                                                                                                   | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1790896.69   | 0.16%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| US Foods, Inc.                                               | US Foods, Inc.                                                                                              | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    910000 | PA      | $900093.38    | 0.08%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| US Foods, Inc.                                               | US Foods, Inc.                                                                                              | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183801.60    | 0.02%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| US Foods, Inc.                                               | US Foods, Inc.                                                                                              | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1809871.44   | 0.16%             | 2032-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| US Foods, Inc.                                               | US Foods, Inc.                                                                                              | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200734.00    | 0.02%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| UWM Holdings LLC                                             | UWM Holdings LLC                                                                                            | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1439646.30   | 0.13%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| UWM Holdings LLC                                             | UWM Holdings LLC                                                                                            | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1205557.21   | 0.11%             | 2031-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| US Acute Care Solutions LLC                                  | US Acute Care Solutions LLC                                                                                 | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2655000 | PA      | $2509073.71   | 0.23%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: —       |
| Under Armour, Inc.                                           | Under Armour, Inc.                                                                                          | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    535000 | PA      | $545007.71    | 0.05%             | 2030-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Unisys Corp.                                                 | Unisys Corp.                                                                                                | CUSIP: 909214BX5<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |   3735000 | PA      | $3241082.85   | 0.29%             | 2031-01-15      | Fixed         | 10.62%                | Yes           |                  2 | On Loan: —       |
| United Wholesale Mortgage LLC                                | United Wholesale Mortgage LLC                                                                               | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1140214.99   | 0.10%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| United Wholesale Mortgage LLC                                | United Wholesale Mortgage LLC                                                                               | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1264710.45   | 0.11%             | 2027-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Uniti Group LP                                               | Uniti Group LP                                                                                              | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $879288.32    | 0.08%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Uniti Group LP                                               | Uniti Group LP                                                                                              | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $633722.69    | 0.06%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Uniti Group LP                                               | Uniti Group LP                                                                                              | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2381025.10   | 0.21%             | 2032-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: —       |
| Univision Communications, Inc.                               | Univision Communications, Inc.                                                                              | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28623.32     | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                               | Univision Communications, Inc.                                                                              | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329686.01    | 0.03%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| Univision Communications, Inc.                               | Univision Communications, Inc.                                                                              | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    555000 | PA      | $563269.38    | 0.05%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Univision Communications, Inc.                               | Univision Communications, Inc.                                                                              | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    580000 | PA      | $600211.84    | 0.05%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: —       |
| Urban One, Inc.                                              | Urban One, Inc.                                                                                             | CUSIP: 91705JAD7<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |     83000 | PA      | $34293.94     | 0.00%             | 2031-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| USA Compression Partners LP                                  | USA Compression Partners LP                                                                                 | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    604000 | PA      | $624194.14    | 0.06%             | 2029-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: —       |
| VFH Parent LLC                                               | VFH Parent LLC                                                                                              | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1496459.48   | 0.13%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VOC Escrow Ltd.                                              | VOC Escrow Ltd.                                                                                             | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      5000 | PA      | $4989.37      | 0.00%             | 2028-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VM Consolidated, Inc.                                        | VM Consolidated, Inc.                                                                                       | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    274000 | PA      | $268605.24    | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| VT Topco, Inc.                                               | VT Topco, Inc.                                                                                              | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307154.70    | 0.03%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| VZ Secured Financing BV                                      | VZ Secured Financing BV                                                                                     | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1139153.47   | 0.10%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| VZ Secured Financing BV                                      | VZ Secured Financing BV                                                                                     | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    610000 | PA      | $591280.32    | 0.05%             | 2033-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Valvoline, Inc.                                              | Valvoline, Inc.                                                                                             | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |   2892000 | PA      | $2634451.35   | 0.24%             | 2031-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: —       |
| Velocity Commercial Capital LLC                              | Velocity Commercial Capital LLC                                                                             | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |   4180000 | PA      | $4322341.54   | 0.39%             | 2031-02-15      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: —       |
| Velocity Vehicle Group LLC                                   | Velocity Vehicle Group LLC                                                                                  | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984042.30    | 0.09%             | 2029-06-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                           | Venture Global Plaquemines LNG LLC                                                                          | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $277240.75    | 0.02%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                           | Venture Global Plaquemines LNG LLC                                                                          | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    700000 | PA      | $787299.80    | 0.07%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                           | Venture Global Plaquemines LNG LLC                                                                          | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    540000 | PA      | $574041.60    | 0.05%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Venture Global Calcasieu Pass LLC                            | Venture Global Calcasieu Pass LLC                                                                           | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $574772.22    | 0.05%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Venture Global Calcasieu Pass LLC                            | Venture Global Calcasieu Pass LLC                                                                           | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $562053.36    | 0.05%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: —       |
| Venture Global Calcasieu Pass LLC                            | Venture Global Calcasieu Pass LLC                                                                           | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    645000 | PA      | $663833.36    | 0.06%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                            | Venture Global Calcasieu Pass LLC                                                                           | CUSIP: 92328MAF0<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41319.11     | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                     | Venture Global LNG, Inc.                                                                                    | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1002756.58   | 0.09%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                     | Venture Global LNG, Inc.                                                                                    | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1120831.55   | 0.10%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                     | Venture Global LNG, Inc.                                                                                    | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    290000 | PA      | $316496.43    | 0.03%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| Venture Global LNG, Inc.                                     | Venture Global LNG, Inc.                                                                                    | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    475000 | PA      | $509606.13    | 0.05%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: —       |
| Venture Global LNG, Inc.                                     | Venture Global LNG, Inc.                                                                                    | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411451.20    | 0.04%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Veritiv Operating Co.                                        | Veritiv Operating Co.                                                                                       | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $2060129.73   | 0.19%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: —       |
| Versant Media Group, Inc.                                    | Versant Media Group, Inc.                                                                                   | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $726785.14    | 0.07%             | 2031-01-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| TK Elevator US Newco, Inc.                                   | TK Elevator US Newco, Inc.                                                                                  | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340084.66    | 0.03%             | 2027-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Paramount Global                                             | Paramount Global                                                                                            | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90626.95     | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Paramount Global                                             | Paramount Global                                                                                            | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3441932.29   | 0.31%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Paramount Global                                             | Paramount Global                                                                                            | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $2936269.04   | 0.26%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Viavi Solutions, Inc.                                        | Viavi Solutions, Inc.                                                                                       | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285797.67    | 0.03%             | 2029-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| Vibrantz Technologies, Inc.                                  | Vibrantz Technologies, Inc.                                                                                 | CUSIP: 92559VAB9<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |   1212350 | PA      | $133358.50    | 0.01%             | 2031-02-28      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Victra Holdings LLC                                          | Victra Holdings LLC                                                                                         | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3769488.00   | 0.34%             | 2029-09-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Viking Baked Goods Acquisition Corp.                         | Viking Baked Goods Acquisition Corp.                                                                        | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1393686.69   | 0.13%             | 2031-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: —       |
| Viking Cruises Ltd.                                          | Viking Cruises Ltd.                                                                                         | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $50134.22     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                          | Viking Cruises Ltd.                                                                                         | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    350000 | PA      | $368806.20    | 0.03%             | 2031-07-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VI DAC                | Virgin Media O2 Vendor Financing Notes VI DAC                                                               | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |    900000 | PA      | $807794.37    | 0.07%             | 2033-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Virgin Media Finance plc                                     | Virgin Media Finance plc                                                                                    | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |   1470000 | PA      | $1239101.37   | 0.11%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                             | Virgin Media Secured Finance plc                                                                            | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $238979.24    | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Virtusa Corp.                                                | Virtusa Corp.                                                                                               | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |    245000 | PA      | $203719.31    | 0.02%             | 2028-12-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| VoltaGrid LLC                                                | VoltaGrid LLC                                                                                               | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2335324.50   | 0.21%             | 2030-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Voyager Parent LLC                                           | Voyager Parent LLC                                                                                          | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1967369.55   | 0.18%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: —       |
| WR Grace Holdings LLC                                        | WR Grace Holdings LLC                                                                                       | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1230786.83   | 0.11%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| WR Grace Holdings LLC                                        | WR Grace Holdings LLC                                                                                       | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    535000 | PA      | $540564.54    | 0.05%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| WBI Operating LLC                                            | WBI Operating LLC                                                                                           | CUSIP: 92944BAA9<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |    920000 | PA      | $932797.20    | 0.08%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Wabash National Corp.                                        | Wabash National Corp.                                                                                       | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |   3395000 | PA      | $2996286.45   | 0.27%             | 2028-10-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Weekley Homes LLC                                            | Weekley Homes LLC                                                                                           | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $679524.09    | 0.06%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| WEX, Inc.                                                    | WEX, Inc.                                                                                                   | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1314742.70   | 0.12%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| WeWork Cos. LLC                                              | WeWork Cos. LLC                                                                                             | CUSIP: 962ESCAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3213750 | PA      | $0.00         | 0.00%             | 2027-08-15      | Fixed         | 12.00%                | Yes           |                  3 | On Loan: No      |
| Whirlpool Corp.                                              | Whirlpool Corp.                                                                                             | CUSIP: 963320BA3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $360007.20    | 0.03%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Whirlpool Corp.                                              | Whirlpool Corp.                                                                                             | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    960000 | PA      | $919452.14    | 0.08%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wildfire Intermediate Holdings LLC                           | Wildfire Intermediate Holdings LLC                                                                          | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    550000 | PA      | $566062.75    | 0.05%             | 2029-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| William Carter Co. (The)                                     | William Carter Co. (The)                                                                                    | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71957.21     | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                      | Williams Scotsman, Inc.                                                                                     | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123170.64    | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| Wilsonart LLC                                                | Wilsonart LLC                                                                                               | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |   1736000 | PA      | $1341364.77   | 0.12%             | 2032-08-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: —       |
| Windsor Holdings III LLC                                     | Windsor Holdings III LLC                                                                                    | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    620000 | PA      | $647208.70    | 0.06%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Windstream Services LLC                                      | Windstream Services LLC                                                                                     | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1776932.64   | 0.16%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| Uniti Services LLC                                           | Uniti Services LLC                                                                                          | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    870000 | PA      | $915984.72    | 0.08%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Wolverine World Wide, Inc.                                   | Wolverine World Wide, Inc.                                                                                  | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $1902256.34   | 0.17%             | 2029-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Travel + Leisure Co.                                         | Travel + Leisure Co.                                                                                        | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    345000 | PA      | $345470.58    | 0.03%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Travel + Leisure Co.                                         | Travel + Leisure Co.                                                                                        | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82001.00     | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Travel + Leisure Co.                                         | Travel + Leisure Co.                                                                                        | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325070.20    | 0.03%             | 2026-07-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Wynn Las Vegas LLC                                           | Wynn Las Vegas LLC                                                                                          | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $810730.62    | 0.07%             | 2027-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                     | Wynn Resorts Finance LLC                                                                                    | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $129137.35    | 0.01%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| Wynn Resorts Finance LLC                                     | Wynn Resorts Finance LLC                                                                                    | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1426000 | PA      | $1509281.25   | 0.14%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: —       |
| XHR LP                                                       | XHR LP                                                                                                      | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107965.90    | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| XHR LP                                                       | XHR LP                                                                                                      | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    495000 | PA      | $506486.48    | 0.05%             | 2030-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| XPLR Infrastructure Operating Partners LP                    | XPLR Infrastructure Operating Partners LP                                                                   | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    641000 | PA      | $671864.79    | 0.06%             | 2034-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| XPLR Infrastructure Operating Partners LP                    | XPLR Infrastructure Operating Partners LP                                                                   | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160284.90    | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| XPLR Infrastructure Operating Partners LP                    | XPLR Infrastructure Operating Partners LP                                                                   | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    720000 | PA      | $771563.28    | 0.07%             | 2033-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: —       |
| Yum! Brands, Inc.                                            | Yum! Brands, Inc.                                                                                           | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    495000 | PA      | $544867.29    | 0.05%             | 2037-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                            | Yum! Brands, Inc.                                                                                           | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $1942068.04   | 0.17%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| ZF North America Capital, Inc.                               | ZF North America Capital, Inc.                                                                              | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1014348.06   | 0.09%             | 2028-04-14      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| ZF North America Capital, Inc.                               | ZF North America Capital, Inc.                                                                              | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    700000 | PA      | $701862.70    | 0.06%             | 2030-04-14      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                               | ZF North America Capital, Inc.                                                                              | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89406.28     | 0.01%             | 2030-04-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                               | ZF North America Capital, Inc.                                                                              | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    555000 | PA      | $555714.60    | 0.05%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Zayo Group Holdings, Inc.                                    | Zayo Group Holdings, Inc.                                                                                   | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    516382 | PA      | $516640.19    | 0.05%             | 2030-03-09      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Zayo Group Holdings, Inc.                                    | Zayo Group Holdings, Inc.                                                                                   | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    899366 | PA      | $886774.88    | 0.08%             | 2030-09-09      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Zebra Technologies Corp.                                     | Zebra Technologies Corp.                                                                                    | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203890.57    | 0.02%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Zegona Finance plc                                           | Zegona Finance plc                                                                                          | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    860000 | PA      | $899624.00    | 0.08%             | 2029-07-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                            | Ziggo Bond Co. BV                                                                                           | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    298000 | PA      | $261405.36    | 0.02%             | 2030-02-28      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| Ziggo BV                                                     | Ziggo BV                                                                                                    | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    570000 | PA      | $536185.66    | 0.05%             | 2030-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| ZoomInfo Technologies LLC                                    | ZoomInfo Technologies LLC                                                                                   | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4027075.82   | 0.36%             | 2029-02-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| BANK OF MONTREAL CHICAGO                                     | BANK OF MONTREAL/CHICAGO IL CALLABLE CERTIFICATE OF DEPOSIT VARIABLE 16/APR/2027 USD 1000                   | CUSIP: 06370B6W9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2000762.00   | 0.18%             | 2027-04-16      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                                     | BANK OF MONTREAL/CHICAGO IL CERTIFICATE OF DEPOSIT VARIABLE 18/NOV/2026 USD 1000                            | CUSIP: 06367DTG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3001107.00   | 0.27%             | 2026-11-18      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                                     | BANK OF MONTREAL/CHICAGO IL CERTIFICATE OF DEPOSIT VARIABLE 29/MAY/2026 USD 1000                            | CUSIP: 06367DQZ1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2000220.00   | 0.18%             | 2026-05-29      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON                                  | BANK OF NOVA SCOTIA/HOUSTON CERTIFICATE OF DEPOSIT VARIABLE 01/JUL/2026 USD 1000                            | CUSIP: 06418NHH8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2999968.20   | 0.27%             | 2026-07-01      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON                                  | BANK OF NOVA SCOTIA/HOUSTON CERTIFICATE OF DEPOSIT VARIABLE 21/JAN/2027 USD 1000                            | CUSIP: 06418NMD1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2999989.80   | 0.27%             | 2027-01-21      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CIB, NY                                      | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK/NEW YORK CERTIFICATE OF DEPOSIT VARIABLE 05/JUN/2026 USD 1000 | CUSIP: 22532XJ33<br>LEI: 254900BN8XS34XZDJ223 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3000291.00   | 0.27%             | 2026-06-05      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| KBC, NEW YORK                                                | KBC BANK NV CERTIFICATE OF DEPOSIT FIXED 3.99% 22/JUN/2026 USD 1                                            | CUSIP: 4823TDW72<br>LEI: 6B2PBRV1FCJDMR45RZ53 | Long             | DBT              | CORP              | BE        |   2000000 | PA      | $2000458.00   | 0.18%             | 2026-06-22      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LIMITED NEW YORK                                 | MIZUHO BANK LTD/NEW YORK NY CERTIFICATE OF DEPOSIT VARIABLE 11/MAY/2026 USD 1000                            | CUSIP: 60701A2C6<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $3000030.00   | 0.27%             | 2026-05-11      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LIMITED NEW YORK                                 | MIZUHO BANK LTD/NEW YORK NY CERTIFICATE OF DEPOSIT VARIABLE 24/SEP/2026 USD 1000                            | CUSIP: 60701AC84<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |   4000000 | PA      | $4001456.00   | 0.36%             | 2026-09-24      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LIMITED NEW YORK                                 | MIZUHO BANK LTD/NEW YORK NY CERTIFICATE OF DEPOSIT VARIABLE 27/MAY/2026 USD 1000                            | CUSIP: 60701A2G7<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2000074.00   | 0.18%             | 2026-05-27      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP, NEW YORK BRANCH                             | NORDEA BANK ABP/NEW YORK NY CERTIFICATE OF DEPOSIT VARIABLE 24/SEP/2026 USD 1000                            | CUSIP: 65558WUD8<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   3000000 | PA      | $3000726.00   | 0.27%             | 2026-09-24      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| OCBC NEW YORK                                                | OVERSEA-CHINESE BANKING CORP LTD/NEW YORK CERTIFICATE OF DEPOSIT VARIABLE 31/AUG/2026 USD 1000              | CUSIP: 69033NPH2<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |   5000000 | PA      | $4999999.00   | 0.45%             | 2026-08-31      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA NY                                      | ROYAL BANK OF CANADA/NEW YORK NY CERTIFICATE OF DEPOSIT VARIABLE 12/NOV/2026 USD 1000                       | CUSIP: 78015JRQ2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4001660.00   | 0.36%             | 2026-11-12      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA NY                                      | ROYAL BANK OF CANADA/NEW YORK NY CERTIFICATE OF DEPOSIT VARIABLE 22/JAN/2027 USD 1000                       | CUSIP: 78015JXG7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1999984.00   | 0.18%             | 2027-01-22      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED NY                                        | STANDARD CHARTERED BANK/NEW YORK CALLABLE CERTIFICATE OF DEPOSIT VARIABLE 18/SEP/2026 USD 1000              | CUSIP: 85325VVH0<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2000538.00   | 0.18%             | 2026-09-18      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD, LDN                          | SUMITOMO MITSUI TRUST BANK LTD/LONDON CERTIFICATE OF DEPOSIT FIXED 4% 24/JUN/2026 USD                       | CUSIP: N/A<br>LEI: 5493006GGLR4BTEL8O61       | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2000680.00   | 0.18%             | 2026-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION NY                                          | TORONTO-DOMINION BANK/NY CERTIFICATE OF DEPOSIT VARIABLE 08/MAY/2026 USD 1000                               | CUSIP: 89115DCC8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4000164.00   | 0.36%             | 2026-05-08      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION NY                                          | TORONTO-DOMINION BANK/NY CERTIFICATE OF DEPOSIT VARIABLE 09/OCT/2026 USD 1000                               | CUSIP: 89115DXV3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2000584.00   | 0.18%             | 2026-10-09      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| WESTPAC BKG CORP, NEW YORK                                   | WESTPAC BANKING CORP COMMERCIAL PAPER VARIABLE 15/OCT/2026 USD                                              | CUSIP: 9612CABL0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $3000405.00   | 0.27%             | 2026-10-15      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** FlexShares Trust

**Signature:** Randal Rein

**Name of Signer:** Randal Rein

**Title:** Treasurer and PFO