# EDGAR Filing Document

**Accession Number:** 0001413032
**File Stem:** 0001145549-23-009166
**Filing Date:** 2023-2
**Character Count:** 140083
**Document Hash:** b3f5be52f847e2f6b8a745a4962227ff
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009166.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009166

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22127
- **FILM NUMBER:** 23663143

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

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

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

## Series and Classes Contracts Data

### Columbia Variable Portfolio - Income Opportunities Fund (Series ID: S000019842)

| Class ID   | Class Name                                                      | Ticker Symbol   |
|:---|:---|:---|
| C000055679 | Columbia Variable Portfolio - Income Opportunities Fund Class 3 |  |
| C000088761 | Columbia Variable Portfolio - Income Opportunities Fund Class 1 |  |
| C000088762 | Columbia Variable Portfolio - Income Opportunities Fund Class 2 |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

- **a. Name of Series:** Columbia Variable Portfolio - Income Opportunities Fund

- **b. EDGAR series identifier (if any):** S000019842

- **c. LEI of Series:** JHI3650PGIDUGF945J08

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $145797558.23

**Total Liabilities:** $234372.60

**Net Assets:** $145563185.63

**Cash Not Reported:** $27568.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** 7.954200000000 | **5-Year:** 950.896000000000 | **10-Year:** 283.430200000000 | **30-Year:** 382.818900000000

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

- **3-Month:** 31.068800000000 | **1-Year:** 3434.286200000000 | **5-Year:** 38681.708600000000 | **10-Year:** 11125.654000000000 | **30-Year:** 1519.144200000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000055679 | 2.92%                | 1.67%                | -0.82%               |
| Class ID C000088761 | 2.77%                | 1.85%                | -0.83%               |
| Class ID C000088762 | 2.79%                | 1.87%                | -0.83%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-757357.78              | $4199549.22                                |
| Month 2  | $-328189.56              | $2342382.87                                |
| Month 3  | $-553517.61              | $-1276464.56                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                           | Title                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| W R GRACE HOLDINGS LLC                                         | WR GRACE HOLDINGS LLC              | CUSIP: 92943GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    746000 | PA      | $737198.01    | 0.51%             | 2024-10-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                         | WR GRACE HOLDINGS LLC              | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    642000 | PA      | $568744.29    | 0.39%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                              | WASTE PRO USA INC                  | CUSIP: 94107JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    683000 | PA      | $605235.72    | 0.42%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                         | WESCO DISTRIBUTION INC             | CUSIP: 95081QAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    773000 | PA      | $783709.11    | 0.54%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                        | WESTERN GAS PARTNERS LP            | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    908000 | PA      | $864027.47    | 0.59%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                       | WOLVERINE WORLD WIDE INC           | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    197000 | PA      | $149169.50    | 0.10%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WYMN LAS WYNN LA                                               | WYNN LAS VEGAS LLC / CAPITAL CORP  | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    357000 | PA      | $340165.72    | 0.23%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC.                                               | YUM! BRANDS INC                    | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    361000 | PA      | $334458.48    | 0.23%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                        | FRONT RANGE BIDCO INC              | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    654000 | PA      | $484688.31    | 0.33%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS HOLDINGS INC.                                       | ZIFF DAVIS HOLDINGS INC            | CUSIP: 98951V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       553 | NS      | $5.53         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ZIGGO BV                                                       | ZIGGO BV                           | CUSIP: 98955DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1140000 | PA      | $953213.41    | 0.65%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES LLC                                      | ZI TECH LLC/ZI FIN CORP            | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    827000 | PA      | $696897.10    | 0.48%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                        | ULTIMATE SOFTWARE GROUP TLB 3.75   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    408285 | PA      | $392974.31    | 0.27%             | 2026-05-04      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                    | SURGERY CENTER HLDGS INC TL 3.75   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    643430 | PA      | $634512.43    | 0.44%             | 2026-08-31      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                        | UKG - ULTIMATE INC TL 1LN 3.25     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1132703 | PA      | $1076067.92   | 0.74%             | 2026-05-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                   | CHARLES RIVER LABORATORIES INTL    | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    163000 | PA      | $141046.42    | 0.10%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES                                               | CHART INDUSTRIES INC               | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    199000 | PA      | $199825.87    | 0.14%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES                                               | CHART INDUSTRIES INC               | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70765.36     | 0.05%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHEEVER ESCROW ISSUER LLC                                      | OLYMPUS WATER US HOLDINGS CORP     | CUSIP: 16308NAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    343000 | PA      | $327081.45    | 0.22%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                    | CHENIERE ENERGY PARTNERS LP        | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    201000 | PA      | $160098.69    | 0.11%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                            | CHENIERE ENERGY INC                | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    814000 | PA      | $738164.66    | 0.51%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                               | CINEMARK USA INC                   | CUSIP: 172441BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    678000 | PA      | $564047.46    | 0.39%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                               | CINEMARK USA INC                   | CUSIP: 172441BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $29711.12     | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                              | CLARIOS GLOBAL LP                  | CUSIP: 18060TAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    279000 | PA      | $280330.48    | 0.19%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                | CLARIVATE SCIENCE HOLDINGS CORP    | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $195190.12    | 0.13%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL INTERNATIONAL BV                                 | CLEAR CHANNEL INTERNATIONAL B.V.   | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    346000 | PA      | $330202.73    | 0.23%             | 2025-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                             | CLEAR CHANNEL WORLDWIDE HOLDINGS   | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1089000 | PA      | $943618.10    | 0.65%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                  | CLEARWAY ENERGY OPERATING LLC      | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $932771.93    | 0.64%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                  | CLEARWAY ENERGY OPERATING LLC      | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $848881.45    | 0.58%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                  | CLEARWAY ENERGY OPERATING LLC      | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    552000 | PA      | $446060.03    | 0.31%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                | COLGATE ENERGY PARTNERS III LLC    | CUSIP: 19416MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    533000 | PA      | $458918.86    | 0.32%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                  | COLUMBIA SHORT TERM CASH FUND      | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   6449774 | NS      | $6447839.45   | 4.43%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RES INC                                               | COMSTOCK RESOURCES INC             | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    194000 | PA      | $175152.01    | 0.12%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                        | CONSTELLIUM SE                     | CUSIP: 21039CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    334000 | PA      | $308845.59    | 0.21%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                        | CONSTELLIUM SE                     | CUSIP: 21039CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1431000 | PA      | $1165189.73   | 0.80%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP                                                   | CROWNROCK LP/CROWNROCK FINANCE INC | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $126392.72    | 0.09%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                     | DCP MIDSTREAM OPERATING LP         | CUSIP: 23311VAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    336000 | PA      | $312398.40    | 0.21%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                               | DT MIDSTREAM INC                   | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    283000 | PA      | $242791.61    | 0.17%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTERFACE INC                                                  | INTERFACE INC                      | CUSIP: 458665AS5<br>LEI: 549300VXZWQOIDFPU355 | Long             | DBT              | CORP              | US        |    134000 | PA      | $110361.47    | 0.08%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PL                               | INTERNATIONAL GAME TECHNOLOGY PLC  | CUSIP: 460599AC7<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    827000 | PA      | $833320.89    | 0.57%             | 2025-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PL                               | INTERNATIONAL GAME TECHNOLOGY PLC  | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $187146.62    | 0.13%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                  | ION TRADING TECHNOLOGIES SARL      | CUSIP: 46205YAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    436000 | PA      | $363939.45    | 0.25%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                      | IQVIA INC                          | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    669000 | PA      | $638358.40    | 0.44%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                              | IRON MOUNTAIN INC                  | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    268000 | PA      | $246792.62    | 0.17%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                            | JAZZ SECURITIES DAC                | CUSIP: 47216FAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    205000 | PA      | $184017.17    | 0.13%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KAR AUCTION SERVICES INC                                       | KAR AUCTION SERVICES INC           | CUSIP: 48238TAA7<br>LEI: 5493004HKD20LBSG7D03 | Long             | DBT              | CORP              | US        |    630000 | PA      | $615850.57    | 0.42%             | 2025-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                    | KAISER ALUMINUM CORPORATION        | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $55230.66     | 0.04%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                    | KAISER ALUMINUM CORPORATION        | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    524000 | PA      | $420990.48    | 0.29%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                          | L BRANDS INC                       | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78904.06     | 0.05%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                          | L BRANDS INC                       | CUSIP: 501797AU8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $117881.15    | 0.08%             | 2025-07-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                          | L BRANDS INC                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    398000 | PA      | $373294.96    | 0.26%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                | MORGAN AUTOMOTIVE GROUP            | CUSIP: 50190EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    443000 | PA      | $357818.49    | 0.25%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                           | LADDER CAP FIN HOLDINGS/FIN CORP   | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    843000 | PA      | $709847.98    | 0.49%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                           | LADDER CAP FIN HOLDINGS/FIN CORP   | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $139681.69    | 0.10%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                      | Lear Corp                          | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       216 | NS      | $26788.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LEEWARD RENEWABLE ENERGY LLC                                   | LEEWARD RENEWABLE ENERGY OP LLC    | CUSIP: 524590AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    527000 | PA      | $456409.67    | 0.31%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                              | LITHIA MOTORS INC                  | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    175000 | PA      | $143610.50    | 0.10%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                  | LIVE NATION ENTERTAINMENT INC      | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    165000 | PA      | $147090.11    | 0.10%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                 | LOGAN MERGER SUB INC               | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    912000 | PA      | $492252.14    | 0.34%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LUMBERMENS MUTUAL CAS CO                                       | LUMBERMENS MUTUAL CASUALTY COMPANY | CUSIP: 550060AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $378.37       | 0.00%             | 2026-07-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LUMBERMENS MUTUAL CAS CO                                       | LUMBERMENS MUTUAL CASUALTY COMPANY | CUSIP: 550060AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $17.60        | 0.00%             | 2097-12-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                                    | MGIC INVESTMENT CORPORATION        | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    112000 | PA      | $103440.03    | 0.07%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                | MADISON IAQ LLC                    | CUSIP: 55760LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    294000 | PA      | $244832.53    | 0.17%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                           | MATADOR RESOURCES CO               | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    547000 | PA      | $527914.03    | 0.36%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                    | MATCH GROUP INC                    | CUSIP: 57665RAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    211000 | PA      | $194531.38    | 0.13%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                    | MATCH GROUP INC                    | CUSIP: 57665RAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $198539.87    | 0.14%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                            | MERITAGE HOMES CORP                | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    197000 | PA      | $167184.92    | 0.11%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC                                    | MIDWEST GAMING BORROWER LLC        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $469958.35    | 0.32%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS LLC                                      | MILEAGE PLUS HLDS/MILEAGE PLUS     | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    782126 | PA      | $779268.66    | 0.54%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                       | MOOG INC                           | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    447000 | PA      | $412948.32    | 0.28%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                     | MOZART DEBT MERGER SUB INC         | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    442000 | PA      | $351292.55    | 0.24%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                       | NCR CORPORATION                    | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    424000 | PA      | $363811.05    | 0.25%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                       | NCR CORPORATION                    | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21433.93     | 0.01%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                       | NCR CORPORATION                    | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    755000 | PA      | $631402.51    | 0.43%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                            | NCL CORPORATION LTD                | CUSIP: 62886HBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    234000 | PA      | $202542.03    | 0.14%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                 | NRG ENERGY INC                     | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    684000 | PA      | $604309.80    | 0.42%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                 | NRG ENERGY INC                     | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    613000 | PA      | $469024.18    | 0.32%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                          | NABORS INDUSTRIES INC              | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    167000 | PA      | $163633.03    | 0.11%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                   | NAVIENT CORP                       | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    490000 | PA      | $471028.80    | 0.32%             | 2025-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                           | NEPTUNE BIDCO US INC               | CUSIP: 640695AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239000 | PA      | $225196.10    | 0.15%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                              | NEWELL BRANDS INC                  | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    118000 | PA      | $117157.83    | 0.08%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                | AMERICAN AIRLINES/AADVANTAGE       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30469 | PA      | $27874.87     | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                       | ACADIA HEALTHCARE COMPANY INC      | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    151000 | PA      | $143349.36    | 0.10%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                       | ACADIA HEALTHCARE CO INC           | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    205000 | PA      | $189073.66    | 0.13%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                | ADAPTHEALTH LLC                    | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $79629.05     | 0.05%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                | ADAPTHEALTH LLC                    | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    549000 | PA      | $467264.04    | 0.32%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER LLC                                      | AG TTMT ESCROW ISSUER LLC          | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    549000 | PA      | $554132.14    | 0.38%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                     | AIR CANADA                         | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $355357.73    | 0.24%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                        | ALLEGHENY TECHNOLOGIES INC         | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    116000 | PA      | $102468.18    | 0.07%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                        | ALLEGHENY TECHNOLOGIES INC         | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    488000 | PA      | $428176.80    | 0.29%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1242146.22   | 0.85%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                      | ALTICE FRANCE SA                   | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    661000 | PA      | $603415.95    | 0.41%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                      | ALTICE FRANCE SA                   | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    821000 | PA      | $644594.64    | 0.44%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                      | ALTICE FRANCE SA                   | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    456000 | PA      | $341058.85    | 0.23%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES                                              | AMERICAN AIRLINES INC              | CUSIP: 023771S58<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $189347.40    | 0.13%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                              | AMERICAN AXLE & MANUFACTURING INC  | CUSIP: 02406PAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $45331.70     | 0.03%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                              | AMERICAN AXLE & MANUFACTURING INC  | CUSIP: 02406PAY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $153000.23    | 0.11%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN BUILDERS & CONTRACTORS SUPPLY C                       | ABC SUPPLY CO INC                  | CUSIP: 024747AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $374428.95    | 0.26%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                    | APACHE CORPORATION                 | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     92000 | PA      | $76402.09     | 0.05%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                    | APACHE CORPORATION                 | CUSIP: 037411AY1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    189000 | PA      | $154980.00    | 0.11%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                    | APACHE CORPORATION                 | CUSIP: 037411BA2<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    516000 | PA      | $389186.43    | 0.27%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                               | ARCHES BUYER INC                   | CUSIP: 039524AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    609000 | PA      | $477648.82    | 0.33%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC/ARD                               | ARDAGH PACKAGING FIN PLC/HLDGS USA | CUSIP: 03969AAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    399000 | PA      | $381673.20    | 0.26%             | 2025-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC                             | ARDAGH METAL PACKAGING FIN/FIN PLC | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    757000 | PA      | $600470.88    | 0.41%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                                  | AG ISSUER LLC                      | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $27641.93     | 0.02%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                                  | APX GROUP INC                      | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    269000 | PA      | $259140.61    | 0.18%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                | AMERICAN AIRLINES/AADVANTAGE       | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1353605 | PA      | $1301711.43   | 0.89%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                   | HELIOS SOFTWARE HOLDINGS INC       | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    432000 | PA      | $328809.46    | 0.23%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                              | HERC HOLDINGS INC                  | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    607000 | PA      | $565904.44    | 0.39%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                             | LONZA SPECIALTY INGREDIENTS        | CUSIP: 427169AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    413000 | PA      | $330296.74    | 0.23%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                            | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $571559.79    | 0.39%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                            | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $451252.00    | 0.31%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                            | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $131551.63    | 0.09%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                          | HILTON DOMESTIC OPERATING CO       | CUSIP: 432833AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $369711.63    | 0.25%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HOLLY ENERGY                                                   | HOLLY ENERGY PARTNERS LP / FIN     | CUSIP: 435765AH5<br>LEI: 529900NVV7ODCT0QCG29 | Long             | DBT              | CORP              | US        |    545000 | PA      | $499437.14    | 0.34%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOLLY ENERGY                                                   | HOLLY ENERGY PARTNERS LP / FIN     | CUSIP: 435765AJ1<br>LEI: 529900NVV7ODCT0QCG29 | Long             | DBT              | CORP              | US        |    179000 | PA      | $176648.79    | 0.12%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                    | HOLOGIC INC                        | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    290000 | PA      | $273738.28    | 0.19%             | 2028-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hudbay                                                         | HUDBAY MINERALS INC                | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |   1567000 | PA      | $1428157.14   | 0.98%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hudbay                                                         | HUDBAY MINERALS INC                | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    277000 | PA      | $252904.74    | 0.17%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IAA INC                                                        | IAA SPINCO INC                     | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |    410000 | PA      | $398451.24    | 0.27%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                              | ILIAD HOLDING SAS                  | CUSIP: 449691AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1042000 | PA      | $967784.86    | 0.66%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                              | ILIAD HOLDING SAS                  | CUSIP: 449691AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    638000 | PA      | $578651.07    | 0.40%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                               | IRB HOLDING CORP                   | CUSIP: 44988MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1718318.63   | 1.18%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                       | IHEARTCOMMUNICATIONS INC           | CUSIP: 45174HBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164285 | PA      | $151116.89    | 0.10%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                       | IHEARTCOMMUNICATIONS INC           | CUSIP: 45174HBE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $55020.87     | 0.04%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                       | IHEARTCOMMUNICATIONS INC           | CUSIP: 45174HBG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $216345.34    | 0.15%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS V LLC                               | ILLUMINATE BUYER LLC/HOLDINGS IV   | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $207875.79    | 0.14%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC                                        | INDIGO MERGER SUB INC              | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181094.05    | 0.12%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                  | INGEVITY CORP                      | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    872000 | PA      | $752229.34    | 0.52%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                          | IRIS MERGER SUB 2019               | CUSIP: 45774NAB4<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |    462000 | PA      | $452963.00    | 0.31%             | 2028-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC                             | ARDAGH METAL PACKAGING FIN/FIN PLC | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    155000 | PA      | $151864.25    | 0.10%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                   | ASBURY AUTOMOTIVE GROUP INC        | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    111000 | PA      | $93652.79     | 0.06%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                   | ASBURY AUTOMOTIVE GROUP INC        | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    111000 | PA      | $91570.54     | 0.06%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                            | ASCEND LEARNING LLC TLB 3.5        | CUSIP: 04349HAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    796950 | PA      | $752121.56    | 0.52%             | 2028-12-11      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                       | ATLANTICA SUSTAIN INFRA PLC        | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $235445.88    | 0.16%             | 2028-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                            | AVANTOR FUNDING INC                | CUSIP: 05352TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    348000 | PA      | $315995.54    | 0.22%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                            | AVANTOR FUNDING INC                | CUSIP: 05352TAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    736000 | PA      | $618449.75    | 0.42%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                    | AVIENT CORPORATION                 | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    287000 | PA      | $282296.55    | 0.19%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                     | AXALTA COATING SYSTEMS LLC         | CUSIP: 05453GAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    571000 | PA      | $473845.94    | 0.33%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                    | BAUSCH HEALTH COS INC              | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    476000 | PA      | $304530.25    | 0.21%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                    | BAUSCH HEALTH COMPANIES INC        | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    313000 | PA      | $215323.44    | 0.15%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING                                                 | BEACON ROOFING SUPPLY INC          | CUSIP: 073685AF6<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    514000 | PA      | $481774.78    | 0.33%             | 2026-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LLC                                      | BLACK KNIGHT INFOSERV LLC          | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $435998.56    | 0.30%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                                  | BLACKSTONE MORTGAGE TRUST INC      | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    480000 | PA      | $409300.53    | 0.28%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                 | BOMBARDIER INC                     | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $223920.07    | 0.15%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                            | BOXER PARENT CO INC                | CUSIP: 103186AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $228513.86    | 0.16%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                               | BOYD GAMING CORPORATION            | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    177000 | PA      | $154055.28    | 0.11%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BWAY HOLDING CO                                                | BWAY HOLDING CO                    | CUSIP: 12429TAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $283130.21    | 0.19%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                     | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    886000 | PA      | $826741.19    | 0.57%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                     | CCO HOLDINGS LLC/CCO HOLDINGS CAP  | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $219653.83    | 0.15%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                     | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1041000 | PA      | $899099.22    | 0.62%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                     | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $306367.33    | 0.21%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                     | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    178000 | PA      | $142911.79    | 0.10%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                     | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    419000 | PA      | $339687.12    | 0.23%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY BUYER INC                                          | CD&R SMOKEY BUYER INC              | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $569234.48    | 0.39%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                               | CHS/COMMUNITY HEALTH SYSTEMS INC   | CUSIP: 12543DBK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    212000 | PA      | $154295.78    | 0.11%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                               | CHS/COMMUNITY HEALTH SYSTEMS INC   | CUSIP: 12543DBM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    779000 | PA      | $588366.88    | 0.40%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC HOLDINGS LLC                   | CUSIP: 126307AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    689000 | PA      | $555391.82    | 0.38%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC HOLDINGS LLC                   | CUSIP: 126307BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $443597.46    | 0.30%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                             | CNX RESOURCES CORP                 | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31902.01     | 0.02%             | 2027-03-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                             | CNX RESOURCES CORP                 | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    416000 | PA      | $383962.35    | 0.26%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                      | CNX MIDSTREAM PARTNERS LP          | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $297169.83    | 0.20%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC/CRC FINCO INC                    | CAESARS RESORT                     | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    702000 | PA      | $687961.94    | 0.47%             | 2025-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CALLON PETRO CO                                                | CALLON PETROLEUM COMPANY           | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    338000 | PA      | $317925.79    | 0.22%             | 2026-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALLON PETRO CO                                                | CALLON PETROLEUM COMPANY           | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    156000 | PA      | $143211.44    | 0.10%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                   | CALPINE CORP - ESCROW 4            | CUSIP: 131ESC9C1<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | EC               | CORP              | US        |   6049000 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CAMELOT FINANCE SA                                             | CAMELOT FINANCE SA                 | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    505000 | PA      | $474768.28    | 0.33%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US LLC                                      | CANPACK SA/CANPACK US LLC          | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |    627000 | PA      | $496447.82    | 0.34%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                  | CARNIVAL CORP                      | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    158000 | PA      | $126191.41    | 0.09%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                  | CARNIVAL CORPORATION               | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    695000 | PA      | $495875.80    | 0.34%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL HOLDINGS (BERMUDA) LTD                                | CARNIVAL HOLDINGS BERMUDA LTD      | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    354000 | PA      | $363375.99    | 0.25%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS INC                                  | CATALENT PHARMA SOLUTIONS INC      | CUSIP: 14879EAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187000 | PA      | $174670.33    | 0.12%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS INC                                  | CATALENT PHARMA SOLUTIONS INC      | CUSIP: 14879EAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $175100.47    | 0.12%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                           | CENGAGE LEARNING INC TLB 4.75      | CUSIP: 15134NAF3<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    817032 | PA      | $733032.84    | 0.50%             | 2026-07-14      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                   | CHARLES RIVER LABORATORIES INTL    | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    251000 | PA      | $230961.59    | 0.16%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                   | CHARLES RIVER LABORATORIES INTL    | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    143000 | PA      | $126432.42    | 0.09%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                              | NEWELL BRANDS INC                  | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    166000 | PA      | $163843.25    | 0.11%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                           | NEXTERA ENERGY OP PARTNERS LP      | CUSIP: 65342QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2127000 | PA      | $1957971.07   | 1.35%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                       | NFP CORP                           | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   1112000 | PA      | $946758.18    | 0.65%             | 2028-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                       | NFP CORP                           | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    418000 | PA      | $392920.00    | 0.27%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                            | NOVA CHEMICALS CORP                | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |    771000 | PA      | $692620.65    | 0.48%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                            | NOVA CHEMICALS CORP                | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |    124000 | PA      | $101281.04    | 0.07%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Novelis                                                        | NOVELIS CORP                       | CUSIP: 670001AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    284000 | PA      | $254532.13    | 0.17%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Novelis                                                        | NOVELIS CORP                       | CUSIP: 670001AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $117013.57    | 0.08%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                            | NUSTAR LOGISTICS LP                | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    430000 | PA      | $415306.88    | 0.29%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                            | NUSTAR LOGISTICS LP                | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    596000 | PA      | $575746.51    | 0.40%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                               | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    165000 | PA      | $176728.40    | 0.12%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                               | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    614000 | PA      | $626400.51    | 0.43%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                               | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    817000 | PA      | $844193.98    | 0.58%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                               | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    464000 | PA      | $469564.44    | 0.32%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                  | OLYMPUS WATER US HOLDINGS CORP     | CUSIP: 681639AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    441000 | PA      | $361337.29    | 0.25%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                   | ORGANON FINANCE 1 LLC              | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    848000 | PA      | $750835.20    | 0.52%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                   | ORGANON FINANCE 1 LLC              | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    690000 | PA      | $597694.95    | 0.41%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                     | OUTFRONT MEDIA CAP LLC/CAP CORP    | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    891000 | PA      | $738907.82    | 0.51%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                     | OUTFRONT MEDIA CAP LLC/CAP CORP    | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154000 | PA      | $127739.39    | 0.09%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                              | OWENS & MINOR INC                  | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    164000 | PA      | $141021.44    | 0.10%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                      | PACIFIC GAS & ELECTRIC COMPANY     | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    241000 | PA      | $220532.81    | 0.15%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                        | PTC INC                            | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    262000 | PA      | $237132.86    | 0.16%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                              | PANTHER BF AGGREGATOR 2 LP         | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    300000 | PA      | $293553.94    | 0.20%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                              | PANTHER BF AGGREGATOR 2 LP         | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    344000 | PA      | $336542.02    | 0.23%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                 | PARK INTERMEDIATE HOLDINGS LLC     | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    283000 | PA      | $239551.55    | 0.16%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OPERATIONS LP                                   | PATTERN ENERGY OPS LP/ENERGY OPS   | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286000 | PA      | $256690.84    | 0.18%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                        | DARLING INGREDIENTS INC            | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    374000 | PA      | $364793.94    | 0.25%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                        | DARLING INGREDIENTS INC            | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264622.31    | 0.18%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP                                    | DELEK LOGISTICS PARTNERS LP        | CUSIP: 24665FAB8<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |    383000 | PA      | $370541.53    | 0.25%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                              | DISH NETWORK CORP                  | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1901000 | PA      | $1190976.50   | 0.82%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                              | DISH NETWORK CORP                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    288000 | PA      | $296161.04    | 0.20%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                  | DISH DBS CORP                      | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1038000 | PA      | $669625.82    | 0.46%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                      | EQT MIDSTREAM PARTNERS LP          | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    170000 | PA      | $151365.51    | 0.10%             | 2026-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                      | EQT MIDSTREAM PARTNERS LP          | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    155000 | PA      | $138461.78    | 0.10%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                      | EQT MIDSTREAM PARTNERS LP          | CUSIP: 26885BAE0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    611000 | PA      | $458258.71    | 0.31%             | 2048-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                      | EQM MIDSTREAM PARTNERS LP          | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    148000 | PA      | $143771.48    | 0.10%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                      | EQM MIDSTREAM PARTNERS LP          | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    539000 | PA      | $515309.36    | 0.35%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                      | EQM MIDSTREAM PARTNERS LP          | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    547000 | PA      | $462769.31    | 0.32%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                      | EQM MIDSTREAM PARTNERS LP          | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    330000 | PA      | $271930.71    | 0.19%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                      | EQM MIDSTREAM PARTNERS LP          | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    124000 | PA      | $121480.85    | 0.08%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| 8TH AVENUE FOOD & PROVISIONS INC                               | 8TH AVENUE FOOD & PROV 1LN TL 3.75 | CUSIP: 28253PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1289082 | PA      | $1068326.62   | 0.73%             | 2025-10-01      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                      | ELDORADO RESORTS                   | CUSIP: 28470RAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    759000 | PA      | $738447.27    | 0.51%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                          | ELEMENT SOLUTIONS INC              | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    539000 | PA      | $460081.21    | 0.32%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                           | ENTEGRIS ESCROW CORP               | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    382000 | PA      | $349390.97    | 0.24%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                           | ENTEGRIS ESCROW CORP               | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $396696.32    | 0.27%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FAGE INTERNATIONAL SA (STRASSEN)                               | FAGE INTERNATIONAL SA/FAGE USA     | CUSIP: 30257WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1233000 | PA      | $1157015.64   | 0.79%             | 2026-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                               | FIRSTENERGY CORPORATION            | CUSIP: 337932AC1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    134000 | PA      | $151342.20    | 0.10%             | 2031-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                               | FIRSTENERGY CORPORATION            | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    153000 | PA      | $136744.52    | 0.09%             | 2047-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                             | FORD MOTOR COMPANY                 | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    446000 | PA      | $322675.86    | 0.22%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                             | FORD MOTOR COMPANY                 | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    317000 | PA      | $238525.43    | 0.16%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                  | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397A60<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    512000 | PA      | $493591.82    | 0.34%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                  | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397A86<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    712000 | PA      | $636245.79    | 0.44%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                  | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397B28<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    734000 | PA      | $664838.59    | 0.46%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                  | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397B36<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    359000 | PA      | $294854.01    | 0.20%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                  | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397B51<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237000 | PA      | $195832.85    | 0.13%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                  | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397C27<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $133564.78    | 0.09%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                  | FORD MOTOR CREDIT CO LLC           | CUSIP: 345397C35<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $269496.10    | 0.19%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                  | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397ZQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    513000 | PA      | $507225.48    | 0.35%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                  | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397ZX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    178000 | PA      | $171525.30    | 0.12%             | 2024-11-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                           | FRONTIER COMMUNICATIONS CORP       | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $246637.43    | 0.17%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                           | FRONTIER COMMUNICATIONS HOLDINGS   | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324000 | PA      | $330808.24    | 0.23%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                          | GFL ENVIRONMENTAL INC              | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $673086.23    | 0.46%             | 2025-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                          | GFL ENVIRONMENTAL INC              | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $356693.24    | 0.25%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                    | GARTNER INC                        | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    171000 | PA      | $149896.76    | 0.10%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER CO                                      | GOODYEAR TIRE & RUBBER COMPANY (TH | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    151000 | PA      | $125956.53    | 0.09%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER SAU                                      | GRIFOLS ESCROW ISSUER SAU          | CUSIP: 39843UAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    142000 | PA      | $122858.90    | 0.08%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTO INC                                               | GROUP 1 AUTOMOTIVE INC             | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    131000 | PA      | $111376.13    | 0.08%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES INC                                     | H&E EQUIPMENT SERVICES INC         | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $923703.73    | 0.63%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HB FULLER CO                                                   | H.B. FULLER CO                     | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    398000 | PA      | $350372.21    | 0.24%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HAIGHTS CROSS COMMUNICATIONS INC                               | Haights Cross Communications Inc   | CUSIP: 405990425<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27056 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HAWAIIAN BRAND INTELLECTUAL PROPERTY LTD                       | HAWAIIAN BRAND/HAWAIIAN MILES      | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    552635 | PA      | $500021.06    | 0.34%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                               | HEALTHEQUITY INC                   | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    455000 | PA      | $404235.02    | 0.28%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                    | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    809000 | PA      | $680644.12    | 0.47%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                    | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    178000 | PA      | $144801.90    | 0.10%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEG HOLDING LLC                                                | SEG HOLDING LLC/SEG FINANCE CORP   | CUSIP: 78397KAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    189000 | PA      | $176313.50    | 0.12%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                        | SBA COMMUNICATIONS CORP            | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    922000 | PA      | $834634.36    | 0.57%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                   | SM ENERGY CO                       | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    629000 | PA      | $601174.40    | 0.41%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                                        | SPCM SA                            | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     35000 | PA      | $30286.96     | 0.02%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                           | SRS DISTRIBUTION INC               | CUSIP: 78471RAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    609000 | PA      | $543986.54    | 0.37%             | 2028-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                 | SABRE GLBL INC                     | CUSIP: 78573NAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $55578.60     | 0.04%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                           | SCHAEFFLER VERWALTUNG ZWEI PIK     | CUSIP: 80627DAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     85000 | PA      | $73670.66     | 0.05%             | 2026-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                   | SCIENTIFIC GAMES HOLDINGS LP/FINCO | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    462000 | PA      | $390116.27    | 0.27%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL                                 | SCIENTIFIC GAMES INTERNATIONAL INC | CUSIP: 80874YBC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    349000 | PA      | $333706.21    | 0.23%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                      | SCOTTS MIRACLE-GRO CO/THE          | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153580.59    | 0.11%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                            | SELECT MEDICAL CORP                | CUSIP: 816196AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1033000 | PA      | $984494.14    | 0.68%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                        | SENSATA TECHNOLOGIES BV            | CUSIP: 81725WAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    270000 | PA      | $255750.85    | 0.18%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LIMITED PARTNERSHIP A CALIFORNIA LP                 | SHEA HOMES LP/SHEA HOMES FUNDING   | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $349534.58    | 0.24%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                            | SHIFT4 PAYMENTS LLC/SHIFT4 FIN     | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    648000 | PA      | $611268.21    | 0.42%             | 2026-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC                                              | SIMMONS FOODS INC/SIMMONS PREP     | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353000 | PA      | $288836.87    | 0.20%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                            | SIRIUS XM RADIO INC                | CUSIP: 82967NBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    539000 | PA      | $445289.51    | 0.31%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                            | SIRIUS XM RADIO INC                | CUSIP: 82967NBL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    338000 | PA      | $300102.11    | 0.21%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                         | SOUTHWESTERN ENERGY COMPANY        | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $894816.14    | 0.61%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                            | SPECTRUM BRANDS INC                | CUSIP: 84762LAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    524000 | PA      | $518575.06    | 0.36%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                            | SPECTRUM BRANDS INC                | CUSIP: 84762LAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $175821.63    | 0.12%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                            | SPECTRUM BRANDS HOLDINGS INC       | CUSIP: 84762LAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22190.76     | 0.02%             | 2030-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT IP CAYMAN LTD                                           | SPIRIT LOYALTY CAYMAN LTD/SPIRIT   | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    290000 | PA      | $288973.98    | 0.20%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                           | SPRINGLEAF FINANCE CORP            | CUSIP: 85172FAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $212798.65    | 0.15%             | 2024-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SPIRIT AROSYSTMS                                               | SPIRIT AEROSYSTEMS INC             | CUSIP: 85205TAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $177043.55    | 0.12%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                     | SPRINT CAPITAL CORPORATION         | CUSIP: 852060AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1049304.10   | 0.72%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                     | SPRINT CAPITAL CORPORATION         | CUSIP: 852060AT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $142748.05    | 0.10%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                      | BLOCK INC                          | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $139681.26    | 0.10%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                    | STAPLES INC                        | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    265000 | PA      | $228119.13    | 0.16%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                  | SYNAPTICS INCORPORATED             | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    345000 | PA      | $288718.58    | 0.20%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                                   | TELEFLEX INCORPORATED              | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    599000 | PA      | $571237.15    | 0.39%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                                   | TELEFLEX INC                       | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    246000 | PA      | $224803.99    | 0.15%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TELESAT LLC                                                    | Telesat Corp                       | CUSIP: 879512309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $45.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPO ACQUISITION LLC                                          | TEMPO ACQUISITION LLC/TEMPO FIN    | CUSIP: 88023JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    377000 | PA      | $378212.81    | 0.26%             | 2025-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                                 | TEMPUR SEALY INTERNATIONAL INC     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    266000 | PA      | $208235.15    | 0.14%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                              | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1237132.81   | 0.85%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                              | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1148036.81   | 0.79%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                              | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    304000 | PA      | $283672.96    | 0.19%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                              | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    180000 | PA      | $155950.57    | 0.11%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                  | TERRAFORM POWER OPERATING LLC      | CUSIP: 88104LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    566000 | PA      | $509394.67    | 0.35%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                  | TERRAFORM POWER OPERATING LLC      | CUSIP: 88104LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $577028.65    | 0.40%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC                                             | TIBCO SOFTWARE INC                 | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    449000 | PA      | $380189.58    | 0.26%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                  | TRANSDIGM INC                      | CUSIP: 893647BB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    997000 | PA      | $971609.69    | 0.67%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                  | TRANSDIGM INC                      | CUSIP: 893647BE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1470623.97   | 1.01%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                  | TRANSDIGM INC                      | CUSIP: 893647BL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $25354.48     | 0.02%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                  | TRANSDIGM INC                      | CUSIP: 893647BP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $60628.77     | 0.04%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS LLC                                    | TRANSMONTAIGE PARTNERS LP / FIN CO | CUSIP: 89376VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    979000 | PA      | $851508.65    | 0.58%             | 2026-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN SENTRY LTD                                          | TRANSOCEAN SENTRY LTD              | CUSIP: 89385AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    834854 | PA      | $828221.92    | 0.57%             | 2023-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                   | TRIVIUM PACKAGING FINANCE BV       | CUSIP: 89686QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1051000 | PA      | $982419.14    | 0.67%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                   | US FOODS INC                       | CUSIP: 90290MAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276000 | PA      | $243882.84    | 0.17%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                          | UBER TECHNOLOGIES INC              | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    429000 | PA      | $429612.07    | 0.30%             | 2025-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                          | UBER TECHNOLOGIES INC              | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1325167.18   | 0.91%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS LLC                                    | US ACUTE CARE SOLUTIONS LLC        | CUSIP: 90367UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    416000 | PA      | $369204.51    | 0.25%             | 2026-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISSUER CORP                                     | UNIFRAX ESCROW ISSUER CORP         | CUSIP: 90473LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $135289.12    | 0.09%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                   | UNIVISION COMMUNICATIONS INC       | CUSIP: 914906AX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    309000 | PA      | $295683.05    | 0.20%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                        | VZ SECURED FINANCING BV            | CUSIP: 91845AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    780000 | PA      | $635957.10    | 0.44%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                              | VENTURE GLOBAL CALCASIEU PASS LLC  | CUSIP: 92328MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    496000 | PA      | $434260.25    | 0.30%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                              | VENTURE GLOBAL CALCASIEU PASS LLC  | CUSIP: 92328MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    773000 | PA      | $658989.19    | 0.45%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                              | VENTURE GLOBAL CALCASIEU PASS LLC  | CUSIP: 92328MAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    423000 | PA      | $345341.49    | 0.24%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                       | VERTICAL US NEWCO INC              | CUSIP: 92537RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $250850.77    | 0.17%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                             | VICI PROPERTIES LP / VICI NOTE CO  | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    569000 | PA      | $530999.40    | 0.36%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                                  | VIDEOTRON LTD / VIDEOTRON LTEE     | CUSIP: 92660FAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    370000 | PA      | $312827.20    | 0.21%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                       | VIRGIN MEDIA FINANCE PLC           | CUSIP: 92769VAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    790000 | PA      | $634701.25    | 0.44%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                               | VIRGIN MEDIA SECURED FINANCE PLC   | CUSIP: 92769XAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    172000 | PA      | $154570.94    | 0.11%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                  | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154000 | PA      | $143313.70    | 0.10%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                  | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    279000 | PA      | $240724.46    | 0.17%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                     | VMED O2 UK FINANCING I PLC         | CUSIP: 92858RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    438000 | PA      | $354802.80    | 0.24%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                     | VMED O2 UK FINANCING I PLC         | CUSIP: 92858RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    665000 | PA      | $541519.87    | 0.37%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                         | WR GRACE HOLDINGS LLC              | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    637000 | PA      | $515342.65    | 0.35%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                         | PENN NATIONAL GAMING INC           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    211000 | PA      | $166921.41    | 0.11%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP INC                                    | PENSKE AUTOMOTIVE GROUP INC        | CUSIP: 70959WAJ2<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    208000 | PA      | $193755.86    | 0.13%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                     | PERFORMANCE FOOD GROUP INC         | CUSIP: 71376LAD2<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185266.88    | 0.13%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                   | PETSMART INC/PETSMART FIN CORP     | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $339816.03    | 0.23%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                            | PILGRIMS PRIDE CORP                | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    316000 | PA      | $268972.04    | 0.18%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                            | PILGRIMS PRIDE CORP                | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     93000 | PA      | $72694.14     | 0.05%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                          | PLAYTIKA HOLDING CORP              | CUSIP: 72815LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    728000 | PA      | $571292.81    | 0.39%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                              | POST HOLDINGS INC                  | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    154000 | PA      | $149124.35    | 0.10%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                              | POST HOLDINGS INC                  | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    431000 | PA      | $407359.56    | 0.28%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                              | POST HOLDINGS INC                  | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    175000 | PA      | $150979.10    | 0.10%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                       | PRIMO WATER HOLDINGS INC           | CUSIP: 74168LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $243545.84    | 0.17%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING ASSOCIATES LP                                | PROVIDENT FUNDING ASSOCIATES LP    | CUSIP: 74387UAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1168726.37   | 0.80%             | 2025-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUAD/GRAPHICS INC                                              | Quad/Graphics Inc                  | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |      1277 | NS      | $5210.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET MORTGAGE LLC                                            | QUICKEN LOANS LLC/ QUICKEN LOANS   | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $301517.61    | 0.21%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                            | QUICKEN LOANS LLC/QUICKEN LOANS    | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $69505.98     | 0.05%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                           | RLJ LODGING TRUST LP               | CUSIP: 74965LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194000 | PA      | $172671.88    | 0.12%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RP ESCROW ISSUER LLC                                           | RADIOLOGY PARTNERS INC             | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    988000 | PA      | $755598.20    | 0.52%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RADIAN GRP INC                                                 | RADIAN GROUP INC                   | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    262000 | PA      | $240095.62    | 0.16%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RADIAN GRP INC                                                 | RADIAN GROUP INC                   | CUSIP: 750236AX9<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43540.03     | 0.03%             | 2025-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC                                             | RADIATE HOLDCO LLC/RADIATE FIN INC | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    792000 | PA      | $582074.63    | 0.40%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                            | RESIDEO FUNDING INC                | CUSIP: 76119LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    317000 | PA      | $255755.96    | 0.18%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RITCHIE BROS AUCTIONEERS INC                                   | RITCHIE BROS AUCTIONEERS INC       | CUSIP: 767744AA3<br>LEI: 5493002H8U24DJXQ4886 | Long             | DBT              | CORP              | CA        |    351000 | PA      | $346099.79    | 0.24%             | 2025-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                    | ROBLOX CORPORATION                 | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    473000 | PA      | $372586.64    | 0.26%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                            | ROCKET MORTGAGE LLC/ROCKET MORT    | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1267000 | PA      | $947720.18    | 0.65%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                    | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     93000 | PA      | $99896.32     | 0.07%             | 2025-06-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                    | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    408000 | PA      | $330351.99    | 0.23%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer