# EDGAR Filing Document

**Accession Number:** 0001738073
**File Stem:** 0001752724-23-039227
**Filing Date:** 2023-2
**Character Count:** 351719
**Document Hash:** a9444edaa35d648ed8709714d93bcb89
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-039227.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-039227

**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:** BlackRock Series Fund II, Inc.
- **CENTRAL INDEX KEY:** 0001738073
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23345
- **FILM NUMBER:** 23665229

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $20038709.05

**Total Liabilities:** $228431.09

**Net Assets:** $19810277.96

**Cash Not Reported:** $434738.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.08000000 | **1-Year:** 25.17000000 | **5-Year:** 712.81000000 | **10-Year:** 379.11000000 | **30-Year:** 534.19000000

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

- **3-Month:** 40.05000000 | **1-Year:** 143.01000000 | **5-Year:** 5814.67000000 | **10-Year:** 612.91000000 | **30-Year:** 341.40000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202340 | 3.12%                | 1.56%                | -0.34%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-127810.43              | $601022.04                                 |
| Month 2  | $-164698.12              | $420774.56                                 |
| Month 3  | $-28563.23               | $-228470.69                                |

**Designated Index Information**

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

- **Index Identifier:** LF89TRUU

### Schedule of Portfolio Investments

| Name                                                   | Title                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                       | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12688.69     | 0.06%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                               | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      8000 | PA      | $6730.00      | 0.03%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Graham Holdings Co.                                    | Graham Holdings Co.                                        | CUSIP: 384637AA2<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2947.80      | 0.01%             | 2026-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                    | NuStar Logistics LP                                        | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12517.79     | 0.06%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                             | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8663.81      | 0.04%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                     | General Motors Co.                                         | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40080.50     | 0.20%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                             | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4480.76      | 0.02%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                         | Western Midstream Operating LP                             | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     52000 | PA      | $42837.60     | 0.22%             | 2050-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                            | Midcontinent Communications                                | CUSIP: 59565XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $14486.15     | 0.07%             | 2027-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                             | Garda World Security Corp.                                 | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $12361.72     | 0.06%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PTC, Inc.                                              | PTC, Inc.                                                  | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3809.72      | 0.02%             | 2025-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                    | Iron Mountain, Inc.                                        | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3466.46      | 0.02%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                   | Scientific Games International, Inc.                       | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12400.83     | 0.06%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                  | Clydesdale Acquisition Holdings, Inc.                      | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48488.27     | 0.24%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                  | Clydesdale Acquisition Holdings, Inc.                      | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     29000 | PA      | $24823.17     | 0.13%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Ciena Corp.                                            | Ciena Corp.                                                | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7040.88      | 0.04%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                         | JBS USA LUX SA                                             | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $21239.42     | 0.11%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITGO Petroleum Corp.                                  | CITGO Petroleum Corp.                                      | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19277.51     | 0.10%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                        | Permian Resources Operating LLC                            | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18844.76     | 0.10%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                              | Standard Industries, Inc.                                  | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36671.61     | 0.19%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nabors Industries Ltd.                                 | Nabors Industries Ltd.                                     | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |     12000 | PA      | $11308.79     | 0.06%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                             | DCP Midstream Operating LP                                 | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20159.77     | 0.10%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                            | Targa Resources Partners LP                                | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $33262.61     | 0.17%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $107880.00    | 0.54%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                 | BWX Technologies, Inc.                                     | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8987.50      | 0.05%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                         | JELD-WEN, Inc.                                             | CUSIP: 475795AE0<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12159.48     | 0.06%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | U.S. Treasury 5 Year Note                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -3 | NC      | $440.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITGO Petroleum Corp.                                  | CITGO Petroleum Corp.                                      | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24384.00     | 0.12%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                            | Chobani LLC                                                | CUSIP: 17027NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $86663.75     | 0.44%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                    | Iron Mountain, Inc.                                        | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1796.36      | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions, Inc.                        | Catalent Pharma Solutions, Inc.                            | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |     33000 | PA      | $26275.43     | 0.13%             | 2029-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PTC, Inc.                                              | PTC, Inc.                                                  | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5400.20      | 0.03%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                              | Telecom Italia Capital SA                                  | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     14000 | PA      | $11453.26     | 0.06%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp.                                | Chesapeake Energy Corp.                                    | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38944.00     | 0.20%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apache Corp.                                           | Apache Corp.                                               | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11601.98     | 0.06%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                               | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      6000 | PA      | $4850.09      | 0.02%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                           | Performance Food Group, Inc.                               | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     38000 | PA      | $32931.56     | 0.17%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                           | Tallgrass Energy Partners LP                               | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2800.85      | 0.01%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                   | Frontier Communications Holdings LLC                       | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22368.49     | 0.11%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications, Inc.                      | Consolidated Communications, Inc.                          | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     27000 | PA      | $20980.64     | 0.11%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tervita Corp.                                          | Tervita Corp.                                              | CUSIP: 88159EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      7000 | PA      | $7525.48      | 0.04%             | 2025-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                              | EQM Midstream Partners LP                                  | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4447.21      | 0.02%             | 2026-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                | Molina Healthcare, Inc.                                    | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5932.08      | 0.03%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                     | APi Group DE, Inc.                                         | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6934.84      | 0.04%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NCR Corp.                                              | NCR Corp.                                                  | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7672.81      | 0.04%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                     | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14883.84     | 0.08%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                            | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4864.77      | 0.02%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                        | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $862.92       | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                               | Celanese US Holdings LLC                                   | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14794.89     | 0.07%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                                  | MGIC Investment Corp.                                      | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14753.36     | 0.07%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                              | EQM Midstream Partners LP                                  | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8684.97      | 0.04%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | U.S. Treasury 10 Year Note                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -5 | NC      | $3131.06      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                             | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8369.96      | 0.04%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                    | Ascent Resources Utica Holdings LLC                        | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $41014.98     | 0.21%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                              | EQM Midstream Partners LP                                  | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     22000 | PA      | $17985.00     | 0.09%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                      | IRB Holding Corp.                                          | CUSIP: 44988MAC9<br>LEI: 549300HVW4WNWYBXN830 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15960.00     | 0.08%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                  | Delta Air Lines, Inc.                                      | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13285.23     | 0.07%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd.                                         | Videotron Ltd.                                             | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $10952.50     | 0.06%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA, Inc.                                   | Murphy Oil USA, Inc.                                       | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13725.45     | 0.07%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions, Inc.                        | Consensus Cloud Solutions, Inc.                            | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4676.20      | 0.02%             | 2026-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp.                                 | Owl Rock Capital Corp.                                     | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4619.55      | 0.02%             | 2025-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                          | Centene Corp.                                              | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     21000 | PA      | $16501.80     | 0.08%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC                                           | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163500.00    | 0.83%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                      | Venture Global Calcasieu Pass LLC                          | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $98028.00     | 0.49%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CrownRock LP                                           | CrownRock LP                                               | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $55970.00     | 0.28%             | 2025-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                               | Central Garden & Pet Co.                                   | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14785.26     | 0.07%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                               | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     24000 | PA      | $24662.40     | 0.12%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                         | K. Hovnanian Enterprises, Inc.                             | CUSIP: 48251UAF5<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19200.00     | 0.10%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                            | Match Group Holdings II LLC                                | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13061.88     | 0.07%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Apache Corp.                                           | Apache Corp.                                               | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8886.86      | 0.04%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                     | AMC Networks, Inc.                                         | CUSIP: 00164VAE3<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9120.00      | 0.05%             | 2025-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                | GCI LLC                                                    | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10080.97     | 0.05%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                          | Asbury Automotive Group, Inc.                              | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1672.70      | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tap Rock Resources LLC                                 | Tap Rock Resources LLC                                     | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |     79000 | PA      | $73477.90     | 0.37%             | 2026-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OWL Rock Core Income Corp.                             | OWL Rock Core Income Corp.                                 | CUSIP: 69120VAN1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20932.05     | 0.11%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                      | Lamar Media Corp.                                          | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1790.21      | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Northern Oil and Gas, Inc.                             | Northern Oil and Gas, Inc.                                 | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     84000 | PA      | $80656.30     | 0.41%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.         | Charles River Laboratories International, Inc.             | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9209.70      | 0.05%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                 | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4076.08      | 0.02%             | 2024-07-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                      | Boyd Gaming Corp.                                          | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13039.32     | 0.07%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                  | Silgan Holdings, Inc.                                      | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4625.79      | 0.02%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                       | ITT Holdings LLC                                           | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22737.78     | 0.11%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                        | Lions Gate Capital Holdings LLC                            | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |     50000 | PA      | $28989.85     | 0.15%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                   | Northern Trust Corp.                                       | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14762.19     | 0.07%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                          | Gartner, Inc.                                              | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5171.80      | 0.03%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Summit Materials LLC                                   | Summit Materials LLC                                       | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $14896.40     | 0.08%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC                                    | Big River Steel LLC                                        | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $107658.01    | 0.54%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NCL Finance Ltd.                                       | NCL Finance Ltd.                                           | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     11000 | PA      | $8120.43      | 0.04%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                 | HUB International Ltd.                                     | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2620.15      | 0.01%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                   | American Tower Corp.                                       | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4883.72      | 0.02%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                        | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17217.99     | 0.09%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| APX Group, Inc.                                        | APX Group, Inc.                                            | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19251.00     | 0.10%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                         | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8485.47      | 0.04%             | 2025-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                            | Crocs, Inc.                                                | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1694.20      | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Holdings, Inc.                    | Cloud Software Group Holdings, Inc.                        | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $135607.28    | 0.68%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                 | Aramark Services, Inc.                                     | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24256.31     | 0.12%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC | Fortress Transportation & Infrastructure Investors LLC     | CUSIP: 34960PAC5<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5012.50      | 0.03%             | 2027-08-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                               | Ryan Specialty Group LLC                                   | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8658.96      | 0.04%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                              | Vistra Operations Co. LLC                                  | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1926.83      | 0.01%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                      | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16574.94     | 0.08%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                         | DISH DBS Corp.                                             | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $67386.80     | 0.34%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                          | Smyrna Ready Mix Concrete LLC                              | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49208.50     | 0.25%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                         | US Foods, Inc.                                             | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23973.84     | 0.12%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Diamond BC BV                                          | Diamond BC BV                                              | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |     49000 | PA      | $39322.50     | 0.20%             | 2029-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                    | Buckeye Partners LP                                        | CUSIP: 118230AT8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2857.21      | 0.01%             | 2025-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                        | Boyne USA, Inc.                                            | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $14160.71     | 0.07%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                  | Matador Resources Co.                                      | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15383.34     | 0.08%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                         | Univision Communications, Inc.                             | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8683.29      | 0.04%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                           | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $22422.79     | 0.11%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                      | Taylor Morrison Communities, Inc.                          | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4331.17      | 0.02%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                   | American Tower Corp.                                       | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18727.72     | 0.09%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Qorvo, Inc.                                            | Qorvo, Inc.                                                | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8842.40      | 0.04%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                      | Hertz Corp. (The)                                          | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4551.60      | 0.02%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Espirito Santo SA                                | Banco Espirito Santo SA                                    | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |    100000 | PA      | $12845.40     | 0.06%             | 2018-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                              | Telecom Italia Capital SA                                  | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     29000 | PA      | $21915.30     | 0.11%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                              | Telecom Italia Capital SA                                  | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      6000 | PA      | $4871.40      | 0.02%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                              | Sunoco LP                                                  | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5908.19      | 0.03%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                             | Elanco Animal Health, Inc.                                 | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3806.04      | 0.02%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                       | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $88383.00     | 0.45%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc., Series Y                                  | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8164.29      | 0.04%             | 2026-11-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                             | Warnermedia Holdings, Inc.                                 | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     84000 | PA      | $61065.18     | 0.31%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                        | Live Nation Entertainment, Inc.                            | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     73000 | PA      | $71434.16     | 0.36%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                 | Dycom Industries, Inc.                                     | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9574.34      | 0.05%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                 | Encompass Health Corp.                                     | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4542.00      | 0.02%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco, Inc.                             | TK Elevator US Newco, Inc.                                 | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177508.00    | 0.90%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                    | Lithia Motors, Inc.                                        | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9043.21      | 0.05%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                        | Live Nation Entertainment, Inc.                            | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35613.00     | 0.18%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC | Fortress Transportation & Infrastructure Investors LLC     | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3760.82      | 0.02%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                       | Clarivate Science Holdings Corp.                           | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $63246.91     | 0.32%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                         | Constellium SE, Class A                                    | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |      1837 | NS      | $21731.71     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy Holdings LLC                         | Earthstone Energy Holdings LLC                             | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21046.30     | 0.11%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                             | Carpenter Technology Corp.                                 | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3804.12      | 0.02%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                             | Go Daddy Operating Co. LLC                                 | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $13395.07     | 0.07%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp.                                | Chesapeake Energy Corp.                                    | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       330 | NS      | $31142.10     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                    | Huntington Ingalls Industries, Inc.                        | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9983.90      | 0.05%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                       | Sabre GLBL, Inc.                                           | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20181.84     | 0.10%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co., Series HH                            | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     26000 | PA      | $22912.50     | 0.12%             | 2025-02-01      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                            | Minerals Technologies, Inc.                                | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17812.00     | 0.09%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co., Series Q                             | CUSIP: 48124BAC9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19525.00     | 0.10%             | 2023-05-01      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                           | Scotts Miracle-Gro Co. (The)                               | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6111.53      | 0.03%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                       | Sabre GLBL, Inc.                                           | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7208.08      | 0.04%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                  | Ahead DB Holdings LLC                                      | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11252.50     | 0.06%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                       | Goodyear Tire & Rubber Co. (The)                           | CUSIP: 382550BH3<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17467.54     | 0.09%             | 2025-05-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Kobe U.S. Midco 2, Inc.                                | Kobe U.S. Midco 2, Inc.                                    | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $14000.00     | 0.07%             | 2026-11-01      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Liberty Broadband Corp.                                | Liberty Broadband Corp.                                    | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31845.00     | 0.16%             | 2050-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                            | Match Group Holdings II LLC                                | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6901.78      | 0.03%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                             | MSCI, Inc.                                                 | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     14000 | PA      | $10811.62     | 0.05%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman International, Inc.                  | Williams Scotsman International, Inc.                      | CUSIP: 71953LAA9<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10890.00     | 0.05%             | 2025-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                               | Wynn Resorts Finance LLC                                   | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $32570.94     | 0.16%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | SPDR S&P 500 ETF Trust                                     | CUSIP: 00P7XGYK6<br>LEI: N/A                  | N/A              | DE               |  | US        |       -17 | NC      | $-2261.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                      | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9606.75      | 0.05%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tempur Sealy International, Inc.                       | Tempur Sealy International, Inc.                           | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7065.23      | 0.04%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC                       | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $12200.17     | 0.06%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                     | DISH Network Corp.                                         | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28837.20     | 0.15%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                     | Nationstar Mortgage Holdings, Inc.                         | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4475.00      | 0.02%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                                  | Tempo Acquisition LLC                                      | CUSIP: 88023JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15025.76     | 0.08%             | 2025-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                            | ONEOK, Inc.                                                | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15711.26     | 0.08%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CCM Merger, Inc.                                       | CCM Merger, Inc.                                           | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14134.80     | 0.07%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                        | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2509.89      | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                       | Goodyear Tire & Rubber Co. (The)                           | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7507.35      | 0.04%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entegris Escrow Corp.                                  | Entegris Escrow Corp.                                      | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $103048.91    | 0.52%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CommScope Technologies LLC                             | CommScope Technologies LLC                                 | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38220.00     | 0.19%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                   | Scientific Games International, Inc.                       | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18363.64     | 0.09%             | 2025-07-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                  | Cheniere Energy, Inc.                                      | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        58 | NS      | $8697.68      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                             | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     59000 | PA      | $48109.19     | 0.24%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NCR Corp.                                              | NCR Corp.                                                  | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8363.23      | 0.04%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                        | CommScope, Inc.                                            | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7383.12      | 0.04%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Condor Merger Sub, Inc.                                | Condor Merger Sub, Inc.                                    | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |     77000 | PA      | $61910.38     | 0.31%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                             | Carpenter Technology Corp.                                 | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21050.12     | 0.11%             | 2030-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                    | Buckeye Partners LP                                        | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     14000 | PA      | $10431.10     | 0.05%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Property REIT, Inc.                         | Brookfield Property REIT, Inc.                             | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $11701.41     | 0.06%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Triumph Group, Inc.                                    | Triumph Group, Inc.                                        | CUSIP: 896818AS0<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35612.50     | 0.18%             | 2024-06-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                    | Blackstone Holdings Finance Co. LLC                        | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39292.01     | 0.20%             | 2027-11-03      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Stericycle, Inc.                                       | Stericycle, Inc.                                           | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11342.50     | 0.06%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                    | Rocket Mortgage LLC                                        | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $29143.52     | 0.15%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                 | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     71000 | PA      | $73369.98     | 0.37%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                            | Service Corp. International                                | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1875.05      | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                | Uber Technologies, Inc.                                    | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       201 | NS      | $4970.73      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex, Inc.                                         | Teleflex, Inc.                                             | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30124.38     | 0.15%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                       | Sealed Air Corp.                                           | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21771.29     | 0.11%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                              | Zayo Group Holdings, Inc.                                  | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    172000 | PA      | $97537.53     | 0.49%             | 2028-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                | Molina Healthcare, Inc.                                    | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2491.32      | 0.01%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                  | Delta Air Lines, Inc.                                      | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4954 | PA      | $4656.63      | 0.02%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                  | Global Payments, Inc.                                      | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29751.80     | 0.15%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                 | HUB International Ltd.                                     | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60697.38     | 0.31%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nabors Industries Ltd.                                 | Nabors Industries Ltd.                                     | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |     18000 | PA      | $16468.13     | 0.08%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                      | Venture Global Calcasieu Pass LLC                          | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     69000 | PA      | $60375.00     | 0.30%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                      | Genesis Energy LP                                          | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $12886.72     | 0.07%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                         | Community Health Systems, Inc.                             | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18864.12     | 0.10%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream Partners LP                           | EnLink Midstream Partners LP                               | CUSIP: 29336UAD9<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1515.66      | 0.01%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NFP Corp.                                              | NFP Corp.                                                  | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     82000 | PA      | $69806.25     | 0.35%             | 2028-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NESCO Holdings II, Inc.                                | NESCO Holdings II, Inc.                                    | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18375.00     | 0.09%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                          | Calpine Corp.                                              | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30337.96     | 0.15%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                           | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3754.68      | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                   | RLJ Lodging Trust LP                                       | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6485.32      | 0.03%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                    | Mattamy Group Corp.                                        | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $8915.11      | 0.05%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                         | Lehman Brothers Holdings, Inc.                             | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |    110000 | PA      | $385.00       | 0.00%             | 2017-05-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                 | Encompass Health Corp.                                     | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34247.54     | 0.17%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                    | Ascent Resources Utica Holdings LLC                        | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $68880.00     | 0.35%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions, Inc.                                  | Viavi Solutions, Inc.                                      | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21851.82     | 0.11%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                        | Advanced Drainage Systems, Inc.                            | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18650.00     | 0.09%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                       | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1656 | NS      | $1738.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp.                                  | Gulfport Energy Corp.                                      | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |      2500 | PA      | $2437.50      | 0.01%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                     | Vertiv Group Corp.                                         | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59500.00     | 0.30%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Levi Strauss & Co.                                     | Levi Strauss & Co.                                         | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14286.42     | 0.07%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                               | Lumen Technologies, Inc.                                   | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     64000 | PA      | $54236.96     | 0.27%             | 2027-02-15      | Fixed         | 4.00%                 | 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        |     13000 | PA      | $11155.56     | 0.06%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                         | Community Health Systems, Inc.                             | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     21000 | PA      | $15834.78     | 0.08%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OWL Rock Core Income Corp.                             | OWL Rock Core Income Corp.                                 | CUSIP: 69120VAL5<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10663.44     | 0.05%             | 2025-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                         | Western Midstream Operating LP                             | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8299.73      | 0.04%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                         | Ford Motor Co.                                             | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4741.70      | 0.02%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                         | Ford Motor Co.                                             | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12003.65     | 0.06%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Penske Automotive Group, Inc.                          | Penske Automotive Group, Inc.                              | CUSIP: 70959WAJ2<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27841.79     | 0.14%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                               | Spirit AeroSystems, Inc.                                   | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31581.00     | 0.16%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Teleflex, Inc.                                         | Teleflex, Inc.                                             | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1906.18      | 0.01%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                     | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2598.90      | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp.                                  | Range Resources Corp.                                      | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1762.21      | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.         | Charles River Laboratories International, Inc.             | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2653.20      | 0.01%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                         | US Foods, Inc.                                             | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2641.84      | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Covanta Holding Corp.                                  | Covanta Holding Corp.                                      | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9831.24      | 0.05%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                    | Medline Borrower LP                                        | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15313.24     | 0.08%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                           | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $58554.40     | 0.30%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                             | LABL, Inc.                                                 | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17425.40     | 0.09%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                               | SBA Communications Corp.                                   | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22587.84     | 0.11%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Altice France Holding SA                               | Altice France Holding SA                                   | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $152500.00    | 0.77%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                | Uber Technologies, Inc.                                    | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28800.00     | 0.15%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                              | Howard Hughes Corp. (The)                                  | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11326.96     | 0.06%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Ltd.                                 | Titan Acquisition Ltd.                                     | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $37824.70     | 0.19%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                  | Prestige Brands, Inc.                                      | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10720.71     | 0.05%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                      | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13386.90     | 0.07%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Crestwood Midstream Partners LP                        | Crestwood Midstream Partners LP                            | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11160.00     | 0.06%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wynn Las Vegas LLC                                     | Wynn Las Vegas LLC                                         | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $25269.18     | 0.13%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                       | Bombardier, Inc.                                           | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $1980.63      | 0.01%             | 2025-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TransAlta Corp.                                        | TransAlta Corp.                                            | CUSIP: 89346DAH0<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $7148.97      | 0.04%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies LLC                              | ZoomInfo Technologies LLC                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $59667.15     | 0.30%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp.                               | Precision Drilling Corp.                                   | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $1862.01      | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                               | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5115.61      | 0.03%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                            | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    323000 | PA      | $318539.37    | 1.61%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.       | American Builders & Contractors Supply Co., Inc.           | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3269.80      | 0.02%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GrafTech Finance, Inc.                                 | GrafTech Finance, Inc.                                     | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9033.45      | 0.05%             | 2028-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Operating LLC                       | Magnolia Oil & Gas Operating LLC                           | CUSIP: 559665AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1920.00      | 0.01%             | 2026-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block Communications, Inc.                             | Block Communications, Inc.                                 | CUSIP: 093645AJ8<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10470.00     | 0.05%             | 2028-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                          | Gartner, Inc.                                              | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5272.32      | 0.03%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                         | Western Midstream Operating LP                             | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2739.87      | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Spirit Loyalty Cayman Ltd.                             | Spirit Loyalty Cayman Ltd.                                 | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      3370 | PA      | $3380.85      | 0.02%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                | Element Solutions, Inc.                                    | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    148000 | PA      | $125800.00    | 0.64%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                               | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     12000 | PA      | $9716.41      | 0.05%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                            | Crocs, Inc.                                                | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20373.75     | 0.10%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                    | NuStar Logistics LP                                        | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1849.33      | 0.01%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                 | Boxer Parent Co., Inc.                                     | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10697.63     | 0.05%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                           | MPT Operating Partnership LP                               | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $63064.49     | 0.32%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                    | Kinetik Holdings LP                                        | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46889.15     | 0.24%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC                                           | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24206.39     | 0.12%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                   | Prime Security Services Borrower LLC                       | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6737.50      | 0.03%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                  | Commercial Metals Co.                                      | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5219.56      | 0.03%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SK Invictus Intermediate II SARL                       | SK Invictus Intermediate II SARL                           | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     43000 | PA      | $35260.00     | 0.18%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                            | Acadia Healthcare Co., Inc.                                | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4742.50      | 0.02%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                       | Global Aircraft Leasing Co. Ltd.                           | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     20793 | PA      | $17674.05     | 0.09%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                         | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6423.39      | 0.03%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                  | Global Payments, Inc.                                      | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7618.80      | 0.04%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                           | Antero Midstream Partners LP                               | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15125.72     | 0.08%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Legacy LifePoint Health LLC                            | Legacy LifePoint Health LLC                                | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4229.10      | 0.02%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                       | Murphy Oil Corp.                                           | CUSIP: 626717AJ1<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2947.80      | 0.01%             | 2025-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                  | United Airlines, Inc.                                      | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     42000 | PA      | $36569.22     | 0.18%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                             | Lamb Weston Holdings, Inc.                                 | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21196.80     | 0.11%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                        | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7760.00      | 0.04%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                          | Novelis Corp.                                              | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     66000 | PA      | $58513.29     | 0.30%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NFP Corp.                                              | NFP Corp.                                                  | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7523.07      | 0.04%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                           | Acrisure LLC                                               | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $15527.37     | 0.08%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                             | Fertitta Entertainment LLC                                 | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $40619.28     | 0.21%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                                   | EnLink Midstream LLC                                       | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26669.95     | 0.13%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                         | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     56000 | PA      | $49374.41     | 0.25%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                             | Ball Corp.                                                 | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2394.36      | 0.01%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                     | General Motors Financial Co., Inc., Series C               | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8463.75      | 0.04%             | 2030-09-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                     | Nationstar Mortgage Holdings, Inc.                         | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $6178.70      | 0.03%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                        | Advanced Drainage Systems, Inc.                            | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30121.46     | 0.15%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                | GFL Environmental, Inc.                                    | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $11016.85     | 0.06%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                               | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48142.11     | 0.24%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                              | AHP Health Partners, Inc.                                  | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |     28000 | PA      | $21875.00     | 0.11%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                            | Terex Corp.                                                | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     29000 | PA      | $26063.75     | 0.13%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synaptics, Inc.                                        | Synaptics, Inc.                                            | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16850.98     | 0.09%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                        | Plains All American Pipeline LP                            | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8670.66      | 0.04%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                | Uber Technologies, Inc.                                    | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15051.63     | 0.08%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                                   | EnLink Midstream LLC                                       | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15835.20     | 0.08%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EnPro Industries, Inc.                                 | EnPro Industries, Inc.                                     | CUSIP: 29355XAG2<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15520.00     | 0.08%             | 2026-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                             | Warnermedia Holdings, Inc.                                 | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     44000 | PA      | $32120.60     | 0.16%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                   | Sprint Capital Corp.                                       | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     63500 | PA      | $65909.19     | 0.33%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                               | Wynn Resorts Finance LLC                                   | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $16905.76     | 0.09%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                 | Encompass Health Corp.                                     | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14611.79     | 0.07%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.         | Charles River Laboratories International, Inc.             | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6055.00      | 0.03%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Air Canada                                             | Air Canada                                                 | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     41000 | PA      | $36315.04     | 0.18%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Imola Merger Corp.                                     | Imola Merger Corp.                                         | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $19087.50     | 0.10%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp.               | Science Applications International Corp.                   | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12949.97     | 0.07%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                           | Sabine Pass Liquefaction LLC                               | CUSIP: 785592AY2<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10006.92     | 0.05%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LSF11 A5 HoldCo LLC                                    | LSF11 A5 HoldCo LLC                                        | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7435.00      | 0.04%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                   | Meritage Homes Corp.                                       | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3760.83      | 0.02%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                     | DT Midstream, Inc.                                         | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $16778.00     | 0.08%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                      | FirstEnergy Corp.                                          | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7338.06      | 0.04%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                              | Mileage Plus Holdings LLC                                  | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64804 | PA      | $64428.44     | 0.33%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                         | 1011778 BC ULC                                             | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     26000 | PA      | $23280.55     | 0.12%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PDC Energy, Inc.                                       | PDC Energy, Inc.                                           | CUSIP: 69327RAG6<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1988.60      | 0.01%             | 2024-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                          | Clearway Energy Operating LLC                              | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13844.19     | 0.07%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                          | Asbury Automotive Group, Inc.                              | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7923.60      | 0.04%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SWF Escrow Issuer Corp.                                | SWF Escrow Issuer Corp.                                    | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $15065.70     | 0.08%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions, Inc.                        | Consensus Cloud Solutions, Inc.                            | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5518.61      | 0.03%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co., Series FF                            | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     71000 | PA      | $64960.08     | 0.33%             | 2024-08-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                           | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2648.22      | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                      | Venture Global Calcasieu Pass LLC                          | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     59000 | PA      | $50267.71     | 0.25%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio, Inc.                                  | Sirius XM Radio, Inc.                                      | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10443.60     | 0.05%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                         | Weatherford International Ltd.                             | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     16000 | PA      | $15684.80     | 0.08%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Raptor Acquisition Corp.                               | Raptor Acquisition Corp.                                   | CUSIP: 75383KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13326.00     | 0.07%             | 2026-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                            | Acadia Healthcare Co., Inc.                                | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5518.20      | 0.03%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                         | Coherent Corp.                                             | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     49000 | PA      | $42259.07     | 0.21%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                            | Caesars Entertainment, Inc.                                | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     59000 | PA      | $48014.79     | 0.24%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                  | WR Grace Holdings LLC                                      | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $65388.87     | 0.33%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                           | Tallgrass Energy Partners LP                               | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1729.46      | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Informatica, Inc.                                      | Informatica, Inc., Class A                                 | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       702 | NS      | $11435.58     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                           | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $43777.80     | 0.22%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                    | Graphic Packaging International LLC                        | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8471.25      | 0.04%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                           | Scotts Miracle-Gro Co. (The)                               | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2261.10      | 0.01%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                     | Vail Resorts, Inc.                                         | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14000.01     | 0.07%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                             | DCP Midstream Operating LP                                 | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3967.85      | 0.02%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services, Inc.    | Iron Mountain Information Management Services, Inc.        | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12460.51     | 0.06%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging S.A.                            | Ardagh Metal Packaging S.A.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2555 | NS      | $12289.55     | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Vistra Corp.                                           | Vistra Corp.                                               | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15468.86     | 0.08%             | 2026-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                | Uber Technologies, Inc.                                    | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32022.40     | 0.16%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| XPO Escrow Sub LLC                                     | XPO Escrow Sub LLC                                         | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8095.36      | 0.04%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                             | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     10000 | PA      | $7925.95      | 0.04%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                         | US Foods, Inc.                                             | CUSIP: 90290MAC5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22759.26     | 0.11%             | 2025-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                    | Aethon United BR LP                                        | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $45629.52     | 0.23%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                     | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35934.42     | 0.18%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp.                                 | Owl Rock Capital Corp.                                     | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3492.63      | 0.02%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Stevens Holding Co., Inc.                              | Stevens Holding Co., Inc.                                  | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20050.00     | 0.10%             | 2026-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                     | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6263.19      | 0.03%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                    | Mattamy Group Corp.                                        | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $12415.66     | 0.06%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                           | Tallgrass Energy Partners LP                               | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1773.68      | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co., Series BB                               | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30634.28     | 0.15%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                | Element Solutions, Inc.                                    | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |       922 | NS      | $16771.18     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                         | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     44000 | PA      | $40741.80     | 0.21%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                           | MPT Operating Partnership LP                               | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $32791.14     | 0.17%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                        | CommScope, Inc.                                            | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5425.00      | 0.03%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                           | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $40592.48     | 0.20%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                         | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1882.15      | 0.01%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                      | Hertz Corp. (The)                                          | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8375.00      | 0.04%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ligado Networks LLC                                    | Ligado Networks LLC                                        | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16451 | PA      | $5282.42      | 0.03%             | 2023-11-01      | Variable      | 15.50%                | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                           | FirstEnergy Transmission LLC                               | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12137.23     | 0.06%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                         | Univision Communications, Inc.                             | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14335.50     | 0.07%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                           | Mattel, Inc.                                               | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12084.28     | 0.06%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                 | Aramark Services, Inc.                                     | CUSIP: 038522AP3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1951.57      | 0.01%             | 2025-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                               | Central Garden & Pet Co.                                   | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13245.20     | 0.07%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio, Inc.                                  | Sirius XM Radio, Inc.                                      | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7426.89      | 0.04%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                           | Avient Corp.                                               | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10752.85     | 0.05%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                   | NOVA Chemicals Corp.                                       | CUSIP: 66977WAQ2<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $3869.98      | 0.02%             | 2024-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                              | CNX Midstream Partners LP                                  | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $6565.32      | 0.03%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                      | Alliant Holdings Intermediate LLC                          | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $97865.60     | 0.49%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Realogy Group LLC                                      | Realogy Group LLC                                          | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $7295.10      | 0.04%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                       | Bombardier, Inc.                                           | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     42000 | PA      | $40738.99     | 0.21%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                  | Avantor Funding, Inc.                                      | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23624.64     | 0.12%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                  | Global Payments, Inc.                                      | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9700.03      | 0.05%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman International, Inc.                  | Williams Scotsman International, Inc.                      | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22562.50     | 0.11%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                      | FirstEnergy Corp., Series C                                | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     57000 | PA      | $37608.60     | 0.19%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                         | Uniti Group LP                                             | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3200.00      | 0.02%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                            | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9894.07      | 0.05%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                     | AmWINS Group, Inc.                                         | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18659.23     | 0.09%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                      | Taylor Morrison Communities, Inc.                          | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6720.85      | 0.03%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                        | NGPL PipeCo LLC                                            | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26012.92     | 0.13%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| Viasat, Inc.                                           | Viasat, Inc.                                               | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17627.96     | 0.09%             | 2025-09-15      | Fixed         | 5.62%                 | 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        |     10000 | PA      | $10050.00     | 0.05%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                         | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6530.47      | 0.03%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp.                                | Chesapeake Energy Corp.                                    | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      1000 | PA      | $947.49       | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRI Pointe Homes, Inc.                                 | TRI Pointe Homes, Inc.                                     | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4529.23      | 0.02%             | 2028-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                    | Station Casinos LLC                                        | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13910.11     | 0.07%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Syneos Health, Inc.                                    | Syneos Health, Inc.                                        | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7167.11      | 0.04%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                | Nabors Industries, Inc.                                    | CUSIP: 62957HAF2<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26701.08     | 0.13%             | 2025-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                    | NuStar Logistics LP                                        | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11536.00     | 0.06%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                            | Caesars Entertainment, Inc.                                | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64848.30     | 0.33%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV         | Teva Pharmaceutical Finance Netherlands III BV             | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      8000 | PA      | $6941.00      | 0.04%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                         | Entegris, Inc.                                             | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8142.50      | 0.04%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                             | Go Daddy Operating Co. LLC                                 | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4732.30      | 0.02%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                      | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $16416.99     | 0.08%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                 | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36208.04     | 0.18%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                         | Community Health Systems, Inc.                             | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     38000 | PA      | $31786.24     | 0.16%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                       | Transocean, Inc.                                           | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     11000 | PA      | $11027.50     | 0.06%             | 2027-01-30      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                   | Archrock Partners LP                                       | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $17183.96     | 0.09%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                            | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15963.85     | 0.08%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                    | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1578.27      | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                        | Permian Resources Operating LLC                            | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8192.56      | 0.04%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DIRECTV Holdings LLC                                   | DIRECTV Holdings LLC                                       | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $31313.10     | 0.16%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Allegiant Travel Co.                                   | Allegiant Travel Co.                                       | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7609.29      | 0.04%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| El Paso Natural Gas Co. LLC                            | El Paso Natural Gas Co. LLC                                | CUSIP: 283695BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $7545.75      | 0.04%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                    | White Cap Buyer LLC                                        | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $75255.77     | 0.38%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                  | Resideo Funding, Inc.                                      | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4042.75      | 0.02%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                             | Sensata Technologies, Inc.                                 | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     62000 | PA      | $53971.28     | 0.27%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                          | Surgery Center Holdings, Inc.                              | CUSIP: 84611WAB0<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     21583 | PA      | $21275.63     | 0.11%             | 2025-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                              | Darling Ingredients, Inc.                                  | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38122.50     | 0.19%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                    | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     41000 | PA      | $29494.18     | 0.15%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                         | GLP Capital LP                                             | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $24780.93     | 0.13%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc.                                    | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14234 | PA      | $13688.08     | 0.07%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                        | AdaptHealth LLC                                            | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5500.13      | 0.03%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Kontoor Brands, Inc.                                   | Kontoor Brands, Inc.                                       | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6528.88      | 0.03%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                          | iShares iBoxx $ High Yield Corporate Bond ETF              | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             |  | RF                | US        |      1300 | NS      | $95719.00     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                                | Uber Technologies, Inc.                                    | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     69000 | PA      | $60116.60     | 0.30%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                      | Boyd Gaming Corp.                                          | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23490.00     | 0.12%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                             | Charles Schwab Corp. (The), Series H                       | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     59000 | PA      | $47049.55     | 0.24%             | 2030-12-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NMG Holding Co., Inc.                                  | NMG Holding Co., Inc.                                      | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $24368.96     | 0.12%             | 2026-04-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                | GFL Environmental, Inc.                                    | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     38000 | PA      | $32490.00     | 0.16%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                    | Post Holdings, Inc.                                        | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3450.96      | 0.02%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                       | Clarivate Science Holdings Corp.                           | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $40816.80     | 0.21%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Embecta Corp.                                          | Embecta Corp.                                              | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5415.00      | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Northwest Fiber LLC                                    | Northwest Fiber LLC                                        | CUSIP: 667449AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $17597.25     | 0.09%             | 2027-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                               | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     13000 | PA      | $13054.99     | 0.07%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                     | United Rentals North America, Inc.                         | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99375.00     | 0.50%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                  | Avantor Funding, Inc.                                      | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     31000 | PA      | $26032.25     | 0.13%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                   | Icahn Enterprises LP                                       | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6726.27      | 0.03%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                 | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14280.00     | 0.07%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ViaSat, Inc.                                           | ViaSat, Inc.                                               | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     18000 | PA      | $13504.01     | 0.07%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)               | PNC Financial Services Group, Inc. (The), Series V         | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19545.00     | 0.10%             | 2027-09-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Home Point Capital, Inc.                               | Home Point Capital, Inc.                                   | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |     14000 | PA      | $9680.86      | 0.05%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                     | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15220.44     | 0.08%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CMG Media Corp.                                        | CMG Media Corp.                                            | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $22581.00     | 0.11%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                | SS&C Technologies, Inc.                                    | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     59000 | PA      | $55247.37     | 0.28%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials, Inc.                    | Foundation Building Materials, Inc.                        | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6738.33      | 0.03%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Veritas US, Inc.                                       | Veritas US, Inc.                                           | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $18595.41     | 0.09%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Liberty Broadband Corp.                                | Liberty Broadband Corp.                                    | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64280.81     | 0.32%             | 2050-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                  | Churchill Downs, Inc.                                      | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16107.66     | 0.08%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                    | Herc Holdings, Inc.                                        | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18655.00     | 0.09%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio, Inc.                                  | Sirius XM Radio, Inc.                                      | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     22000 | PA      | $17163.72     | 0.09%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                               | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10379.66     | 0.05%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Viking Ocean Cruises Ship VII Ltd.                     | Viking Ocean Cruises Ship VII Ltd.                         | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      5000 | PA      | $4025.00      | 0.02%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                        | CoreLogic, Inc.                                            | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |     42000 | PA      | $32222.40     | 0.16%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                        | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7785.00      | 0.04%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Northwest Fiber LLC                                    | Northwest Fiber LLC                                        | CUSIP: 667449AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $31745.62     | 0.16%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                         | Lehman Brothers Holdings, Inc.                             | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |     30000 | PA      | $105.00       | 0.00%             | 2015-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                          | Staples, Inc.                                              | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     26000 | PA      | $22377.68     | 0.11%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP                                          | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20046.23     | 0.10%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                     | APi Group DE, Inc.                                         | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11603.48     | 0.06%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                               | ADT Security Corp. (The)                                   | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1700.91      | 0.01%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | U.S. Treasury Ultra Bond                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -2 | NC      | $1763.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton, Inc.                              | Booz Allen Hamilton, Inc.                                  | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11517.51     | 0.06%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                | GFL Environmental, Inc.                                    | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2637.49      | 0.01%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                 | Mauser Packaging Solutions Holding Co.                     | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20419.29     | 0.10%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                          | Centene Corp.                                              | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    102000 | PA      | $83614.42     | 0.42%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                  | Global Payments, Inc.                                      | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     39000 | PA      | $31955.33     | 0.16%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                   | Ladder Capital Finance Holdings LLLP                       | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3229.44      | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cable One, Inc.                                        | Cable One, Inc.                                            | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3927.50      | 0.02%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                 | Ardagh Metal Packaging Finance USA LLC                     | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $158505.46    | 0.80%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                               | ADT Security Corp. (The)                                   | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1699.66      | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                | GFL Environmental, Inc.                                    | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $21995.07     | 0.11%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wabash National Corp.                                  | Wabash National Corp.                                      | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14476.96     | 0.07%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                       | Global Aircraft Leasing Co. Ltd., Series 2021              | CUSIP: 37960JAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     14507 | PA      | $12330.95     | 0.06%             | 2024-09-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                 | Boxer Parent Co., Inc.                                     | CUSIP: 103186AC6<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |     53000 | PA      | $50000.99     | 0.25%             | 2026-03-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                          | Centene Corp.                                              | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21945.30     | 0.11%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                        | Open Text Corp.                                            | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $55000.00     | 0.28%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                | Uber Technologies, Inc.                                    | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22740.92     | 0.11%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                                   | EnLink Midstream LLC                                       | CUSIP: 29336TAA8<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21281.40     | 0.11%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                  | Kaiser Aluminum Corp.                                      | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $27051.40     | 0.14%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                  | Spectrum Brands, Inc.                                      | CUSIP: 84762LAW5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2647.60      | 0.01%             | 2030-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                   | RLJ Lodging Trust LP                                       | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9796.47      | 0.05%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                       | Murphy Oil Corp.                                           | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3849.16      | 0.02%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                    | CNX Resources Corp.                                        | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6441.01      | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| H&E Equipment Services, Inc.                           | H&E Equipment Services, Inc.                               | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1703.58      | 0.01%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                          | Navient Corp.                                              | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5877.72      | 0.03%             | 2024-03-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                               | Option Care Health, Inc.                                   | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13120.65     | 0.07%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                 | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6173.94      | 0.03%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                         | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1917.50      | 0.01%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                              | ATI, Inc.                                                  | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1912.57      | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                            | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13189.05     | 0.07%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HB Fuller Co.                                          | HB Fuller Co.                                              | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8850.00      | 0.04%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vermilion Energy, Inc.                                 | Vermilion Energy, Inc.                                     | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $10038.41     | 0.05%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                    | Shift4 Payments LLC                                        | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $48184.29     | 0.24%             | 2026-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                         | Weatherford International Ltd.                             | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      2000 | PA      | $2040.09      | 0.01%             | 2024-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Edison International                                   | Edison International                                       | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10442.81     | 0.05%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                      | FirstEnergy Corp., Series B                                | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1587.40      | 0.01%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                | RHP Hotel Properties LP                                    | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $29865.37     | 0.15%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dealer Tire LLC                                        | Dealer Tire LLC                                            | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7038.99      | 0.04%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                   | Ashton Woods USA LLC                                       | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $6405.85      | 0.03%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                           | Tallgrass Energy Partners LP                               | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8597.84      | 0.04%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                      | Genesis Energy LP                                          | CUSIP: 37185LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5734.26      | 0.03%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tempur Sealy International, Inc.                       | Tempur Sealy International, Inc.                           | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10081.92     | 0.05%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verscend Escrow Corp.                                  | Verscend Escrow Corp.                                      | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $161652.15    | 0.82%             | 2026-08-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                  | Pilgrim's Pride Corp.                                      | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     14000 | PA      | $10955.00     | 0.06%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANGI Group LLC                                         | ANGI Group LLC                                             | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $16325.87     | 0.08%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                   | Archrock Partners LP                                       | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $38430.51     | 0.19%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                               | SBA Communications Corp.                                   | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     43000 | PA      | $35754.07     | 0.18%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                        | LCM Investments Holdings II LLC                            | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     24000 | PA      | $19218.93     | 0.10%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP                                          | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $55717.62     | 0.28%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Co.                                   | Callon Petroleum Co.                                       | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6524.32      | 0.03%             | 2026-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                         | Weatherford International Ltd.                             | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     21000 | PA      | $20166.47     | 0.10%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                      | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25811.79     | 0.13%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                           | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $15124.00     | 0.08%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                           | Trivium Packaging Finance BV                               | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $183504.98    | 0.93%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                         | Constellium SE                                             | CUSIP: 210383AG0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $240817.50    | 1.22%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions, Inc.                        | Catalent Pharma Solutions, Inc.                            | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |     31000 | PA      | $24477.29     | 0.12%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                     | DT Midstream, Inc.                                         | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $26632.41     | 0.13%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                           | Arcosa, Inc.                                               | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     28000 | PA      | $24281.06     | 0.12%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                 | Antero Resources Corp.                                     | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6033.04      | 0.03%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                             | Outfront Media Capital LLC                                 | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $5791.26      | 0.03%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                     | CUSIP: 88033GDC1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12626.34     | 0.06%             | 2024-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Crestwood Midstream Partners LP                        | Crestwood Midstream Partners LP                            | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5505.06      | 0.03%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Legacy LifePoint Health LLC                            | Legacy LifePoint Health LLC                                | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15057.44     | 0.08%             | 2025-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Black Knight InfoServ LLC                              | Black Knight InfoServ LLC                                  | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30362.50     | 0.15%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                | Brookfield Residential Properties, Inc.                    | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     17000 | PA      | $13283.29     | 0.07%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                            | Discover Financial Services                                | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5082.38      | 0.03%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                   | Sprint Capital Corp.                                       | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     92000 | PA      | $109489.20    | 0.55%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| KBR, Inc.                                              | KBR, Inc.                                                  | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17666.26     | 0.09%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                            | USA Compression Partners LP                                | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18700.01     | 0.09%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                                     | AMC Networks, Inc.                                         | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6230.98      | 0.03%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                            | Cheniere Energy Partners LP                                | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     67000 | PA      | $60247.84     | 0.30%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                           | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $47926.74     | 0.24%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                         | DISH DBS Corp.                                             | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $27934.38     | 0.14%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Co.                                   | Callon Petroleum Co.                                       | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54900.00     | 0.28%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                            | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21806.25     | 0.11%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                         | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3961.04      | 0.02%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Arconic Corp.                                          | Arconic Corp.                                              | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14746.45     | 0.07%             | 2025-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                      | Yum! Brands, Inc.                                          | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1645.00      | 0.01%             | 2043-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Covanta Holding Corp.                                  | Covanta Holding Corp.                                      | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7267.84      | 0.04%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Titan International, Inc.                              | Titan International, Inc.                                  | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6608.85      | 0.03%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                    | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8054.65      | 0.04%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                           | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $19893.94     | 0.10%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                              | Ford Motor Credit Co. LLC                                  | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186292.00    | 0.94%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                       | Boeing Co. (The)                                           | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102442.12    | 0.52%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                           | Antero Midstream Partners LP                               | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $15542.08     | 0.08%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                              | EQM Midstream Partners LP                                  | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5781.12      | 0.03%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                      | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5795.79      | 0.03%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                           | Twilio, Inc.                                               | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23800.65     | 0.12%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC                          | Caesars Resort Collection LLC                              | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15662.50     | 0.08%             | 2025-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Crown Cork & Seal Co., Inc.                            | Crown Cork & Seal Co., Inc.                                | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4118.04      | 0.02%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP                           | Suburban Propane Partners LP                               | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $6799.86      | 0.03%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                          | Navient Corp.                                              | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8976.00      | 0.05%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                        | Live Nation Entertainment, Inc.                            | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11077.01     | 0.06%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                  | United Airlines, Inc.                                      | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32442.41     | 0.16%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                           | Twilio, Inc., Class A                                      | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |        29 | NS      | $1419.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NGL Energy Operating LLC                               | NGL Energy Operating LLC                                   | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $9794.30      | 0.05%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                           | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $9913.86      | 0.05%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                               | WESCO Distribution, Inc.                                   | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6075.07      | 0.03%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                       | Sabre GLBL, Inc.                                           | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13945.78     | 0.07%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                              | HCA, Inc.                                                  | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15565.91     | 0.08%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                   | Prime Security Services Borrower LLC                       | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $26394.64     | 0.13%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                       | Bombardier, Inc.                                           | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     99000 | PA      | $96051.22     | 0.48%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                          | Starwood Property Trust, Inc.                              | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5250.45      | 0.03%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                  | Kraft Heinz Foods Co.                                      | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13888.69     | 0.07%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                        | Sinclair Television Group, Inc.                            | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29987.46     | 0.15%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                  | Commercial Metals Co.                                      | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4424.28      | 0.02%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SRS Distribution, Inc.                                 | SRS Distribution, Inc.                                     | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     39000 | PA      | $31532.28     | 0.16%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Apache Corp.                                           | Apache Corp.                                               | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13273.60     | 0.07%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                         | Entegris, Inc.                                             | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9726.58      | 0.05%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                               | Lumen Technologies, Inc.                                   | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     27000 | PA      | $18635.72     | 0.09%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Colgate Energy Partners III LLC                        | Colgate Energy Partners III LLC                            | CUSIP: 19416MAA7<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35891.47     | 0.18%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                         | Wyndham Hotels & Resorts, Inc.                             | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14355.20     | 0.07%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                   | Ashton Woods USA LLC                                       | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $6420.88      | 0.03%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                     | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6723.57      | 0.03%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                        | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11877.67     | 0.06%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                          | Asbury Automotive Group, Inc.                              | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9872.40      | 0.05%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                             | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19389.49     | 0.10%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                              | ATI, Inc.                                                  | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7069.84      | 0.04%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Diversey Holdings Ltd.                                 | Diversey Holdings Ltd.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2327 | NS      | $9913.02      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corp.                           | Masonite International Corp.                               | CUSIP: 575385AE9<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |     17000 | PA      | $13751.74     | 0.07%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                  | WR Grace Holdings LLC                                      | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13291.95     | 0.07%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Installed Building Products, Inc.                      | Installed Building Products, Inc.                          | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11688.89     | 0.06%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                | CDW LLC                                                    | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $7705.44      | 0.04%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                     | Chemours Co. (The)                                         | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8982.30      | 0.05%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                     | United Airlines Pass-Through Trust, Series 2020-1, Class A | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36358 | PA      | $35846.69     | 0.18%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                | Sensata Technologies BV                                    | CUSIP: 81725WAH6<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      9000 | PA      | $8913.42      | 0.04%             | 2024-11-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $165186.00    | 0.83%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                 | Neptune Bidco US, Inc.                                     | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13195.00     | 0.07%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Legends Hospitality Holding Co. LLC                    | Legends Hospitality Holding Co. LLC                        | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8010.00      | 0.04%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                           | FirstEnergy Transmission LLC                               | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32557.91     | 0.16%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                             | Avis Budget Car Rental LLC                                 | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3421.75      | 0.02%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                             | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     53000 | PA      | $37844.12     | 0.19%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                           | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9122.37      | 0.05%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ashland LLC                                            | Ashland LLC                                                | CUSIP: 04433LAA0<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |     23000 | PA      | $18383.23     | 0.09%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                             | Lamb Weston Holdings, Inc.                                 | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7580.00      | 0.04%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                              | Zayo Group Holdings, Inc.                                  | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    145000 | PA      | $107092.65    | 0.54%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                             | Outfront Media Capital LLC                                 | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $13275.68     | 0.07%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Murphy Oil Corp.                                       | Murphy Oil Corp.                                           | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2340.00      | 0.01%             | 2042-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HealthEquity, Inc.                                     | HealthEquity, Inc.                                         | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     32000 | PA      | $27964.80     | 0.14%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Camelot Finance SA                                     | Camelot Finance SA                                         | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     35000 | PA      | $32803.77     | 0.17%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio, Inc.                                  | Sirius XM Radio, Inc.                                      | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24033.39     | 0.12%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spirit Loyalty Cayman Ltd.                             | Spirit Loyalty Cayman Ltd.                                 | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     11000 | PA      | $11056.43     | 0.06%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                               | Comstock Resources, Inc.                                   | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     39000 | PA      | $35197.50     | 0.18%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                              | Booz Allen Hamilton, Inc.                                  | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16722.73     | 0.08%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP                           | Pattern Energy Operations LP                               | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $19725.96     | 0.10%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                   | Scientific Games International, Inc.                       | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13440.00     | 0.07%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                              | T-Fund, Institutional Class                                | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |    378880 | NS      | $378880.07    | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Global LLC                                       | Gates Global LLC                                           | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $30880.00     | 0.16%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hawaiian Brand Intellectual Property Ltd.              | Hawaiian Brand Intellectual Property Ltd.                  | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     21000 | PA      | $19005.00     | 0.10%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SRS Distribution, Inc.                                 | SRS Distribution, Inc.                                     | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     37000 | PA      | $29446.56     | 0.15%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                 | Chart Industries, Inc.                                     | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6153.66      | 0.03%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                     | Arches Buyer, Inc.                                         | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7038.91      | 0.04%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                           | Rockies Express Pipeline LLC                               | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1794.70      | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                              | MGM Resorts International                                  | CUSIP: 552953CC3<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9964.50      | 0.05%             | 2023-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      8000 | PA      | $28.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                     | Nationstar Mortgage Holdings, Inc.                         | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $7775.00      | 0.04%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                     | Radiate Holdco LLC                                         | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $26397.95     | 0.13%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GYP Holdings III Corp.                                 | GYP Holdings III Corp.                                     | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16329.36     | 0.08%             | 2029-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA, Inc.                                    | Waste Pro USA, Inc.                                        | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     49000 | PA      | $43271.90     | 0.22%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                  | Kaiser Aluminum Corp.                                      | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $24916.25     | 0.13%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                          | Novelis Corp.                                              | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44825.50     | 0.23%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC               | Specialty Building Products Holdings LLC                   | CUSIP: 84749AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4025.80      | 0.02%             | 2026-09-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Illuminate Buyer LLC                                   | Illuminate Buyer LLC                                       | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $20093.43     | 0.10%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                         | Blackstone Private Credit Fund                             | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4209.81      | 0.02%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Beacon Roofing Supply, Inc.                            | Beacon Roofing Supply, Inc.                                | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8309.91      | 0.04%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                         | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9919.30      | 0.05%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ken Garff Automotive LLC                               | Ken Garff Automotive LLC                                   | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $9201.81      | 0.05%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Life Time, Inc.                                        | Life Time, Inc.                                            | CUSIP: 53190FAC9<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15257.50     | 0.08%             | 2026-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                     | Crown Castle, Inc.                                         | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9443.39      | 0.05%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Edison International                                   | Edison International, Series B                             | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12539.24     | 0.06%             | 2026-12-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                    | Kinder Morgan, Inc.                                        | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22250.77     | 0.11%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                      | Alliant Holdings Intermediate LLC                          | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $92249.65     | 0.47%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                   | Frontier Communications Holdings LLC                       | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $25999.96     | 0.13%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Realogy Group LLC                                      | Realogy Group LLC                                          | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $18909.75     | 0.10%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                 | Compass Group Diversified Holdings LLC                     | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16260.03     | 0.08%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                              | Standard Industries, Inc.                                  | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14297.56     | 0.07%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc.                                    | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     68000 | PA      | $72936.75     | 0.37%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                        | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6335.00      | 0.03%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Crestwood Midstream Partners LP                        | Crestwood Midstream Partners LP                            | CUSIP: 67421QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4975.43      | 0.03%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Enact Holdings, Inc.                                   | Enact Holdings, Inc.                                       | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $38273.04     | 0.19%             | 2025-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                          | SM Energy Co.                                              | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17475.30     | 0.09%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                    | Clean Harbors, Inc.                                        | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10201.97     | 0.05%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                | Digital Realty Trust LP                                    | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5033.06      | 0.03%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                          | Navient Corp.                                              | CUSIP: 63938CAE8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3996.74      | 0.02%             | 2023-09-25      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                        | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $889.28       | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio, Inc.                                  | Sirius XM Radio, Inc.                                      | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21310.56     | 0.11%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Masonite International Corp.                           | Masonite International Corp.                               | CUSIP: 575385AD1<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $7396.88      | 0.04%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| White Cap Parent LLC                                   | White Cap Parent LLC                                       | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $17289.80     | 0.09%             | 2026-03-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TerraForm Power Operating LLC                          | TerraForm Power Operating LLC                              | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7829.99      | 0.04%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream Partners LP                           | EnLink Midstream Partners LP                               | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1606.50      | 0.01%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OT Merger Corp.                                        | OT Merger Corp.                                            | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $4770.00      | 0.02%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                          | Equinix, Inc.                                              | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30207.07     | 0.15%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ERO Copper Corp.                                       | ERO Copper Corp.                                           | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $11278.75     | 0.06%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arko Corp.                                             | Arko Corp.                                                 | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $10992.80     | 0.06%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Mueller Water Products, Inc.                           | Mueller Water Products, Inc.                               | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7030.00      | 0.04%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AZEK Co., Inc. (The)                                   | AZEK Co., Inc. (The)                                       | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |        17 | NS      | $345.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                       | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $71224.19     | 0.36%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                     | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25725.60     | 0.13%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Six Flags Theme Parks, Inc.                            | Six Flags Theme Parks, Inc.                                | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13088.56     | 0.07%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                   | Icahn Enterprises LP                                       | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $36624.00     | 0.18%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC                                     | HAT Holdings I LLC                                         | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $13900.80     | 0.07%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                         | Ford Motor Co.                                             | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     46000 | PA      | $34497.32     | 0.17%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                            | Midwest Gaming Borrower LLC                                | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $15315.55     | 0.08%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                             | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20042.69     | 0.10%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp.                                  | Range Resources Corp.                                      | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4749.52      | 0.02%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                           | Mattel, Inc.                                               | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6148.28      | 0.03%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                    | Clean Harbors, Inc.                                        | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1895.00      | 0.01%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Arconic Corp.                                          | Arconic Corp.                                              | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42221.93     | 0.21%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                              | EQM Midstream Partners LP                                  | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2519.78      | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Central Parent, Inc.                                   | Central Parent, Inc.                                       | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48906.09     | 0.25%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Metis Merger Sub LLC                                   | Metis Merger Sub LLC                                       | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $9234.31      | 0.05%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.       | American Builders & Contractors Supply Co., Inc.           | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11598.60     | 0.06%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                  | Spectrum Brands, Inc.                                      | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7788.84      | 0.04%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                         | DISH DBS Corp.                                             | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $19998.41     | 0.10%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Colgate Energy Partners III LLC                        | Colgate Energy Partners III LLC                            | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23189.24     | 0.12%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Parkland Corp.                                         | Parkland Corp.                                             | CUSIP: 70137TAP0<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $21838.50     | 0.11%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                              | Sunoco LP                                                  | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1894.08      | 0.01%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                          | Centene Corp.                                              | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     84000 | PA      | $65727.74     | 0.33%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co.                                | Southwestern Energy Co.                                    | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9400.49      | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                   | American Express Co.                                       | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49290.00     | 0.25%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                          | Surgery Center Holdings, Inc.                              | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22385.00     | 0.11%             | 2027-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                         | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $25480.00     | 0.13%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                              | Vistra Operations Co. LLC                                  | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1856.19      | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Simmons Foods, Inc.                                    | Simmons Foods, Inc.                                        | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12210.79     | 0.06%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                             | Outfront Media Capital LLC                                 | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $26107.15     | 0.13%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                      | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5969.12      | 0.03%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rockcliff Energy II LLC                                | Rockcliff Energy II LLC                                    | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     36000 | PA      | $32938.20     | 0.17%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACI Worldwide, Inc.                                    | ACI Worldwide, Inc.                                        | CUSIP: 004498AB7<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19375.00     | 0.10%             | 2026-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                    | Stagwell Global LLC                                        | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $6596.64      | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC                       | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $15401.86     | 0.08%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                  | WMG Acquisition Corp.                                      | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12058.89     | 0.06%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                    | Station Casinos LLC                                        | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     21000 | PA      | $16845.64     | 0.09%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corp. (The)                           | Dun & Bradstreet Corp. (The)                               | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |     76000 | PA      | $65037.99     | 0.33%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                 | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10684.70     | 0.05%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                            | Caesars Entertainment, Inc.                                | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59272.21     | 0.30%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SRS Distribution, Inc.                                 | SRS Distribution, Inc.                                     | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     64000 | PA      | $56734.09     | 0.29%             | 2028-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC | Fortress Transportation & Infrastructure Investors LLC     | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12796.65     | 0.06%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                    | Cushman & Wakefield US Borrower LLC                        | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $20995.92     | 0.11%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                          | Gartner, Inc.                                              | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12120.29     | 0.06%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                        | Plains All American Pipeline LP                            | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $15643.46     | 0.08%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The), Series R                  | CUSIP: 38144GAB7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63698.94     | 0.32%             | 2025-02-10      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                          | Navient Corp.                                              | CUSIP: 63938CAB4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1935.10      | 0.01%             | 2024-10-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Roller Bearing Co. of America, Inc.                    | Roller Bearing Co. of America, Inc.                        | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8647.00      | 0.04%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                               | Lumen Technologies, Inc.                                   | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3599.66      | 0.02%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                             | Sprint LLC                                                 | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21046.12     | 0.11%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                               | Group 1 Automotive, Inc.                                   | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2539.29      | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                     | United Airlines Pass-Through Trust, Series 2020-1, Class B | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3810 | PA      | $3624.78      | 0.02%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Global Net Lease, Inc.                                 | Global Net Lease, Inc.                                     | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $9096.09      | 0.05%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                             | VistaJet Malta Finance plc                                 | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $9621.90      | 0.05%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                            | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26384.54     | 0.13%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                        | Madison IAQ LLC                                            | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     22000 | PA      | $15078.77     | 0.08%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                            | Cheniere Energy Partners LP                                | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     58000 | PA      | $49378.88     | 0.25%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | SPDR S&P 500 ETF Trust                                     | CUSIP: 00P7XGYP5<br>LEI: N/A                  | N/A              | DE               |  | US        |        17 | NC      | $10208.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental, Inc.                                | GFL Environmental, Inc.                                    | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      6000 | PA      | $5670.00      | 0.03%             | 2025-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                              | EQM Midstream Partners LP                                  | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28672.50     | 0.14%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                               | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     12000 | PA      | $12870.00     | 0.06%             | 2025-06-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| MPLX LP                                                | MPLX LP                                                    | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     28000 | PA      | $22871.63     | 0.12%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP, Series H                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     53000 | PA      | $45580.00     | 0.23%             | 2026-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                      | Brink's Co. (The)                                          | CUSIP: 109696AB0<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3927.31      | 0.02%             | 2025-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APX Group, Inc.                                        | APX Group, Inc.                                            | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18220.11     | 0.09%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NFP Corp.                                              | NFP Corp.                                                  | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    142000 | PA      | $117047.62    | 0.59%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cable One, Inc.                                        | Cable One, Inc.                                            | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19617.89     | 0.10%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                    | Iron Mountain, Inc.                                        | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8690.00      | 0.04%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                   | Frontier Communications Holdings LLC                       | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $23163.28     | 0.12%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                               | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     12000 | PA      | $9576.54      | 0.05%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                               | Comstock Resources, Inc.                                   | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47283.50     | 0.24%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seaspan Corp.                                          | Seaspan Corp.                                              | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |     26000 | PA      | $19702.80     | 0.10%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Camelot Return Merger Sub, Inc.                        | Camelot Return Merger Sub, Inc.                            | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $12846.82     | 0.06%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                    | CNX Resources Corp.                                        | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13418.86     | 0.07%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                        | CommScope, Inc.                                            | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24186.00     | 0.12%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                               | Lindblad Expeditions LLC                                   | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     23000 | PA      | $20864.91     | 0.11%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                   | Icahn Enterprises LP                                       | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $17758.65     | 0.09%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OWL Rock Core Income Corp.                             | OWL Rock Core Income Corp.                                 | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2552.89      | 0.01%             | 2026-09-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                 | BWX Technologies, Inc.                                     | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16628.74     | 0.08%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                        | CommScope, Inc.                                            | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6433.82      | 0.03%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ATS Corp.                                              | ATS Corp.                                                  | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $7764.84      | 0.04%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                            | Chobani LLC                                                | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $46142.33     | 0.23%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                         | 1011778 BC ULC                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     19000 | PA      | $15386.39     | 0.08%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                         | Univision Communications, Inc.                             | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10476.29     | 0.05%             | 2025-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                       | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $55480.71     | 0.28%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                         | NCL Corp. Ltd.                                             | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     23000 | PA      | $18065.81     | 0.09%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                            | USA Compression Partners LP                                | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33575.15     | 0.17%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                         | Community Health Systems, Inc.                             | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2904.08      | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.           | Jones Deslauriers Insurance Management, Inc.               | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     17000 | PA      | $16742.52     | 0.08%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                        | AdaptHealth LLC                                            | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1702.58      | 0.01%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                           | MPH Acquisition Holdings LLC                               | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12481.60     | 0.06%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elastic NV                                             | Elastic NV                                                 | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     30000 | PA      | $24231.00     | 0.12%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                               | Diamondback Energy, Inc.                                   | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38568.71     | 0.19%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                          | Clearway Energy Operating LLC                              | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     22000 | PA      | $17684.16     | 0.09%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Penske Automotive Group, Inc.                          | Penske Automotive Group, Inc.                              | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4869.86      | 0.02%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co.                                | Southwestern Energy Co.                                    | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24103.56     | 0.12%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                      | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8996.91      | 0.05%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cedar Fair LP                                          | Cedar Fair LP                                              | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4837.50      | 0.02%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                | GFL Environmental, Inc.                                    | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $20130.75     | 0.10%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Amsted Industries, Inc.                                | Amsted Industries, Inc.                                    | CUSIP: 032177AH0<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14229.90     | 0.07%             | 2027-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cable One, Inc.                                        | Cable One, Inc.                                            | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     17000 | PA      | $12631.00     | 0.06%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp.                                         | Ingevity Corp.                                             | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7738.79      | 0.04%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                               | WESCO Distribution, Inc.                                   | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45583.83     | 0.23%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                         | NCL Corp. Ltd.                                             | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $3762.70      | 0.02%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                      | Yum! Brands, Inc.                                          | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4631.25      | 0.02%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                             | Fertitta Entertainment LLC                                 | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1613.20      | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                              | SLM Corp.                                                  | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $11906.30     | 0.06%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                              | Vistra Operations Co. LLC                                  | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3446.47      | 0.02%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                            | Block, Inc.                                                | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    118000 | PA      | $94155.15     | 0.48%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                   | Icahn Enterprises LP                                       | CUSIP: 451102BW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12463.76     | 0.06%             | 2024-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                 | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1992.76      | 0.01%             | 2025-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cedar Fair LP                                          | Cedar Fair LP                                              | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $18793.22     | 0.09%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MicroStrategy, Inc.                                    | MicroStrategy, Inc.                                        | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     39000 | PA      | $27886.95     | 0.14%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP                                          | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164000 | PA      | $160145.43    | 0.81%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Coty, Inc.                                             | Coty, Inc.                                                 | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1810.00      | 0.01%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                  | Cheniere Energy, Inc.                                      | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3615.47      | 0.02%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Aretec Escrow Issuer, Inc.                             | Aretec Escrow Issuer, Inc.                                 | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $7427.10      | 0.04%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KB Home                                                | KB Home                                                    | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4858.45      | 0.02%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                             | MSCI, Inc.                                                 | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9096.78      | 0.05%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                  | Kraft Heinz Foods Co.                                      | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21981.02     | 0.11%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                          | SM Energy Co.                                              | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4799.95      | 0.02%             | 2025-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                          | Novelis Corp.                                              | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     54000 | PA      | $44085.19     | 0.22%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                           | Hilton Worldwide Finance LLC                               | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3807.31      | 0.02%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                               | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8291.27      | 0.04%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                             | Lamb Weston Holdings, Inc.                                 | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15726.60     | 0.08%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enerflex Ltd.                                          | Enerflex Ltd.                                              | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |     16000 | PA      | $15955.92     | 0.08%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                            | Service Corp. International                                | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16844.52     | 0.09%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                             | MajorDrive Holdings IV LLC                                 | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     17000 | PA      | $12685.25     | 0.06%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                | Nabors Industries, Inc.                                    | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27123.45     | 0.14%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                               | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25118.90     | 0.13%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                             | Sensata Technologies, Inc.                                 | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6581.12      | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                             | Occidental Petroleum Corp.                                 | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7903.03      | 0.04%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                              | Standard Industries, Inc.                                  | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1799.78      | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                       | Fair Isaac Corp.                                           | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17242.61     | 0.09%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Husky III Holding Ltd.                                 | Husky III Holding Ltd.                                     | CUSIP: 44810RAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     31000 | PA      | $27435.00     | 0.14%             | 2025-02-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                     | Radiate Holdco LLC                                         | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $21306.30     | 0.11%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                         | Western Midstream Operating LP                             | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15783.68     | 0.08%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                       | Goodyear Tire & Rubber Co. (The)                           | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1632.60      | 0.01%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                             | MSCI, Inc.                                                 | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11637.50     | 0.06%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                               | AthenaHealth Group, Inc.                                   | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     98000 | PA      | $72219.35     | 0.36%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                      | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13312.32     | 0.07%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                  | New Enterprise Stone & Lime Co., Inc.                      | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6215.80      | 0.03%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                | Uber Technologies, Inc.                                    | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51962.12     | 0.26%             | 2025-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                         | Blackstone Private Credit Fund                             | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4960.36      | 0.03%             | 2025-09-29      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                    | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     28000 | PA      | $23659.59     | 0.12%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                           | Mattel, Inc.                                               | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21163.77     | 0.11%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                      | Alliant Holdings Intermediate LLC                          | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $111458.64    | 0.56%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                           | Royal Caribbean Cruises Ltd.                               | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     13000 | PA      | $13063.38     | 0.07%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy, Inc.                              | New Fortress Energy, Inc.                                  | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $77082.10     | 0.39%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                         | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2629.30      | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GTCR AP Finance, Inc.                                  | GTCR AP Finance, Inc.                                      | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $21073.36     | 0.11%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream Partners LP                           | EnLink Midstream Partners LP                               | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1880.06      | 0.01%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                   | Ladder Capital Finance Holdings LLLP                       | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $6720.23      | 0.03%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                           | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $21482.44     | 0.11%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                 | Chart Industries, Inc.                                     | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35185.15     | 0.18%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                             | BCPE Empire Holdings, Inc.                                 | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9864.58      | 0.05%             | 2027-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Northwest Fiber LLC                                    | Northwest Fiber LLC                                        | CUSIP: 667449AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8368.88      | 0.04%             | 2028-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                   | Ashton Woods USA LLC                                       | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6158.74      | 0.03%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                               | Marvell Technology, Inc.                                   | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $16086.77     | 0.08%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                    | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7492.50      | 0.04%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                | GFL Environmental, Inc.                                    | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $7641.57      | 0.04%             | 2025-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                    | Medline Borrower LP                                        | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     79000 | PA      | $62747.33     | 0.32%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| William Carter Co. (The)                               | William Carter Co. (The)                                   | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18225.16     | 0.09%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                              | Standard Industries, Inc.                                  | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1845.47      | 0.01%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy, Inc.                              | New Fortress Energy, Inc.                                  | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $84176.20     | 0.42%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                              | ATI, Inc.                                                  | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14089.59     | 0.07%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                              | Howard Hughes Corp. (The)                                  | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29312.50     | 0.15%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                | Brookfield Residential Properties, Inc.                    | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     15000 | PA      | $11695.01     | 0.06%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                         | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14675.40     | 0.07%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                           | MasTec, Inc.                                               | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13435.34     | 0.07%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc.                                    | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63757 | PA      | $58271.08     | 0.29%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                   | Frontier Communications Holdings LLC                       | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $38368.88     | 0.19%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                   | Frontier Communications Holdings LLC                       | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $14140.31     | 0.07%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                          | Calpine Corp.                                              | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4194.52      | 0.02%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                              | Nokia OYJ                                                  | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |      8000 | PA      | $7593.29      | 0.04%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                     | VICI Properties LP                                         | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $21879.13     | 0.11%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                | Civitas Resources, Inc.                                    | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6399.79      | 0.03%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                        | Live Nation Entertainment, Inc.                            | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2904.73      | 0.01%             | 2024-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                             | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     21000 | PA      | $19845.00     | 0.10%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| AMN Healthcare, Inc.                                   | AMN Healthcare, Inc.                                       | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6845.92      | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                    | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     21000 | PA      | $16541.70     | 0.08%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                   | Charter Communications Operating LLC                       | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $12349.49     | 0.06%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cano Health LLC                                        | Cano Health LLC                                            | CUSIP: 13782CAA8<br>LEI: 254900OGI2T8V1NXN639 | Long             | DBT              | CORP              | US        |      8000 | PA      | $4840.00      | 0.02%             | 2028-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                  | Churchill Downs, Inc.                                      | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31269.32     | 0.16%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Gold, Inc.                                         | New Gold, Inc.                                             | CUSIP: 644535AH9<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $34224.61     | 0.17%             | 2027-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                               | Diamondback Energy, Inc.                                   | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10975.06     | 0.06%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                         | 1011778 BC ULC                                             | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4472.73      | 0.02%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CDI Escrow Issuer, Inc.                                | CDI Escrow Issuer, Inc.                                    | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $29582.16     | 0.15%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                    | Buckeye Partners LP                                        | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5841.65      | 0.03%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                             | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     13000 | PA      | $9757.76      | 0.05%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                | Molina Healthcare, Inc.                                    | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13688.85     | 0.07%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                             | United Natural Foods, Inc.                                 | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5764.95      | 0.03%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                | CDW LLC                                                    | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $15330.42     | 0.08%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NCR Corp.                                              | NCR Corp.                                                  | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12155.72     | 0.06%             | 2029-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Garden Spinco Corp.                                    | Garden Spinco Corp.                                        | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13780.00     | 0.07%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                        | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8900.67      | 0.04%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                 | Aramark Services, Inc.                                     | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16791.07     | 0.08%             | 2025-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                      | Gen Digital, Inc.                                          | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15720.00     | 0.08%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                          | Premier Entertainment Sub LLC                              | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $7074.00      | 0.04%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                            | Cheniere Energy Partners LP                                | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     44000 | PA      | $34967.10     | 0.18%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                   | American Tower Corp.                                       | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5928.06      | 0.03%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                             | DCP Midstream Operating LP                                 | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12739.00     | 0.06%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Carnival Holdings Bermuda Ltd.                         | Carnival Holdings Bermuda Ltd.                             | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82128.80     | 0.41%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Life Time, Inc.                                        | Life Time, Inc.                                            | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20471.00     | 0.10%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                            | Block, Inc., Class A                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |        58 | NS      | $3644.72      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                  | New Enterprise Stone & Lime Co., Inc.                      | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6467.58      | 0.03%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                             | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     39000 | PA      | $25988.90     | 0.13%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Sub LLC                          | Premier Entertainment Sub LLC                              | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $7374.00      | 0.04%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                      | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $25668.36     | 0.13%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                             | Ball Corp.                                                 | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     22000 | PA      | $17668.86     | 0.09%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                 | Harvest Midstream I LP                                     | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4772.20      | 0.02%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                            | Crescent Energy Finance LLC                                | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36751.26     | 0.19%             | 2026-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                           | Hess Midstream Operations LP                               | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $17098.42     | 0.09%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                       | Bombardier, Inc.                                           | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $32365.20     | 0.16%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                            | Match Group Holdings II LLC                                | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13371.90     | 0.07%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream Partners LP                           | EnLink Midstream Partners LP                               | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18144.87     | 0.09%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                         | Western Midstream Operating LP                             | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15622.31     | 0.08%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                               | Spirit AeroSystems, Inc.                                   | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1976.32      | 0.01%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

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

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer